Modeling mortality and pricing life annuities with Lévy processes (Q495501): Difference between revisions

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+Lévy Processes and Stochastic Calculus
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+Smoothing and forecasting mortality rates
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+Term Structure Models Driven by General Levy Processes
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+Mortality modelling with Lévy processes
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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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+An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
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+Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes
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