Modelling dependent data for longevity projections
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Publication:2447425
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Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A Sieve Bootstrap For The Test Of A Unit Root
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- Bootstrap Methods for Time Series
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- Resampling methods for dependent data
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- Sieve bootstrap for time series
- The jackknife and the bootstrap for general stationary observations
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts
Cited in
(28)- Modelling residuals dependence in dynamic life tables: a geostatistical approach
- Longevity risk and capital markets: the 2015--16 update
- Constructing dynamic life tables with a single-factor model
- Longevity risk and capital markets: the 2019--20 update
- Correlated age-specific mortality model: an application to annuity portfolio management
- Coherent modeling of mortality patterns for age-specific subgroups
- Age-specific copula-AR-GARCH mortality models
- On the effectiveness of natural hedging for insurance companies and pension plans
- Inference pitfalls in Lee-Carter model for forecasting mortality
- Modelling lifetime dependence for older ages using a multivariate Pareto distribution
- Multiple mortality modeling in Poisson Lee-Carter framework
- Pricing reverse mortgages in Spain
- Modeling longevity risk with generalized dynamic factor models and vine-copulae
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Longevity Risk and Capital Markets: The 2017–2018 Update
- Point and interval forecasts of death rates using neural networks
- Using parametric bootstrap to introduce and manage uncertainty: replicated loaded insurance life tables
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans
- A Bühlmann credibility approach to modeling mortality rates
- Stochastic mortality modeling: key drivers and dependent residuals
- Longevity Risk and Capital Markets: The 2012–2013 Update
- Detecting common longevity trends by a multiple population approach
- The dependency premium based on a multifactor model for dependent mortality data
- A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts
- Computational framework for longevity risk management
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
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