Human Mortality

swMATH14563MaRDI QIDQ26463FDOQ26463

Author name not available (Why is that?)

Official website: https://www.mortality.org/

Cited In (only showing first 100 items - show all)

• On Fitting generalized linear and non-linear models of mortality
• The Lee-Carter model for forecasting mortality, revisited
• Age-coherent extensions of the Lee-Carter model
• The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
• A cautionary note on pricing longevity index swaps
• A survey of functional principal component analysis
• Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach
• Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
• Managing longevity and disability risks in life annuities with long term care
• Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
• Variable selection methods for model-based clustering
• Lifetime dependence modelling using a truncated multivariate gamma distribution
• Modelling life tables with advanced ages: an extreme value theory approach
• Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
• Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
• Forecasting functional time series
• A partial internal model for longevity risk
• On the effectiveness of natural hedging for insurance companies and pension plans
• Pricing longevity risk with the parametric bootstrap: a maximum entropy approach
• The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts
• Simultaneous confidence bands for derivatives of dependent functional data
• Minimizing the dependency ratio in a population with below-replacement fertility through immigration
• Separable factor analysis with applications to mortality data
• Evolutionary theory of ageing and the problem of correlated Gompertz parameters
• Regime-switching pure jump processes and applications in the valuation of mortality-linked products
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
• Threshold life tables and their applications
• Bivariate discrete beta kernel graduation of mortality data
• Life insurance surrender and liquidity risks
• forecast
• nls2
• MSBVAR
• DSPCA
• Forecast
• gnm
• AdaptFit
• MortalitySmooth
• LifeMetrics
• funHDDC
• SelvarClustMV
• DerivaGem
• ftsa
• SDD
• ClustMMDD
• dtwclust
• EnsemblePCReg
• Rethinking age-period-cohort mortality trend models
• keras
• StMoMo
• LCAvarsel
• CoCo
• ilc
• SAS/ETS
• MortalityLaws
• MultiCluster
• StFinMetrics
• addb
• GoFKernel
• HIV.LifeTables
• fpp2
• mss
• A multivariate evolutionary credibility model for mortality improvement rates
• Measuring Basis Risk in Longevity Hedges
• Understanding Mortality Rate Deceleration and Heterogeneity
• Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
• A step-by-step guide to building two-population stochastic mortality models
• Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
• Modeling trends in cohort survival probabilities
• The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds
• A hybrid-forecasting model reducing Gaussian noise based on the Gaussian support vector regression machine and chaotic particle swarm optimization
• Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
• Survival models in a dynamic context: a survey
• Gender Convergence in Human Survival and the Postponement of Death
• Sums of smooth exponentials to decompose complex series of counts
• A parameterized approach to modeling and forecasting mortality
• Robust forecasting of mortality and fertility rates: a functional data approach
• The double-gap life expectancy forecasting model
• A mortality model for pandemics and other contagion events
• A strategy for hedging risks associated with period and cohort effects using q-forwards
• On the optimal hedge ratio in index-based longevity risk hedging
• lookout
• A general procedure for constructing mortality models
• A new inference strategy for general population mortality tables
• Parametric mortality indexes: from index construction to hedging strategies
• Incorporating structural changes in mortality improvements for mortality forecasting
• One or more rates of ageing? The extended gamma-Gompertz model (EGG)
• Bayesian estimation of total fertility from a population's age–sex structure
• Modelling Deceleration in Senescent Mortality
• Mortality surface by means of continuous time cohort models
• Corrective factors for longevity projections in a dynamic context
• Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
• iMoMo
• The Lee-Carter quantile mortality model
• How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach
• Strehler-Mildvan correlation is a degenerate manifold of Gompertz fit
• A unifying framework for assessing changes in life expectancy associated with changes in mortality: the case of violent deaths
• On the Gompertz-Makeham law: a useful mortality model to deal with human mortality
• Bayesian nonparametric dynamic hazard rates in evolutionary life tables
• Threshold ages for the relation between lifetime entropy and mortality risk
• Mortality projections for non-converging groups of populations

This page was built for software: Human Mortality