Survival models in a dynamic context: a survey
From MaRDI portal
(Redirected from Publication:704411)
Recommendations
- A class of parametric dynamic survival models
- Dynamic regression models for survival data.
- Dynamic Bayesian Models for Survival Data
- Bayesian estimation and stochastic model specification search for dynamic survival models
- Dynamic modeling in reliability and survival analysis
- Dynamic prediction in clinical survival analysis
- Emerging Topics in Modeling Interval-Censored Survival Data
- scientific article; zbMATH DE number 4050823
Cites work
- scientific article; zbMATH DE number 5713282 (Why is no real title available?)
- scientific article; zbMATH DE number 3963634 (Why is no real title available?)
- scientific article; zbMATH DE number 3590114 (Why is no real title available?)
- scientific article; zbMATH DE number 2028660 (Why is no real title available?)
- scientific article; zbMATH DE number 2101239 (Why is no real title available?)
- scientific article; zbMATH DE number 2187817 (Why is no real title available?)
- scientific article; zbMATH DE number 3019403 (Why is no real title available?)
- scientific article; zbMATH DE number 3055236 (Why is no real title available?)
- scientific article; zbMATH DE number 3075286 (Why is no real title available?)
- scientific article; zbMATH DE number 3075291 (Why is no real title available?)
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A discussion of parameter and model uncertainty in insurance
- An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
- Approaches and Experiences in Projecting Mortality Patterns for the Oldest-Old
- Choice of function for mortality analysis: Effective forecasting depends on a minimum parameter representation
- Forecasting Changes in Mortality
- Lee-Carter mortality forecasting with age-specific enhancement.
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- Modeling and forecasting U.S. mortality. (With discussion)
- Mortality Among the Elderly in Sweden 1988–1997
- Mortality Change and Forecasting
- Mortality derivatives and the option to annuitise.
- On the early history of life insurance mathematics
- On the forecasting of mortality reduction factors
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Uncertainty in mortality projections: an actuarial perspective
Cited in
(52)- Association and heterogeneity of insured lifetimes in the Lee–Carter framework
- Forecasting mortality trends allowing for cause-of-death mortality dependence
- Pension plan valuation and mortality projection: a case study with mortality data
- A subordinated Markov model for stochastic mortality
- Life anuities with stochastic survival probabilities: A review
- Longevity and adjustment in pension annuities, with application to Finland
- scientific article; zbMATH DE number 7646927 (Why is no real title available?)
- Affine processes for dynamic mortality and actuarial valuations
- Corrective factors for longevity projections in a dynamic context
- The determinants of mortality heterogeneity and implications for pricing annuities
- Dynamic Financial Models of Life Insurers
- Multidimensional Lee-Carter model with switching mortality processes
- A comonotonicity-based valuation method for guaranteed annuity options
- De-risking strategy: longevity spread buy-in
- Modelling and forecasting mortality in Spain
- Understanding, modelling and managing longevity risk: key issues and main challenges
- A class of parametric dynamic survival models
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach
- Applications of a multi-state risk factor/mortality model in life insurance
- Survival energy models for mortality prediction and future prospects
- Constructing dynamic life tables with a single-factor model
- Modelling lifetime dependence for older ages using a multivariate Pareto distribution
- Comonotonic approximations to quantiles of life annuity conditional expected present value
- A neural-network analyzer for mortality forecast
- A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
- Tackling longevity risk by means of financial compensation
- Valuation of general GMWB annuities in a low interest rate environment
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option
- Optimal dynamic treatment regimes with survival endpoints: introducing DWSurv in the R package DTRreg
- Commentary to: ``Survival models and health sequences
- A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
- A handbook of parametric survival models for actuarial use
- A New Survival Model for the Diffusion Pattern of TV Programs
- Mortality modeling and regression with matrix distributions
- Dynamic regression models for survival data.
- Longevity risk in portfolios of pension annuities
- Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?
- Measuring the effect of mortality improvements on the cost of annuities
- A dynamic parameterization modeling for the age-period-cohort mortality
- The private value of public pensions
- Optimal contributions in a defined benefit pension scheme with stochastic new entrants
- Mortality, longevity and experiments with the Lee-Carter model
- Distribution of the random future life expectancies in log-bilinear mortality projection models
- A parameterized approach to modeling and forecasting mortality
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
- A proposition of generalized stochastic Milevsky-Promislov mortality models
- Sustainability of a pay-as-you-go pension system by dynamic immigration control
- A dynamic equivalence principle for systematic longevity risk management
- Modelling residuals dependence in dynamic life tables: a geostatistical approach
- Dynamic hazards modelling for predictive longevity risk assessment
- The survival potential and the life expectancy evaluation
This page was built for publication: Survival models in a dynamic context: a survey
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q704411)