Modeling Multi-Country Longevity Risk with Mortality Dependence: A LLvy Subordinated Hierarchical Archimedean Copulas (LSHAC) Approach

  • Ken Seng Tan, ChouuWen Wang, Wenjun Zhu
  • SSRN Electronic Journal, Elsevier
  • DOI: 10.2139/ssrn.2663979

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http://dx.doi.org/10.2139/ssrn.2663979