An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2009.12.008
@@ Property / DOI: 10.1016/j.insmatheco.2009.12.008 / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2009.12.008
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+W2004330631
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@@ Property / cites work @@
+The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case
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+Affine processes for dynamic mortality and actuarial valuations
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Mortality-dependent financial risk measures
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+Mortality modelling with Lévy processes
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+Longevity risk in portfolios of pension annuities
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+Modeling and Forecasting U.S. Mortality
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+Mortality derivatives and the option to annuitise.
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+Bayesian graduation of mortality rates: an application to reserve evaluation
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+Lee-Carter mortality forecasting with age-specific enhancement.
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+Affine stochastic mortality
@@ Property / cites work: Affine stochastic mortality / rank @@
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+An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2009.12.008
@@ Property / DOI: 10.1016/J.INSMATHECO.2009.12.008 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:659246