Pages that link to "Item:Q5742668"
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The following pages link to Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II (Q5742668):
Displayed 29 items.
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
- Exchangeable mortality projection (Q825291) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Identifiability, cointegration and the gravity model (Q1697266) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- Gompertz law revisited: forecasting mortality with a multi-factor exponential model (Q2038250) (← links)
- Cause-specific mortality rates: common trends and differences (Q2038253) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Multi-population modelling and forecasting life-table death counts (Q2172045) (← links)
- A more meaningful parameterization of the Lee-Carter model (Q2212133) (← links)
- Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework (Q2374103) (← links)
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
- COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
- MODELLING MORTALITY FOR PENSION SCHEMES (Q4563805) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL (Q5157767) (← links)
- MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
- A General Semi-Markov Model for Coupled Lifetimes (Q5742902) (← links)
- Age-coherent extensions of the Lee–Carter model (Q5861818) (← links)
- What drives population ageing? A cointegration analysis (Q6122778) (← links)
- Rotation in age patterns of mortality decline: statistical evidence and modeling (Q6163071) (← links)
- Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble (Q6192615) (← links)