Pages that link to "Item:Q1423357"
From MaRDI portal
The following pages link to Lee-Carter mortality forecasting with age-specific enhancement. (Q1423357):
Displayed 50 items.
- 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)
- Mortality surface by means of continuous time cohort models (Q2445996) (← links)
- Modelling and projecting mortality improvement rates using a cohort perspective (Q2445998) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)
- Separable factor analysis with applications to mortality data (Q2453659) (← links)
- Modelling and forecasting mortality in Spain (Q2482741) (← links)
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval (Q2507938) (← links)
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
- Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
- A cautionary note on pricing longevity index swaps (Q2868593) (← links)
- Modelling and management of mortality risk: a review (Q3077713) (← links)
- Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
- Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)
- A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
- A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST (Q4562940) (← links)
- The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
- A partial internal model for longevity risk (Q4576802) (← links)
- Rethinking age-period-cohort mortality trend models (Q4576848) (← links)
- Stochastic modelling of mortality and financial markets (Q4576865) (← links)
- On the valuation of reverse mortgage insurance (Q4576970) (← links)
- GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS (Q4691257) (← links)
- Time-series forecasting of mortality rates using deep learning (Q4959368) (← links)
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting (Q4970872) (← links)
- Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP (Q4987080) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
- On the Structure and Classification of Mortality Models (Q4987101) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- (Q5011556) (← links)
- Pension Plan Valuation and Mortality Projection (Q5019723) (← links)
- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052) (← links)
- Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models (Q5044696) (← links)
- A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891) (← links)
- WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION (Q5140076) (← links)
- A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE (Q5152542) (← links)
- WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS (Q5157769) (← links)
- Basis risk modelling: a cointegration-based approach (Q5276179) (← links)
- A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
- Stochastic Mortality Modeling: Key Drivers and Dependent Residuals (Q5379229) (← links)
- A multivariate time series approach to projected life tables (Q5391287) (← links)
- Bootstrapping the Poisson log-bilinear model for mortality forecasting (Q5467657) (← links)
- Projecting Mortality Trends (Q5715966) (← links)
- Annuity Uncertainty with Stochastic Mortality and Interest Rates (Q5742640) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- A General Procedure for Constructing Mortality Models (Q5742665) (← links)
- CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS (Q5866177) (← links)
- Mortality, longevity and experiments with the Lee-Carter model (Q5963036) (← links)
- Multi-population mortality modeling with Lévy processes (Q6089413) (← links)