Centro de Documentacion de Fundación MAPFRE - Affine stochastic mortality

Notas: This 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 modelsRegistros relacionados: En: Insurance Mathematics & Economics. - Oxford: Elsevier Science. - nº 1 vol.38, 2006 ; p. 81-97Materia / lugar / evento: Mortalidad Longevidad Tablas de mortalidad Matemática del seguro Modelo estocástico Otras clasificaciones: 6

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