scientific article
From MaRDI portal
Publication:2801365
zbMath1333.62251MaRDI QIDQ2801365
Anne-Cécile Goderniaux, Michel M. Denuit
Publication date: 7 April 2016
Full work available at URL: http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=20
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (22)
Exchangeable mortality projection ⋮ Life anuities with stochastic survival probabilities: A review ⋮ Semi-parametric accelerated hazard relational models with applications to mortality projections ⋮ Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach ⋮ THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK ⋮ Pricing reverse mortgages in Spain ⋮ The impact of multiple structural changes on mortality predictions ⋮ Mortality regimes and longevity risk in a life annuity portfolio ⋮ Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard ⋮ Intergenerational actuarial fairness when longevity increases: amending the retirement age ⋮ Valuation of longevity-linked life annuities ⋮ Bayesian Poisson log-bilinear models for mortality projections with multiple populations ⋮ Constructing entity specific projected mortality table: adjustment to a reference ⋮ Modeling mortality at old age with time-varying parameters ⋮ On age-period-cohort parametric mortality rate projections ⋮ Incorporating structural changes in mortality improvements for mortality forecasting ⋮ Prospective mortality tables: taking heterogeneity into account ⋮ The choice of sample size for mortality forecasting: a Bayesian learning approach ⋮ On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England ⋮ Addressing the life expectancy gap in pension policy ⋮ Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing ⋮ Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies
This page was built for publication: