| Publication | Date of Publication | Type |
|---|
Phantoms never die: living with unreliable population data
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-10 | Paper |
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach
Scandinavian Actuarial Journal | 2024-11-04 | Paper |
Modelling socio-economic mortality at neighbourhood level
ASTIN Bulletin | 2023-07-13 | Paper |
A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
North American Actuarial Journal | 2022-02-11 | Paper |
The impact of DC pension systems on population dynamics
North American Actuarial Journal | 2022-01-10 | Paper |
Authors’ Reply: The Impact of DC Pension Systems on Population Dynamics - Discussion by Mark Malnati
North American Actuarial Journal | 2022-01-10 | Paper |
Cause of death specific cohort effects in U.S. mortality
Insurance Mathematics & Economics | 2021-07-06 | Paper |
Basis risk in index-based longevity hedges: a guide for longevity hedgers
North American Actuarial Journal | 2021-04-28 | Paper |
Hedging annuity risks with the age-period-cohort two-population gravity model
North American Actuarial Journal | 2021-04-28 | Paper |
Trends in Canadian mortality by pension level: evidence from the CPP and QPP
North American Actuarial Journal | 2021-04-28 | Paper |
Modelling socio-economic differences in mortality using a new affluence index
ASTIN Bulletin | 2019-11-22 | Paper |
Stochastic mortality modeling: key drivers and dependent residuals
North American Actuarial Journal | 2019-05-28 | Paper |
Sharing longevity risk: why governments should issue longevity bonds
North American Actuarial Journal | 2019-05-15 | Paper |
Multi-population mortality models: fitting, forecasting and comparisons
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
Small population bias and sampling effects in stochastic mortality modelling
European Actuarial Journal | 2018-04-03 | Paper |
Factor risk quantification in annuity models
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Longevity hedge effectiveness: a decomposition
Quantitative Finance | 2014-09-05 | Paper |
Evaluating the goodness of fit of stochastic mortality models
Insurance Mathematics & Economics | 2012-02-10 | Paper |
A gravity model of mortality rates for two related populations
North American Actuarial Journal | 2011-12-21 | Paper |
Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging
Insurance Mathematics & Economics | 2011-12-21 | Paper |
A computationally efficient algorithm for estimating the distribution of future annuity values under interest-rate and longevity risks
North American Actuarial Journal | 2011-12-21 | Paper |
Three retirement decision models for defined contribution pension plan members: a simulation study
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Modeling and management of mortality risk: a review
Scandinavian Actuarial Journal | 2011-02-22 | Paper |
Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
ASTIN Bulletin | 2009-06-15 | Paper |
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
| scientific article; zbMATH DE number 5305361 (Why is no real title available?) | 2008-07-29 | Paper |
Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts
Insurance Mathematics & Economics | 2008-06-25 | Paper |
On the control of defined-benefit pension plans
Insurance Mathematics & Economics | 2006-10-05 | Paper |
Mortality-dependent financial risk measures
Insurance Mathematics & Economics | 2006-08-14 | Paper |
| Interest rate models: an introduction | 2006-07-13 | Paper |
A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING
Mathematical Finance | 2005-05-09 | Paper |
Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
ASTIN Bulletin | 2003-09-12 | Paper |
Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
Insurance Mathematics & Economics | 2002-07-02 | Paper |
A discussion of parameter and model uncertainty in insurance
Insurance Mathematics & Economics | 2001-10-04 | Paper |
Stochastic pension fund modelling
Insurance Mathematics & Economics | 1999-09-05 | Paper |
| scientific article; zbMATH DE number 866536 (Why is no real title available?) | 1996-06-03 | Paper |
| scientific article; zbMATH DE number 69454 (Why is no real title available?) | 1992-10-27 | Paper |
| scientific article; zbMATH DE number 4216718 (Why is no real title available?) | 1992-01-01 | Paper |
Model fitting and projection of the AIDS epidemic
Mathematical Biosciences | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4200036 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4127056 (Why is no real title available?) | 1989-01-01 | Paper |
