A cautionary note on pricing longevity index swaps (Q2868593): Difference between revisions

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+Affine processes for dynamic mortality and actuarial valuations
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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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+Valuation and hedging of life insurance liabilities with systematic mortality risk
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+An invariant form for the prior probability in estimation problems
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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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+Affine stochastic mortality
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