MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE

Publisher: Cambridge University Press

E-ISSN: 1783-1350|46|1|165-190

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.46, Iss.1, 2015-11, pp. : 165-190

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Abstract