A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
DOI10.1016/J.INSMATHECO.2010.07.007zbMATH Open1231.91173OpenAlexW2160729504MaRDI QIDQ661256FDOQ661256
Authors: Ana Debón, Francisco Javier Martinez-Ruiz, Francisco Montes 
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
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Cited In (18)
- Life Tables with Covariates: Dynamic Model for Nonlinear Analysis of Longitudinal Data
- Title not available (Why is that?)
- A comparative study of two-population models for the assessment of basis risk in longevity hedges
- Improving the forecast of longevity by combining models
- Modelling and forecasting mortality in Spain
- Bayesian nonparametric dynamic hazard rates in evolutionary life tables
- Kriging of financial term-structures
- Dynamic modelling of life table data
- Constructing dynamic life tables with a single-factor model
- A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
- GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
- Prospective mortality tables: taking heterogeneity into account
- Robustness and convergence in the Lee-Carter model with cohort effects
- DIFFERENCES IN EUROPEAN MORTALITY RATES: A GEOMETRIC APPROACH ON THE AGE–PERIOD PLANE
- Stochastic mortality modeling: key drivers and dependent residuals
- Modelling residuals dependence in dynamic life tables: a geostatistical approach
- Analysis of 2000-2003 new life tables effect on life insurance
- A general procedure for constructing mortality models
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