scientific article; zbMATH DE number 5713282

Cited in

(33)

A Poisson log-bilinear regression approach to the construction of projected lifetables.
Longevity risk and capital markets: the 2015--16 update
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Green nested simulation via likelihood ratio: applications to longevity risk management
Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
A cohort-based extension to the Lee-Carter model for mortality reduction factors
Multiple mortality modeling in Poisson Lee-Carter framework
The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts
Editorial: Longevity risk and capital markets: the 2013--14 update
Prospective mortality tables: taking heterogeneity into account
Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
Longevity Risk and Capital Markets: The 2017–2018 Update
Pension plan valuation and mortality projection: a case study with mortality data
Redistribution of longevity risk: the effect of heterogeneous mortality beliefs
A group regularisation approach for constructing generalised age-period-cohort mortality projection models
Using parametric bootstrap to introduce and manage uncertainty: replicated loaded insurance life tables
The Impact of Disability Insurance on a Portfolio of Life Insurances
Annuity uncertainty with stochastic mortality and interest rates
Longevity Risk and Capital Markets: The 2012–2013 Update
Mortality, longevity and experiments with the Lee-Carter model
A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts
Distribution of the random future life expectancies in log-bilinear mortality projection models
A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Forecasting density-valued functional panel data
Forecasting age distribution of life-table death counts via α -transformation
Survival models in a dynamic context: a survey
Exchangeable mortality projection
Life anuities with stochastic survival probabilities: A review
Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality
Fuzzy formulation of the Lee-Carter model for mortality forecasting
Bayesian Poisson log-bilinear mortality projections
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
Comonotonic approximations to quantiles of life annuity conditional expected present value

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