Pages that link to "Item:Q659219"

The following pages link to Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219):

Displaying 19 items.

• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Evaluating the goodness of fit of stochastic mortality models (Q661248) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144) (← links)
• Cause-specific mortality rates: common trends and differences (Q2038253) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056) (← links)
• Characterization of between-group inequality of longevity in European union countries (Q2364017) (← links)
• Modeling and forecasting mortality rates (Q2442526) (← links)
• A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
• On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
• A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
• Mortality Regimes and Pricing (Q3107268) (← links)
• A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST (Q4562940) (← links)
• MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
• On the valuation of reverse mortgage insurance (Q4576970) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• On the Structure and Classification of Mortality Models (Q4987101) (← links)
• A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)