The dependency premium based on a multifactor model for dependent mortality data
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DOI: 10.1080/03610926.2017.1366523
Abstract: ABSTRACT As shown in the literature, the dependence structure in mortality data cannot be ignored in projecting future trends, in particular for a group of similar populations characterized by common long-run relationships. We propose a… read more here.
Keywords: model; dependency premium; multifactor model; mortality data ... See more keywords