Human Mortality

swMATH14563MaRDI QIDQ26463FDOQ26463

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Cited In (only showing first 100 items - show all)

• Threshold Life Tables and Their Applications
• The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
• Bayesian estimation of total fertility from a population's age–sex structure
• A cautionary note on pricing longevity index swaps
• Modelling Deceleration in Senescent Mortality
• A survey of functional principal component analysis
• Mortality surface by means of continuous time cohort models
• Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach
• Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
• Corrective factors for longevity projections in a dynamic context
• Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
• Managing longevity and disability risks in life annuities with long term care
• Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
• Variable selection methods for model-based clustering
• Lifetime dependence modelling using a truncated multivariate gamma distribution
• Modelling life tables with advanced ages: an extreme value theory approach
• The Lee-Carter quantile mortality model
• Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
• Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
• Forecasting functional time series
• A partial internal model for longevity risk
• On the effectiveness of natural hedging for insurance companies and pension plans
• Pricing longevity risk with the parametric bootstrap: a maximum entropy approach
• The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts
• Simultaneous confidence bands for derivatives of dependent functional data
• Minimizing the dependency ratio in a population with below-replacement fertility through immigration
• On the Gompertz-Makeham law: a useful mortality model to deal with human mortality
• Mortality projections for non-converging groups of populations
• Separable factor analysis with applications to mortality data
• Rejoinder: Forecasting functional time series
• Life expectancy and lifespan disparity forecasting: a long short-term memory approach
• Evolutionary theory of ageing and the problem of correlated Gompertz parameters
• Regime-switching pure jump processes and applications in the valuation of mortality-linked products
• Forecasting mortality rates with a general stochastic mortality trend model
• Studying health histories of cancer: A new model connecting cancer incidence and survival
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
• Mortality forecasting using stacked regression ensembles
• Bivariate discrete beta kernel graduation of mortality data
• Title not available (Why is that?)
• A Mortality Model for Pandemics and Other Contagion Events
• Modeling trend processes in parametric mortality models
• Life insurance surrender and liquidity risks
• On fitting generalized linear and non-linear models of mortality
• Rethinking age-period-cohort mortality trend models
• A NEW INFERENCE STRATEGY FOR GENERAL POPULATION MORTALITY TABLES
• The Lee-Carter Model for Forecasting Mortality, Revisited
• A multivariate evolutionary credibility model for mortality improvement rates
• Measuring Basis Risk in Longevity Hedges
• Clustering and forecasting multiple functional time series
• Understanding Mortality Rate Deceleration and Heterogeneity
• Demographic structure and capital accumulation: A quantitative assessment
• The forecasting performance of mortality models
• A General Procedure for Constructing Mortality Models
• Education, lifetime labor supply, and longevity improvements
• Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
• A step-by-step guide to building two-population stochastic mortality models
• Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
• Modeling trends in cohort survival probabilities
• The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds
• A hybrid-forecasting model reducing Gaussian noise based on the Gaussian support vector regression machine and chaotic particle swarm optimization
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
• Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
• Cohort extensions of the Poisson common factor model for modelling both genders jointly
• Survival models in a dynamic context: a survey
• Gender Convergence in Human Survival and the Postponement of Death
• Age-coherent extensions of the Lee–Carter model
• Sums of smooth exponentials to decompose complex series of counts
• A parameterized approach to modeling and forecasting mortality
• Robust forecasting of mortality and fertility rates: a functional data approach
• The double-gap life expectancy forecasting model
• Modeling mortality with a Bayesian vector autoregression
• A strategy for hedging risks associated with period and cohort effects using q-forwards
• On the optimal hedge ratio in index-based longevity risk hedging
• О существовании и единственности оценки ожидаемой продолжительности жизни в модели стабильного населения
• The GLM framework of the Lee–Carter model: a multi-country study
• DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING
• Parametric mortality indexes: from index construction to hedging strategies
• Incorporating structural changes in mortality improvements for mortality forecasting
• Time-series forecasting of mortality rates using deep learning
• One or more rates of ageing? The extended gamma-Gompertz model (EGG)
• Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis
• Title not available (Why is that?)
• Assessment of longevity risk: credibility approach
• How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach
• Strehler-Mildvan correlation is a degenerate manifold of Gompertz fit
• Multi-population mortality forecasting using tensor decomposition
• Dispersion modelling of mortality for both sexes with Tweedie distributions
• A unifying framework for assessing changes in life expectancy associated with changes in mortality: the case of violent deaths
• A longitudinal analysis of infant and senescent mortality using mixture models
• Sensitivity Analysis: Matrix Methods in Demography and Ecology
• Escaping high mortality
• Bayesian nonparametric dynamic hazard rates in evolutionary life tables
• A Hermite-spline model of post-retirement mortality
• Threshold ages for the relation between lifetime entropy and mortality risk
• Constructing dynamic life tables with a single-factor model
• Using Wavelet Techniques to Approximate the Subjacent Risk of Death
• Stochastic modeling of assets and liabilities with mortality risk
• Mortality data correction in the absence of monthly fertility records
• The role of a longevity insurance for defined contribution pension systems
• A quantitative comparison of stochastic mortality models on Italian population data

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