Recommendations
Cites work
- 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 discussion of parameter and model uncertainty in insurance
- Affine stochastic mortality
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- Extending Lee–Carter Mortality Forecasting
- Lee-Carter mortality forecasting with age-specific enhancement.
- Modeling and forecasting U.S. mortality. (With discussion)
- Mortality derivatives and the option to annuitise.
- On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
- Smoothing and forecasting mortality rates
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
Cited in
(only showing first 100 items - show all)- Age-specific copula-AR-GARCH mortality models
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
- Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans
- A group regularisation approach for constructing generalised age-period-cohort mortality projection models
- Pricing and securitization of multi-country longevity risk with mortality dependence
- Modelling socio-economic differences in mortality using a new affluence index
- A Bühlmann credibility approach to modeling mortality rates
- A general procedure for constructing mortality models
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- On the Structure and Classification of Mortality Models
- Analysis of Finnish and Swedish mortality data with stochastic mortality models
- Correlated age-specific mortality model: an application to annuity portfolio management
- Hedging Mortality/Longevity Risks for Multiple Years
- Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap
- Bivariate stochastic modeling of functional response with natural mortality
- A subordinated Markov model for stochastic mortality
- Redistribution of longevity risk: the effect of heterogeneous mortality beliefs
- Modeling and forecasting mortality rates
- Stochastic mortality under measure changes
- From regulatory life tables to stochastic mortality projections: the exponential decline model
- Affine stochastic mortality
- Addressing the life expectancy gap in pension policy
- Mortality modeling under stochastic frailty
- Using Taiwan national health insurance database to model cancer incidence and mortality rates
- Intergenerational actuarial fairness when longevity increases: amending the retirement age
- Models for stochastic mortality
- The dependency premium based on a multifactor model for dependent mortality data
- Modeling stochastic mortality with O-U type processes
- Evaluating the goodness of fit of stochastic mortality models
- Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk
- The Lee-Carter quantile mortality model
- Longevity Risk and Capital Markets: The 2017–2018 Update
- A comparative study of two-population models for the assessment of basis risk in longevity hedges
- scientific article; zbMATH DE number 7295028 (Why is no real title available?)
- A new approximation of annuity prices for age-period-cohort models
- Stochastic modelling of mortality and financial markets
- Benefit volatility-targeting strategies in lifetime pension pools
- Constructing dynamic life tables with a single-factor model
- Pricing longevity-linked derivatives using a stochastic mortality model
- Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
- Statistical emulators for pricing and hedging longevity risk products
- Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach
- Stochastic modeling of assets and liabilities with mortality risk
- Stochastic portfolio specific mortality and the quantification of mortality basis risk
- A Bayesian approach to modeling and projecting cohort effects
- Forward mortality rates in discrete time. I: Calibration and securities pricing
- A note on mortality selection
- Cause of death specific cohort effects in U.S. mortality
- Longevity risk and capital markets: the 2019--20 update
- Mortality data correction in the absence of monthly fertility records
- Markov mortality models: implications of quasistationarity and varying initial distributions
- Learning and forecasting of age-specific period mortality via B-spline processes with locally-adaptive dynamic coefficients
- Selecting stochastic mortality models for the Italian population
- Mortality forecasting using stacked regression ensembles
- Trends in Canadian mortality by pension level: evidence from the CPP and QPP
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Modeling trend processes in parametric mortality models
- Forecasting mortality rate improvements with a high-dimensional VAR
- An age-at-death distribution approach to forecast cohort mortality
- Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble
- Stochastic mortality models: an infinite-dimensional approach
- Forecasting short-term mortality trends using Bernstein polynomials
- Stochastic model for analysis of longitudinal data on aging and mortality
- A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme
- Stochastic approximations in CBD mortality projection models
- The impact of multiple structural changes on mortality predictions
- Pension schemes versus real estate
- TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY
- Longevity Risk and Capital Markets: The 2012–2013 Update
- Multi-population mortality modeling: when the data is too much and not enough
- Drivers of mortality dynamics: identifying age/period/cohort components of historical U.S. mortality improvements
- Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models
- A stochastic model for mortality rate on italian data
- Model mortality rates using property and casualty insurance reserving methods
- Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models
- Modelling longevity bonds: analysing the Swiss Re Kortis bond
- The slowdown in mortality improvement rates 2011--2017: a multi-country analysis
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach
- Modeling and management of mortality risk: a review
- The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
- Parametric mortality improvement rate modelling and projecting
- An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation
- Introducing and evaluating a new multiple-component stochastic mortality model
- Longevity risk and capital markets: the 2015--16 update
- Identifiability, cointegration and the gravity model
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
- A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts
- On the mortality/longevity risk hedging with mortality immunization
- Stochastic Mortality: The Impact on Target Capital
- A proposition of generalized stochastic Milevsky-Promislov mortality models
- A semiparametric panel approach to mortality modeling
- Stochastic mortality modeling: key drivers and dependent residuals
- Stochastic mortality model in a state-space framework
- Explaining Young mortality
- A three-factor model for mortality modeling
This page was built for publication: On stochastic mortality modeling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q659159)
