Estimating the term structure of mortality
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Publication:998262
DOI10.1016/J.INSMATHECO.2007.01.011zbMATH Open1152.91585OpenAlexW2151720539MaRDI QIDQ998262FDOQ998262
Authors: Norbert Hári, Anja De Waegenaere, Bertrand Melenberg, Theo Nijman 
Publication date: 28 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.01.011
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Cites Work
- Modeling and forecasting U.S. mortality. (With discussion)
- Time series analysis by state space methods
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- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- On the forecasting of mortality reduction factors
- Lee-Carter mortality forecasting with age-specific enhancement.
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Title not available (Why is that?)
Cited In (24)
- Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices
- Multidimensional Lee-Carter model with switching mortality processes
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
- Longevity Risk and Capital Markets: The 2017–2018 Update
- Longevity risk and capital markets: the 2008-2009 update
- Longevity risk and capital markets: the 2019--20 update
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Modeling trend processes in parametric mortality models
- Mortality risk modeling: applications to insurance securitization
- Longevity Risk and Capital Markets: The 2012–2013 Update
- Longevity risk in portfolios of pension annuities
- Modeling and forecasting duration-dependent mortality rates
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Dynamic mortality factor model with conditional heteroskedasticity
- Longevity risk and capital markets: the 2015--16 update
- Stochastic Mortality: The Impact on Target Capital
- On the mortality/longevity risk hedging with mortality immunization
- Stochastic mortality model in a state-space framework
- Explaining Young mortality
- It takes two: why mortality trend modeling is more than modeling one mortality trend
- Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans
- The locally linear Cairns-Blake-Dowd model: a note on delta-nuga hedging of longevity risk
- On the forecasting of mortality reduction factors
- A Bühlmann credibility approach to modeling mortality rates
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