A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806): Difference between revisions

@@ Property / cites work @@
+Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
+Normal rank
@@ Property / cites work @@
+Bayesian Poisson log-bilinear models for mortality projections with multiple populations
+Normal rank
@@ Property / cites work @@
+Bootstrapping the Poisson log-bilinear model for mortality forecasting
+Normal rank
@@ Property / cites work @@
+Modelling and management of mortality risk: a review
+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 @@
+Longevity hedge effectiveness: a decomposition
@@ Property / cites work: Longevity hedge effectiveness: a decomposition / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothing and forecasting mortality rates
@@ Property / cites work: Smoothing and forecasting mortality rates / rank @@
+Normal rank
@@ Property / cites work @@
+A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
+Normal rank
@@ Property / cites work @@
+Q2965078
@@ Property / cites work: Q2965078 / rank @@
+Normal rank
@@ Property / cites work @@
+A Gravity Model of Mortality Rates for Two Related Populations
+Normal rank
@@ Property / cites work @@
+On age-period-cohort parametric mortality rate projections
+Normal rank
@@ Property / cites work @@
+Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
+Normal rank
@@ Property / cites work @@
+Modelling longevity bonds: analysing the Swiss Re Kortis bond
+Normal rank
@@ Property / cites work @@
+Robustness and convergence in the Lee-Carter model with cohort effects
+Normal rank
@@ Property / cites work @@
+Modelling Adult Mortality in Small Populations: The Saint Model
+Normal rank
@@ Property / cites work @@
+A common age effect model for the mortality of multiple populations
+Normal rank
@@ Property / cites work @@
+Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting U.S. Mortality
@@ Property / cites work: Modeling and Forecasting U.S. Mortality / rank @@
+Normal rank
@@ Property / cites work @@
+Measuring Basis Risk in Longevity Hedges
@@ Property / cites work: Measuring Basis Risk in Longevity Hedges / rank @@
+Normal rank
@@ Property / cites work @@
+A step-by-step guide to building two-population stochastic mortality models
+Normal rank
@@ Property / cites work @@
+On stochastic mortality modeling
@@ Property / cites work: On stochastic mortality modeling / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic portfolio specific mortality and the quantification of mortality basis risk
+Normal rank
@@ Property / cites work @@
+A cohort-based extension to the Lee-Carter model for mortality reduction factors
+Normal rank
@@ Property / cites work @@
+On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
+Normal rank
@@ Property / cites work @@
+Extending the Lee–Carter model: a three-way decomposition
+Normal rank
@@ Property / cites work @@
+On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England
+Normal rank
@@ Property / cites work @@
+Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
+Normal rank
@@ Property / cites work @@
+Cohort extensions of the Poisson common factor model for modelling both genders jointly
+Normal rank
@@ Property / cites work @@
+Pricing and securitization of multi-country longevity risk with mortality dependence
+Normal rank
@@ Property / cites work @@
+Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II
+Normal rank