Survival energy models for mortality prediction and future prospects
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Publication:6174086
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Cites work
- scientific article; zbMATH DE number 5619427 (Why is no real title available?)
- 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
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- Asymptotic Statistics
- Consistent dynamic affine mortality models for longevity risk applications
- Finite-time survival probability and credit default swaps pricing under geometric Lévy markets
- First passage time statistics of Brownian motion with purely time dependent drift and diffusion
- Generalised information criteria in model selection
- Inference pitfalls in Lee-Carter model for forecasting mortality
- Lee-Carter mortality forecasting with age-specific enhancement.
- Mixed hitting-time models
- Modeling and management of mortality risk: a review
- Modeling the forward surface of mortality
- Mortality modelling with Lévy processes
- Option pricing when underlying stock returns are discontinuous
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Stochastic mortality under measure changes
- Survival models in a dynamic context: a survey
- Uncertainty in mortality projections: an actuarial perspective
- Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis
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