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- W2914010685 abstract "We propose a 2-factor MBMM model with exponential Levy process to develop a stochastic mortality process. The two components are fitted by two independent NIG distributions. Compared to Lee–Carter ..." @default.
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- W2914010685 date "2019-01-23" @default.
- W2914010685 modified "2023-09-24" @default.
- W2914010685 title "Pricing longevity-linked derivatives using a stochastic mortality model" @default.
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- W2914010685 doi "https://doi.org/10.1080/03610926.2018.1563171" @default.
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