Sección: ArtículosTítulo: Affine stochastic mortality / David F. SchragerAutor: Schrager, David F.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: MortalidadLongevidadTablas de mortalidadMatemática del seguroModelo estocásticoOtras clasificaciones: 6Derechos: In Copyright (InC)
