Pages that link to "Item:Q998298"
From MaRDI portal
The following pages link to On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling (Q998298):
Displaying 22 items.
- Pricing reverse mortgages in Spain (Q362034) (← links)
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts (Q430862) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
- The mortality of the Italian population: smoothing techniques on the Lee-Carter model (Q641126) (← links)
- On age-period-cohort parametric mortality rate projections (Q659133) (← links)
- On stochastic mortality modeling (Q659159) (← links)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities (Q661256) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- The modern tontine. An innovative instrument for longevity risk management in an aging society (Q825287) (← links)
- Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality (Q835687) (← links)
- Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts (Q931196) (← links)
- A parameterized approach to modeling and forecasting mortality (Q1003825) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
- An age-at-death distribution approach to forecast cohort mortality (Q2306098) (← links)
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
- Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models (Q2364005) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)