Extensions on the Hatzopoulos-Sagianou Multiple-Components Stochastic Mortality Model

HIGHLIGHTS

  • who: Aliki Sagianou and Peter Hatzopoulos from the Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Samos, Greece have published the research: Extensions on the Hatzopoulos-Sagianou Multiple-Components Stochastic Mortality Model, in the Journal: Risks 2022, 10, 131. of /2022/
  • what: Given this new HS extensions are derived using the off-the-shelf link functions namely the complementary log-log logit and probit while the authors also reform the model by introducing a new form of link functions with a particular focus on the use of heavy-tailed distributions. The authors . . .

     

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