Zhiping Huang

University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)

Level 6, Central Lobby (enter via East Lobby)

Australian School of Business Building

Sydney, New South Wales NSW 2052

Australia

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Scholarly Papers (1)

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The Application of Affine Processes in Cohort Mortality Risk Models

UNSW Business School Research Paper Forthcoming
Number of pages: 28 Posted: 07 Sep 2019
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School, University of New South Wales (UNSW) and University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies
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Citation 1

Abstract:

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mortality models, continuous time, cohort curve, affine rates, Kalman filter