Pages that link to "Item:Q704411"

The following pages link to Survival models in a dynamic context: a survey (Q704411):

Displaying 39 items.

• Mortality modeling and regression with matrix distributions (Q59392) (← links)
• Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
• A dynamic parameterization modeling for the age-period-cohort mortality (Q634000) (← links)
• Distribution of the random future life expectancies in log-bilinear mortality projection models (Q636128) (← links)
• A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities (Q661256) (← links)
• Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
• Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
• Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
• Measuring the effect of mortality improvements on the cost of annuities (Q849595) (← links)
• A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain) (Q849907) (← links)
• Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
• The private value of public pensions (Q931214) (← links)
• Longevity risk in portfolios of pension annuities (Q998263) (← links)
• Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
• A parameterized approach to modeling and forecasting mortality (Q1003825) (← links)
• Modelling residuals dependence in dynamic life tables: a geostatistical approach (Q1023647) (← links)
• De-risking strategy: longevity spread buy-in (Q1742716) (← links)
• Sustainability of a pay-as-you-go pension system by dynamic immigration control (Q2017911) (← links)
• Tackling longevity risk by means of financial compensation (Q2153640) (← links)
• A subordinated Markov model for stochastic mortality (Q2391941) (← links)
• Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
• A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
• Modelling and forecasting mortality in Spain (Q2482741) (← links)
• The determinants of mortality heterogeneity and implications for pricing annuities (Q2513595) (← links)
• Modelling lifetime dependence for older ages using a multivariate Pareto distribution (Q2520454) (← links)
• Optimal contributions in a defined benefit pension scheme with stochastic new entrants (Q2581785) (← links)
• A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
• Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
• A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
• A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST (Q4562940) (← links)
• Pension Plan Valuation and Mortality Projection (Q5019723) (← links)
• Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models (Q5044696) (← links)
• Longevity and adjustment in pension annuities, with application to Finland (Q5430565) (← links)
• Association and heterogeneity of insured lifetimes in the Lee–Carter framework (Q5430566) (← links)
• Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence (Q5742649) (← links)
• (Q5872436) (← links)
• Mortality, longevity and experiments with the Lee-Carter model (Q5963036) (← links)
• Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
• Survival energy models for mortality prediction and future prospects (Q6174086) (← links)