Mortality risk via affine stochastic intensities: calibration and empirical relevance

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Delta–Gamma hedging of mortality and interest rate risk (2012, methodology): “(12) In spite of the technical restrictions, Luciano and Vigna (2008) suggest the appropriateness of these processes for describing the intensity of human mortality.”
Mortality surface by means of continuous time cohort models (2013, methodology): “The volatilities σ1 and σ2 are same order of magnitude than the values found by Luciano and Vigna (2008).”