Pages that link to "Item:Q5029052"
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The following pages link to A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052):
Displaying 50 items.
- Case study of Swiss mortality using Bayesian modeling (Q303722) (← links)
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
- Parametric mortality improvement rate modelling and projecting (Q414590) (← links)
- Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
- The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← links)
- Robustness and convergence in the Lee-Carter model with cohort effects (Q495469) (← links)
- A dynamic parameterization modeling for the age-period-cohort mortality (Q634000) (← links)
- A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
- On age-period-cohort parametric mortality rate projections (Q659133) (← links)
- Longevity risk and capital markets: the 2008-2009 update (Q659193) (← links)
- Securitizing and tranching longevity exposures (Q659204) (← links)
- Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219) (← links)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- Evaluating the goodness of fit of stochastic mortality models (Q661248) (← links)
- The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty (Q784407) (← links)
- Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations (Q903671) (← links)
- Corrective factors for longevity projections in a dynamic context (Q1616047) (← links)
- Sex-specific mortality forecasting for UK countries: a coherent approach (Q1616049) (← links)
- A quantitative comparison of stochastic mortality models on Italian population data (Q1654277) (← links)
- A class of random field memory models for mortality forecasting (Q1681090) (← links)
- Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach (Q1681098) (← links)
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard (Q1689017) (← links)
- Machine learning techniques for mortality modeling (Q1689019) (← links)
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) (← links)
- Using Taiwan national health insurance database to model cancer incidence and mortality rates (Q1697258) (← links)
- Identifiability, cointegration and the gravity model (Q1697266) (← links)
- Small population bias and sampling effects in stochastic mortality modelling (Q1707555) (← links)
- De-risking strategy: longevity spread buy-in (Q1742716) (← links)
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Constructing dynamic life tables with a single-factor model (Q2026541) (← links)
- Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319) (← links)
- Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144) (← links)
- Incorporating statistical clustering methods into mortality models to improve forecasting performances (Q2038220) (← links)
- Cause of death specific cohort effects in U.S. mortality (Q2038236) (← links)
- Addressing the life expectancy gap in pension policy (Q2038240) (← 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)
- Recent declines in life expectancy: implication on longevity risk hedging (Q2038264) (← links)
