Pages that link to "Item:Q492649"

The following pages link to A common age effect model for the mortality of multiple populations (Q492649):

Displaying 29 items.

• The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty (Q784407) (← links)
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data (Q784458) (← links)
• Exchangeable mortality projection (Q825291) (← links)
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach (Q825300) (← links)
• Sex-specific mortality forecasting for UK countries: a coherent approach (Q1616049) (← 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)
• Unisex pricing of German participating life annuities -- boon or bane for customer and insurance company? (Q1697242) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model (Q2038272) (← links)
• Forecasting mortality with international linkages: a global vector-autoregression approach (Q2234751) (← links)
• Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
• On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
• Mortality projections for non-converging groups of populations (Q2303997) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• A DSA Algorithm for Mortality Forecasting (Q3385439) (← links)
• A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
• A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY (Q4563808) (← links)
• Multi-population mortality models: fitting, forecasting and comparisons (Q4575467) (← links)
• Time-series forecasting of mortality rates using deep learning (Q4959368) (← links)
• Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP (Q4987080) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Coherent mortality forecasting by the weighted multilevel functional principal component approach (Q5036626) (← links)
• Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations (Q5139819) (← links)
• Multi-population mortality forecasting using tensor decomposition (Q5140648) (← links)
• The dependency premium based on a multifactor model for dependent mortality data (Q5860764) (← links)
• CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS (Q5866177) (← links)
• Locally-coherent multi-population mortality modelling via neural networks (Q6156162) (← links)
• Multi-population mortality modelling: a Bayesian hierarchical approach (Q6494322) (← links)