A multivariate evolutionary credibility model for mortality improvement rates (Q343971): Difference between revisions

@@ Property / author @@
-Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
-Normal rank
@@ Property / author @@
-Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
-Normal rank
@@ Property / author @@
+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Human Mortality
@@ Property / describes a project that uses: Human Mortality / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2016.04.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2342986989
@@ Property / OpenAlex ID: W2342986989 / rank @@
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@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+A course in credibility theory and its applications
+Normal rank
@@ Property / cites work @@
+Bayesian Poisson log-bilinear mortality projections
+Normal rank
@@ Property / cites work @@
+Q2965078
@@ Property / cites work: Q2965078 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+A General Procedure for Constructing Mortality Models
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+Modelling longevity bonds: analysing the Swiss Re Kortis bond
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+A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
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+Modeling and Forecasting U.S. Mortality
@@ Property / cites work: Modeling and Forecasting U.S. Mortality / rank @@
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@@ Property / cites work @@
+Modeling and forecasting mortality rates
@@ Property / cites work: Modeling and forecasting mortality rates / rank @@
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+A Bayesian forecasting model: predicting U.S. male mortality
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+Extending the Lee–Carter model: a three-way decomposition
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+Recursive credibility estimation
@@ Property / cites work: Recursive credibility estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and securitization of multi-country longevity risk with mortality dependence
+Normal rank