Andrew J. G. Cairns
A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
Citation
Cairns, A. J. G., Blake, D., & Dowd, K. (2006). A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration. Journal of Risk and Insurance, 73(4), 687-718. https://doi.org/10.1111/j.1539-6975.2006.00195.x
| Journal Article Type | Article |
|---|---|
| Online Publication Date | Nov 29, 2006 |
| Publication Date | 2006-12 |
| Deposit Date | Sep 13, 2024 |
| Journal | Journal of Risk and Insurance |
| Print ISSN | 0022-4367 |
| Electronic ISSN | 1539-6975 |
| Publisher | Wiley |
| Peer Reviewed | Peer Reviewed |
| Volume | 73 |
| Issue | 4 |
| Pages | 687-718 |
| DOI | https://doi.org/10.1111/j.1539-6975.2006.00195.x |
| Public URL | https://durham-repository.worktribe.com/output/2863877 |
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