| 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 |
