Abstract ISI 2007 Bravo+Braumann

• Author(s): Bravo, Jorge Miguel ; Braumann, Carlos A.
• Date: 2007
• Persistent ID: http://hdl.handle.net/10174/1313
• Origin: Repositório Científico da Universidade de Évora
• Subject(s): mortality; affine models; life insurance; hedging
• Document Type: Lecture
• Language: English

Description

Scientific meeting: 56th Session of the International Statistical Institute, Lisboa Portugal, Aug 22-29, 2007. Oral communication on stochastic differential equation models for the evolution of mortality rates of human populations and applications to life insurance.