Arthur E. Renshaw

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Person:362046

Available identifiers

zbMath Open renshaw.arthur-eMaRDI QIDQ362046

List of research outcomes

PublicationDate of PublicationType
Modelling and forecasting mortality improvement rates with random effects2022-01-14Paper
“Pension Plan Valuation and Mortality Projection: A Case Study with Mortality Data,” Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot, and Étienne Marceau, April 20072022-01-10Paper
Mortality, longevity and experiments with the Lee-Carter model2016-02-25Paper
Modelling and projecting mortality improvement rates using a cohort perspective2014-04-15Paper
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality2013-08-20Paper
Parametric mortality improvement rate modelling and projecting2012-05-11Paper
On age-period-cohort parametric mortality rate projections2012-02-10Paper
Longevity-Indexed Life Annuities2011-06-07Paper
Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap2010-06-21Paper
Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality2009-08-31Paper
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling2009-01-28Paper
Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections2007-05-07Paper
A cohort-based extension to the Lee-Carter model for mortality reduction factors2006-08-14Paper
Lee-Carter mortality forecasting with age-specific enhancement.2004-02-14Paper
On the forecasting of mortality reduction factors2003-11-16Paper
Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities2001-10-04Paper
https://portal.mardi4nfdi.de/entity/Q27117032001-04-25Paper
Dual modelling and select mortality1998-03-17Paper
On the graduations associated with a multiple state model for permanent health insurance1996-04-21Paper
https://portal.mardi4nfdi.de/entity/Q31385311994-12-12Paper

Research outcomes over time


Doctoral students

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