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Affine stochastic mortality

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      <subfield code="a">Schrager, David F.</subfield>
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      <subfield code="a">Affine stochastic mortality</subfield>
      <subfield code="c">David F. Schrager</subfield>
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      <subfield code="a">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 models</subfield>
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      <subfield code="a">Tablas de mortalidad</subfield>
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      <subfield code="d">Oxford: Elsevier Science</subfield>
      <subfield code="t">Insurance Mathematics & Economics</subfield>
      <subfield code="g"> nº 1 vol.38, 2006 ; p. 81-97</subfield>
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