Affine stochastic mortality
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000nab a2200000 i 4500 | ||
| 001 | MAP20071507740 | ||
| 003 | MAP | ||
| 005 | 20080418125632.0 | ||
| 007 | hzrazu---bucu | ||
| 008 | 060308n2006 gbr|||| | |00010|eng d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20080232573$aSchrager, David F. | |
| 245 | 1 | 0 | $aAffine stochastic mortality$cDavid F. Schrager |
| 520 | 8 | $aThis article proposes a new model for stochastic mortality. The model is based on the literature on affine term structure model. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing models | |
| 650 | 1 | $0MAPA20080555306$aMortalidad | |
| 650 | 1 | 1 | $0MAPA20080555016$aLongevidad |
| 650 | 0 | 1 | $0MAPA20080599300$aTablas de mortalidad |
| 650 | 0 | 1 | $0MAPA20080602437$aMatemática del seguro |
| 650 | 0 | 1 | $0MAPA20080586447$aModelo estocástico |
| 773 | 0 | $dOxford: Elsevier Science$tInsurance Mathematics & Economics$g nº 1 vol.38, 2006 ; p. 81-97 |