Application of the affine stochastic model on Singapore mortality data.

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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書目詳細資料
Main Authors:	Chia, Fu Yuan., Meng, Deshuo., Zou, Deshun.
其他作者:	Balasooriya, Uditha
格式:	Final Year Project
出版:	2008
主題:	DRNTU::Business::Finance::Actuarial science
在線閱讀:	http://hdl.handle.net/10356/10336
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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