The following pages link to (Q3562659):
Displayed 31 items.
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts (Q430862) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Prospective mortality tables: taking heterogeneity into account (Q492640) (← links)
- Redistribution of longevity risk: the effect of heterogeneous mortality beliefs (Q506085) (← links)
- Distribution of the random future life expectancies in log-bilinear mortality projection models (Q636128) (← links)
- A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (Q659201) (← links)
- Survival models in a dynamic context: a survey (Q704411) (← links)
- Exchangeable mortality projection (Q825291) (← links)
- Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
- Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality (Q835687) (← links)
- Fuzzy formulation of the Lee-Carter model for mortality forecasting (Q860501) (← links)
- Bayesian Poisson log-bilinear mortality projections (Q882853) (← links)
- On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling (Q998298) (← links)
- Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
- A Poisson log-bilinear regression approach to the construction of projected lifetables. (Q1413367) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
- A cohort-based extension to the Lee-Carter model for mortality reduction factors (Q2499833) (← links)
- Multiple mortality modeling in Poisson Lee–Carter framework (Q2807800) (← links)
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting (Q4970872) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Pension Plan Valuation and Mortality Projection (Q5019723) (← links)
- A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891) (← links)
- Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables (Q5241944) (← links)
- The Impact of Disability Insurance on a Portfolio of Life Insurances (Q5379178) (← links)
- Annuity Uncertainty with Stochastic Mortality and Interest Rates (Q5742640) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- Mortality, longevity and experiments with the Lee-Carter model (Q5963036) (← links)
- A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts (Q6107672) (← links)