Multivariate long-memory cohort mortality models
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Publication:5213446
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Cites work
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- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 2206035 (Why is no real title available?)
- scientific article; zbMATH DE number 3367521 (Why is no real title available?)
- scientific article; zbMATH DE number 3031372 (Why is no real title available?)
- scientific article; zbMATH DE number 3065425 (Why is no real title available?)
- A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
- A Bayesian forecasting model: predicting U.S. male mortality
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- An improved acceptance procedure for the hybrid Monte Carlo algorithm
- Bayesian Poisson log-bilinear mortality projections
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- Chain ladder method: Bayesian bootstrap versus classical bootstrap
- Equation of state calculations by fast computing machines
- Fractional differencing
- Generalized Linear Models for Insurance Data
- Inference from iterative simulation using multiple sequences
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- Model uncertainty in claims reserving within Tweedie's compound Poisson models
- Modeling and forecasting U.S. mortality. (With discussion)
- Robustness and convergence in the Lee-Carter model with cohort effects
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The functional central limit theorem and weak convergence to stochastic integrals. II: Fractionally integrated processes
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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