Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302): Difference between revisions

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+Bootstrapping the Poisson log-bilinear model for mortality forecasting
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+A Poisson log-bilinear regression approach to the construction of projected lifetables.
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+Q3562659
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+Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
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+Negative binomial version of the Lee–Carter model for mortality forecasting
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+Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
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+Optimal reinsurance and stop-loss order
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Upper and lower bounds for sums of random variables
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+The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
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+Survival models in a dynamic context: a survey
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+Projecting Mortality Trends
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