Pages that link to "Item:Q5029052"
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The following pages link to A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052):
Displayed 50 items.
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model (Q2038272) (← links)
- Mortality data correction in the absence of monthly fertility records (Q2038274) (← links)
- Nonparametric adaptive inference of birth and death models in a large population limit (Q2043821) (← links)
- De-risking long-term care insurance (Q2153642) (← links)
- Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach (Q2157215) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- Model mortality rates using property and casualty insurance reserving methods (Q2172055) (← links)
- How profitable are equity release mortgages? (Q2226878) (← links)
- Stochastic life table forecasting: a time-simultaneous fan chart application (Q2227418) (← links)
- Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
- Mortality projections for non-converging groups of populations (Q2303997) (← links)
- Periodic or generational actuarial tables: which one to choose? (Q2303999) (← links)
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates (Q2306089) (← links)
- An age-at-death distribution approach to forecast cohort mortality (Q2306098) (← links)
- The valuation of no-negative equity guarantees and equity release mortgages (Q2327079) (← links)
- Selecting stochastic mortality models for the Italian population (Q2343099) (← links)
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison (Q2347067) (← links)
- A semiparametric panel approach to mortality modeling (Q2347116) (← links)
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type (Q2364014) (← links)
- Explaining Young mortality (Q2427803) (← links)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data (Q2442533) (← links)
- A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
- On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
- Factor risk quantification in annuity models (Q2513616) (← links)
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
- Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
- The slowdown in mortality improvement rates 2011--2017: a multi-country analysis (Q2677948) (← links)
- A DSA Algorithm for Mortality Forecasting (Q3385439) (← links)
- A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
- THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
- COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY (Q4563808) (← links)
- The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
- Multi-population mortality models: fitting, forecasting and comparisons (Q4575467) (← links)
- Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon (Q4576847) (← links)
- Rethinking age-period-cohort mortality trend models (Q4576848) (← links)
- Cohort extensions of the Poisson common factor model for modelling both genders jointly (Q4576959) (← links)
- Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (Q4576962) (← links)
- On the valuation of reverse mortgage insurance (Q4576970) (← links)
- On fitting generalized linear and non-linear models of mortality (Q4576973) (← links)
- Parameter risk in time-series mortality forecasts (Q4577206) (← links)
- GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS (Q4691257) (← links)
- Time-series forecasting of mortality rates using deep learning (Q4959368) (← links)
- Smoothing constrained generalized linear models with an application to the Lee-Carter model (Q4970800) (← links)
