Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM
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DOI: 10.3390/risks7010014
Abstract: Standardized longevity risk transfers often involve modeling mortality rates of multiple populations. Some researchers have found that mortality indexes of selected countries are cointegrated, meaning that a linear relationship exists between the indexes. Vector error… read more here.
Keywords: mortality indexes; mortality dependence; mortality; equilibrium ... See more keywords