On stochastic mortality modeling (Q659159)

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Language	Label	Description	Also known as
English	On stochastic mortality modeling	scientific article

Statements

scholarly article

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On stochastic mortality modeling (English)

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Insurance Mathematics \& Economics

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publication date

10 February 2012

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zbMATH Keywords

stochastic mortality models

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longevity risk

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pricing

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Solvency 2

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Monte Carlo simulation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.insmatheco.2009.08.006

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A Poisson log-bilinear regression approach to the construction of projected lifetables.

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Bootstrapping the Poisson log-bilinear model for mortality forecasting

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A discussion of parameter and model uncertainty in insurance

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Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk

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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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Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting

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Extending Lee–Carter Mortality Forecasting

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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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On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling

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Affine stochastic mortality

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Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.INSMATHECO.2009.08.006

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Sitelinks

Mathematics(1 entry)

mardi Publication:659159

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