Computational framework for longevity risk management
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Recommendations
- scientific article; zbMATH DE number 7387617
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Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A parameterized approach to modeling and forecasting mortality
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- Bootstrap methods: another look at the jackknife
- Bootstrap unit root tests in panels with cross-sectional dependency
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- Bootstraps for time series
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
- Forecasting time series with sieve bootstrap
- Generalized Least Squares with an Estimated Autocovariance Matrix
- Lee-Carter mortality forecasting with age-specific enhancement.
- Modelling dependent data for longevity projections
- Modelling long-term dependence in measurement errors of plutonium concentration
- On bootstrapping panel factor series
- On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
- On the range of validity of the autoregressive sieve bootstrap
- On univariate time series methods and simultaneous equation econometric models
- Recent developments in bootstrapping time series
- Resampling methods for dependent data
- Robust forecasting of mortality and fertility rates: a functional data approach
- Sieve bootstrap for smoothing in nonstationary time series
- Sieve bootstrap for time series
- The jackknife and the bootstrap for general stationary observations
- The mortality of the Italian population: smoothing techniques on the Lee-Carter model
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts
Cited in
(5)- Detecting common longevity trends by a multiple population approach
- The dependency premium based on a multifactor model for dependent mortality data
- Modelling dependent data for longevity projections
- Individual post-retirement longevity risk management under systematic mortality risk
- Multiple mortality modeling in Poisson Lee-Carter framework
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