Modeling and forecasting U.S. mortality. (With discussion)
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- Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds
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- Pricing \(q\)-forward contracts: an evaluation of estimation window and pricing method under different mortality models
- On Fitting generalized linear and non-linear models of mortality
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- On the valuation of reverse mortgages with regular tenure payments
- Mortality Change and Forecasting
- The double-gap life expectancy forecasting model
- Evaluating the goodness of fit of stochastic mortality models
- Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach
- Demographic uncertainty and the stable equivalent population
- Modeling and forecasting mortality rates
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging
- Socioeconomic differentials in mortality: implications on index-based longevity hedges
- A multivariate evolutionary credibility model for mortality improvement rates
- Fair demographic risk sharing in defined contribution pension systems
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
- Stochastic portfolio specific mortality and the quantification of mortality basis risk
- A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
- On the robustness of longevity risk pricing
- A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
- Mortality risk modeling: applications to insurance securitization
- Old-age provision: past, present, future
- Securitization, structuring and pricing of longevity risk
- The conversion option in life insurance
- Bayesian mortality forecasting with overdispersion
- A group regularisation approach for constructing generalised age-period-cohort mortality projection models
- Separable factor analysis with applications to mortality data
- Modeling and pricing longevity derivatives using Skellam distribution
- Modelling longevity bonds: analysing the Swiss Re Kortis bond
- Exchangeable mortality projection
- The economics of sharing macro-longevity risk
- Managing longevity and disability risks in life annuities with long term care
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