On stochastic mortality modeling (Q659159): Difference between revisions

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+A Poisson log-bilinear regression approach to the construction of projected lifetables.
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+Bootstrapping the Poisson log-bilinear model for mortality forecasting
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+A discussion of parameter and model uncertainty in insurance
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+Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
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+Smoothing and forecasting mortality rates
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
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+Extending Lee–Carter Mortality Forecasting
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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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+Lee-Carter mortality forecasting with age-specific enhancement.
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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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+Affine stochastic mortality
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+Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
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