Arthur Renshaw

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Modelling and forecasting mortality improvement rates with random effects
European Actuarial Journal
2022-01-14Paper
“Pension Plan Valuation and Mortality Projection: A Case Study with Mortality Data,” Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot, and Étienne Marceau, April 2007
North American Actuarial Journal
2022-01-10Paper
Mortality, longevity and experiments with the Lee-Carter model
Lifetime Data Analysis
2016-02-25Paper
Modelling and projecting mortality improvement rates using a cohort perspective
Insurance Mathematics & Economics
2014-04-15Paper
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
European Actuarial Journal
2013-08-20Paper
Parametric mortality improvement rate modelling and projecting
Insurance Mathematics & Economics
2012-05-11Paper
On age-period-cohort parametric mortality rate projections
Insurance Mathematics & Economics
2012-02-10Paper
Longevity-indexed life annuities
North American Actuarial Journal
2011-06-07Paper
Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap
ASTIN Bulletin
2010-06-21Paper
Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality
Methodology and Computing in Applied Probability
2009-08-31Paper
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
Insurance Mathematics & Economics
2009-01-28Paper
Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
Journal of the Royal Statistical Society Series C: Applied Statistics
2007-05-07Paper
A cohort-based extension to the Lee-Carter model for mortality reduction factors
Insurance Mathematics & Economics
2006-08-14Paper
Lee-Carter mortality forecasting with age-specific enhancement.
Insurance Mathematics & Economics
2004-02-14Paper
On the forecasting of mortality reduction factors
Insurance Mathematics & Economics
2003-11-16Paper
Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities
Insurance Mathematics & Economics
2001-10-04Paper
A simple graphical method for the comparison of two mortality experiences
Applied Stochastic Models in Business and Industry
2001-04-25Paper
Dual modelling and select mortality
Insurance Mathematics & Economics
1998-03-17Paper
On the graduations associated with a multiple state model for permanent health insurance
Insurance Mathematics & Economics
1996-04-21Paper
scientific article; zbMATH DE number 431755 (Why is no real title available?)1994-12-12Paper


Research outcomes over time


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