Claudia Gagné

University of Montreal - Department of Mathematics and Statistics

Professor

Montreal, Quebec H3C 3J7

Canada

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Scholarly Papers (1)

1.

Is Gamma Frailty a Good Model? Evidence from Canadian Pension Funds

UNSW Business School Research Paper No. 2015ACTL15
Number of pages: 12 Posted: 06 Aug 2015
Benjamin Avanzi, Claudia Gagné and Vincent Tu
University of Melbourne - Centre for Actuarial Studies, University of Montreal - Department of Mathematics and Statistics and UNSW Australia Business School, School of Risk & Actuarial Studies
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Abstract:

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Gamma frailty, Stochastic mortality, Empirical study, Real data