A step-by-step guide to building two-population stochastic mortality models (Q492644): Difference between revisions

@@ Property / author @@
-Rui Zhou
@@ Property / author: Rui Zhou / rank @@
-Normal rank
@@ Property / author @@
-Mary R. Hardy
@@ Property / author: Mary R. Hardy / rank @@
-Normal rank
@@ Property / author @@
+Rui Zhou
@@ Property / author: Rui Zhou / rank @@
+Normal rank
@@ Property / author @@
+Mary R. Hardy
@@ Property / author: Mary R. Hardy / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6474318
@@ Property / zbMATH DE Number: 6474318 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+index-based longevity hedges
@@ Property / zbMATH Keywords: index-based longevity hedges / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+population basis risk
@@ Property / zbMATH Keywords: population basis risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+coherent mortality forecasting
@@ Property / zbMATH Keywords: coherent mortality forecasting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+selection of mortality models
@@ Property / zbMATH Keywords: selection of mortality models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+evaluation of mortality models
@@ Property / zbMATH Keywords: evaluation of mortality models / 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.2015.03.021
+Normal rank
@@ Property / OpenAlex ID @@
+W2017859105
@@ Property / OpenAlex ID: W2017859105 / rank @@
+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 @@
+The CBD Mortality Indexes: Modeling and Applications
+Normal rank
@@ Property / cites work @@
+Evaluating the goodness of fit of stochastic mortality models
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+Modeling and Forecasting U.S. Mortality
@@ Property / cites work: Modeling and Forecasting U.S. Mortality / rank @@
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+Pricing longevity risk with the parametric bootstrap: a maximum entropy approach
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+Measuring Basis Risk in Longevity Hedges
@@ Property / cites work: Measuring Basis Risk in Longevity Hedges / rank @@
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+A cohort-based extension to the Lee-Carter model for mortality reduction factors
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+On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
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+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
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@@ Property / cites work @@
+Pricing and securitization of multi-country longevity risk with mortality dependence
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@@ Property / cites work @@
+Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II
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@@ links / mardi / name / links / mardi / name @@
+Publication:492644