Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions
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More about this item
Keywords
Longevity; mortality forecasting; factor models; vine-copulae; Value at Risk.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2015-05-09 (Economics of Ageing)
- NEP-FOR-2015-05-09 (Forecasting)
- NEP-HEA-2015-05-09 (Health Economics)
- NEP-RMG-2015-05-09 (Risk Management)
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