MORTALITY MODELING WITH LEVY PROCESSES
Mortality and longevity risk is usually one of the main risk components ineconomic capital models of insurance companies. Above all, future mortalityexpectations are an important input in the modeling and pricing of long termproducts. Deviations from the expectat...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Social Sciences Research Society
2012-07-01
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| Series: | International Journal of Economics and Finance Studies |
| Online Access: | http://www.sobiad.org/eJOURNALS/journal_IJEF/archieves/2012_2/ferhat_yucel.pdf |