Modeling and forecasting U.S. mortality. (With discussion)
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- Multi-population mortality forecasting using tensor decomposition
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
- Modelling and forecasting mortality in Spain
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- Socioeconomic differentials in mortality: implications on index-based longevity hedges
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
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- Dispersion modelling of mortality for both sexes with Tweedie distributions
- TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS
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- Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
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- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach
- On the effectiveness of natural hedging for insurance companies and pension plans
- Fair demographic risk sharing in defined contribution pension systems
- A COVID-19 stress test for life insurance: insights into the effectiveness of different risk mitigation strategies
- A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population
- A new approximation of annuity prices for age-period-cohort models
- Forecasting, interventions and selection: the benefits of a causal mortality model
- Bayesian model comparison for the order restricted RC association model
- Mortality, health, and marriage: a study based on Taiwan's population data
- Coherent mortality forecasting by the weighted multilevel functional principal component approach
- Systematic mortality improvement trends and mortality heterogeneity: insights from individual-level HRS data
- scientific article; zbMATH DE number 2036507 (Why is no real title available?)
- Life tables in actuarial models: from the deterministic setting to a Bayesian approach
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- Benefit volatility-targeting strategies in lifetime pension pools
- On the valuation of reverse mortgage insurance
- A Hidden Markov Approach to Disability Insurance
- A DSA algorithm for mortality forecasting
- Constructing dynamic life tables with a single-factor model
- Bayesian value-at-risk backtesting: the case of annuity pricing
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products
- Longevity Greeks: what do insurers and capital market investors need to know?
- A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC
- Pricing longevity-linked derivatives using a stochastic mortality model
- Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
- Statistical emulators for pricing and hedging longevity risk products
- Modeling longevity risk with generalized dynamic factor models and vine-copulae
- Coherent forecasting of mortality rates: a sparse vector-autoregression approach
- Smoothing Poisson common factor model for projecting mortality jointly for both sexes
- Forecasting Mortality Change
- Stochastic modeling of assets and liabilities with mortality risk
- Dynamic hedging of longevity risk: the effect of trading frequency
- Dynamic principal component regression: application to age-specific mortality forecasting
- The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates
- Stochastic portfolio specific mortality and the quantification of mortality basis risk
- Natural hedges with immunization strategies of mortality and interest rates
- Accurate and explainable mortality forecasting with the LocalGLMnet
- Natural hedging in long-term care insurance
- On a stochastic nonlocal system with discrete diffusion modeling life tables
- Mortality risk management under the factor copula framework -- with applications to insurance policy pools
- Understanding patterns of mortality homogeneity and heterogeneity across countries and their role in modeling mortality dynamics and hedging longevity risk
- Improving HMD mortality estimates with HFD fertility data
- An analysis of period and cohort mortality shocks in international data
- A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data
- Using graduation to modify the estimation of Lee-Carter model for small populations
- Forward mortality rates in discrete time. I: Calibration and securities pricing
- Forward mortality rates in discrete time. II: Longevity risk and hedging strategies
- Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach
- Regime-switching shot-noise processes and longevity bond pricing
- Threshold life tables and their applications
- Mortality forecasting using factor models: time-varying or time-invariant factor loadings?
- Assessing mortality inequality in the U.S.: what can be said about the future?
- Cause of death specific cohort effects in U.S. mortality
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