Abstract ISI 2007 Bravo+Braumann

• Autor(es): Bravo, Jorge Miguel ; Braumann, Carlos A.
• Data: 2007
• Identificador Persistente: http://hdl.handle.net/10174/1313
• Origem: Repositório Científico da Universidade de Évora
• Assunto(s): mortality; affine models; life insurance; hedging
• Tipo de Documento: Palestra
• Idioma: Inglês

Descrição

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.