Addressing the life expectancy gap in pension policy (Q2038240): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2021.03.025
+Normal rank
@@ Property / OpenAlex ID @@
+W3128585973
@@ Property / OpenAlex ID: W3128585973 / rank @@
+Normal rank
@@ Property / cites work @@
+Persistence in forecasting performance and conditional combination strategies
+Normal rank
@@ Property / cites work @@
+Affine processes for dynamic mortality and actuarial valuations
+Normal rank
@@ Property / cites work @@
+The fair value of guaranteed annuity options
@@ Property / cites work: The fair value of guaranteed annuity options / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent dynamic affine mortality models for longevity risk applications
+Normal rank
@@ Property / cites work @@
+Valuation of longevity-linked life annuities
@@ Property / cites work: Valuation of longevity-linked life annuities / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing longevity derivatives via Fourier transforms
+Normal rank
@@ Property / cites work @@
+Bootstrapping the Poisson log-bilinear model for mortality forecasting
+Normal rank
@@ Property / cites work @@
+A Poisson log-bilinear regression approach to the construction of projected lifetables.
+Normal rank
@@ Property / cites work @@
+Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
+Normal rank
@@ Property / cites work @@
+Modelling and management of mortality risk: a review
+Normal rank
@@ Property / cites work @@
+A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
+Normal rank
@@ Property / cites work @@
+MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX
+Normal rank
@@ Property / cites work @@
+On fitting generalized linear and non-linear models of mortality
+Normal rank
@@ Property / cites work @@
+Smoothing and forecasting mortality rates
@@ Property / cites work: Smoothing and forecasting mortality rates / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
+Normal rank
@@ Property / cites work @@
+Review of guidelines for the use of combined forecasts
+Normal rank
@@ Property / cites work @@
+Q2801365
@@ Property / cites work: Q2801365 / rank @@
+Normal rank
@@ Property / cites work @@
+A Gravity Model of Mortality Rates for Two Related Populations
+Normal rank
@@ Property / cites work @@
+The Model Confidence Set
@@ Property / cites work: The Model Confidence Set / rank @@
+Normal rank
@@ Property / cites work @@
+Is there an optimal forecast combination?
@@ Property / cites work: Is there an optimal forecast combination? / rank @@
+Normal rank
@@ Property / cites work @@
+The Analysis of Two-Way Functional Data Using Two-Way Regularized Singular Value Decompositions
+Normal rank
@@ Property / cites work @@
+A General Procedure for Constructing Mortality Models
+Normal rank
@@ Property / cites work @@
+On the Structure and Classification of Mortality Models
+Normal rank
@@ Property / cites work @@
+Robustness and convergence in the Lee-Carter model with cohort effects
+Normal rank
@@ Property / cites work @@
+Robust forecasting of mortality and fertility rates: a functional data approach
+Normal rank
@@ Property / cites work @@
+Bayes Factors
@@ Property / cites work: Bayes Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
+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 @@
+A step-by-step guide to building two-population stochastic mortality models
+Normal rank
@@ Property / cites work @@
+Mortality derivatives and the option to annuitise.
+Normal rank
@@ Property / cites work @@
+On stochastic mortality modeling
@@ Property / cites work: On stochastic mortality modeling / rank @@
+Normal rank
@@ Property / cites work @@
+Lee-Carter mortality forecasting with age-specific enhancement.
+Normal rank
@@ Property / cites work @@
+A cohort-based extension to the Lee-Carter model for mortality reduction factors
+Normal rank
@@ Property / cites work @@
+Affine stochastic mortality
@@ Property / cites work: Affine stochastic mortality / rank @@
+Normal rank
@@ Property / cites work @@
+Model-averaged Wald confidence intervals
@@ Property / cites work: Model-averaged Wald confidence intervals / rank @@
+Normal rank
@@ Property / cites work @@
+A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES
+Normal rank
@@ Property / cites work @@
+Robust regularized singular value decomposition with application to mortality data
+Normal rank