Application of the affine stochastic model on Singapore mortality data.
In recent years, stochastic modeling has become a buzz word in the finance industry and the phenomenal advantages of stochastic models have attracted immense attention from researchers. Here, we fit Singapore's mortality rates to an affine stochastic state-space model. The model is fitted throu...
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 出版: |
2008
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/10336 |
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