Estimating the term structure of mortality
From MaRDI portal
Publication:998262
DOI10.1016/J.INSMATHECO.2007.01.011zbMath1152.91585OpenAlexW2151720539MaRDI QIDQ998262
Theo E. Nijman, Bertrand Melenberg, Anja De Waegenaere, Norbert Hári
Publication date: 28 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.01.011
Related Items (15)
THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK ⋮ Incorporating the Bühlmann credibility into mortality models to improve forecasting performances ⋮ Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk ⋮ Explaining Young mortality ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans ⋮ A Bühlmann Credibility Approach to Modeling Mortality Rates ⋮ Longevity risk and capital markets: the 2008-2009 update ⋮ Mortality risk modeling: applications to insurance securitization ⋮ Editorial: Longevity risk and capital markets: the 2013--14 update ⋮ Longevity Risk and Capital Markets: The 2012–2013 Update ⋮ On the mortality/longevity risk hedging with mortality immunization ⋮ Longevity risk in portfolios of pension annuities ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Modeling and Forecasting U.S. Mortality
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- On the forecasting of mortality reduction factors
- Lee-Carter mortality forecasting with age-specific enhancement.
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
This page was built for publication: Estimating the term structure of mortality
