A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
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Publication:661256
DOI10.1016/J.INSMATHECO.2010.07.007zbMATH Open1231.91173OpenAlexW2160729504MaRDI QIDQ661256FDOQ661256
Francisco Montes, Ana Debón, Francisco Javier Martinez-Ruiz
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10251/60381
Applications of statistics to actuarial sciences and financial mathematics (62P05) Geostatistics (86A32)
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Cited In (11)
- Bayesian nonparametric dynamic hazard rates in evolutionary life tables
- Kriging of financial term-structures
- Constructing dynamic life tables with a single-factor model
- Stochastic Mortality Modeling: Key Drivers and Dependent Residuals
- A General Procedure for Constructing Mortality Models
- GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
- Robustness and convergence in the Lee-Carter model with cohort effects
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES
- DIFFERENCES IN EUROPEAN MORTALITY RATES: A GEOMETRIC APPROACH ON THE AGE–PERIOD PLANE
- Modelling residuals dependence in dynamic life tables: a geostatistical approach
- Improving the Forecast of Longevity by Combining Models
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