Multivariate long-memory cohort mortality models
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Publication:5213446
DOI10.1017/ASB.2019.35zbMATH Open1431.91346OpenAlexW2806187618WikidataQ126525629 ScholiaQ126525629MaRDI QIDQ5213446FDOQ5213446
Authors: Hongxuan Yan, Gareth W. Peters, Jennifer S. K. Chan 
Publication date: 3 February 2020
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2019.35
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Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited In (11)
- On the use of multi-state multi-census techniques for modelling the survival of elderly people in institutional long-term care
- Time-series forecasting of mortality rates using deep learning
- Mortality surface by means of continuous time cohort models
- Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis
- Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
- Pitfalls and merits of cointegration-based mortality models
- Multivariate time series modeling, estimation and prediction of mortalities
- Volterra mortality model: actuarial valuation and risk management with long-range dependence
- A class of random field memory models for mortality forecasting
- Multi-population mortality models: a factor copula approach
- Time-consistent longevity hedging with long-range dependence
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