Age-specific copula-AR-GARCH mortality models (Q2347102): Difference between revisions

@@ Property / cites work @@
+Longevity hedge effectiveness: a decomposition
@@ Property / cites work: Longevity hedge effectiveness: a decomposition / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling dependent data for longevity projections
+Normal rank
@@ Property / cites work @@
+Change analysis of a dynamic copula for measuring dependence in multivariate financial data
+Normal rank
@@ Property / cites work @@
+On age-period-cohort parametric mortality rate projections
+Normal rank
@@ Property / cites work @@
+Longevity risk in portfolios of pension annuities
@@ Property / cites work: Longevity risk in portfolios of pension annuities / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting U.S. Mortality
@@ Property / cites work: Modeling and Forecasting U.S. Mortality / rank @@
+Normal rank
@@ Property / cites work @@
+Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
+Normal rank
@@ Property / cites work @@
+Measuring Basis Risk in Longevity Hedges
@@ Property / cites work: Measuring Basis Risk in Longevity Hedges / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
+Normal rank
@@ Property / cites work @@
+Key Q-Duration: A Framework for Hedging Longevity Risk
+Normal rank
@@ Property / cites work @@
+On the mortality/longevity risk hedging with mortality immunization
+Normal rank
@@ Property / cites work @@
+Applications of Mortality Durations and Convexities in Natural Hedges
+Normal rank
@@ Property / cites work @@
+An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation
+Normal rank
@@ Property / cites work @@
+Modeling and forecasting mortality rates
@@ Property / cites work: Modeling and forecasting mortality rates / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+Stochastic Mortality: The Impact on Target Capital
+Normal rank
@@ Property / cites work @@
+On stochastic mortality modeling
@@ Property / cites work: On stochastic mortality modeling / rank @@
+Normal rank
@@ Property / cites work @@
+A cohort-based extension to the Lee-Carter model for mortality reduction factors
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Actuarial applications of the linear hazard transform in mortality immunization
+Normal rank
@@ Property / cites work @@
+A feasible natural hedging strategy for insurance companies
+Normal rank
@@ Property / cites work @@
+Securitization, structuring and pricing of longevity risk
+Normal rank
@@ Property / cites work @@
+Pricing and securitization of multi-country longevity risk with mortality dependence
+Normal rank