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Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/64559


Title: A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations
Authors: Wang,Chou-Wen;Huang,Hong-Chih;Liu,I-Chien
王昭文;黃泓智;劉議謙
Contributors: 風管系
Keywords: stochastic mortality model;non-Gaussian distributions;mortality jumps
Date: 2011-10
Issue Date: 2014-03-11 17:11:56 (UTC+8)
Relation: The Geneva Papers on Risk and Insurance - Issues and Practice, 36(4), 675-696
Data Type: article
DOI link: http://dx.doi.org/10.1057/gpp.2011.20
Appears in Collections:[Department of Risk Management and Insurance] Periodical Articles

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