Stochastic approximations in CBD mortality projection models (Q898936): Difference between revisions

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+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2015.09.020
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@@ Property / OpenAlex ID @@
+W1798332369
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@@ Property / cites work @@
+Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
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@@ Property / cites work @@
+Comonotonic approximations to quantiles of life annuity conditional expected present value
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@@ Property / cites work @@
+Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap
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@@ Property / cites work @@
+Efficient approximations for numbers of survivors in the Lee-Carter model
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@@ Property / cites work @@
+Annuity Uncertainty with Stochastic Mortality and Interest Rates
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@@ Property / cites work @@
+The CBD Mortality Indexes: Modeling and Applications
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+A General Procedure for Constructing Mortality Models
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@@ Property / cites work @@
+Stochastic orders
@@ Property / cites work: Stochastic orders / rank @@
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