Pages that link to "Item:Q492648"

The following pages link to Multi-population mortality models: a factor copula approach (Q492648):

Displaying 29 items.

• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data (Q784458) (← links)
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach (Q825300) (← links)
• Variational inference for high dimensional structured factor copulas (Q830616) (← links)
• A class of random field memory models for mortality forecasting (Q1681090) (← links)
• Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard (Q1689017) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
• Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
• Incorporating hierarchical credibility theory into modelling of multi-country mortality rates (Q2306089) (← links)
• Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
• Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
• Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
• (Q4998262) (← links)
• NEIGHBOURING PREDICTION FOR MORTALITY (Q5019035) (← links)
• Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
• Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations (Q5139819) (← links)
• A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates (Q5376477) (← links)
• MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
• Transform MCMC schemes for sampling intractable factor copula models (Q6164840) (← links)
• Multi-population mortality modelling: a Bayesian hierarchical approach (Q6494322) (← links)
• Quantile mortality modelling of multiple populations via neural networks (Q6543151) (← links)
• A study of one-factor copula models from a tail dependence perspective (Q6668694) (← links)