Department of Economics and Business Economics

A Parametric Factor Model of the Term Structure of Mortality

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A Parametric Factor Model of the Term Structure of Mortality. / Haldrup, Niels; Rosenskjold, Carsten Paysen T.

In: Econometrics, Vol. 7, No. 9, 7, 03.2019, p. 1-22.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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Haldrup, Niels ; Rosenskjold, Carsten Paysen T. / A Parametric Factor Model of the Term Structure of Mortality. In: Econometrics. 2019 ; Vol. 7, No. 9. pp. 1-22.

Bibtex

@article{535bfec6280a48f2b004dd907386fb60,
title = "A Parametric Factor Model of the Term Structure of Mortality",
author = "Niels Haldrup and Rosenskjold, {Carsten Paysen T.}",
year = "2019",
month = mar,
doi = "10.3390/econometrics7010009",
language = "English",
volume = "7",
pages = "1--22",
journal = "Econometrics",
issn = "2225-1146",
publisher = "MDPI AG",
number = "9",

}

RIS

TY - JOUR

T1 - A Parametric Factor Model of the Term Structure of Mortality

AU - Haldrup, Niels

AU - Rosenskjold, Carsten Paysen T.

PY - 2019/3

Y1 - 2019/3

U2 - 10.3390/econometrics7010009

DO - 10.3390/econometrics7010009

M3 - Journal article

VL - 7

SP - 1

EP - 22

JO - Econometrics

JF - Econometrics

SN - 2225-1146

IS - 9

M1 - 7

ER -