Cited in
(only showing first 100 items - show all)- The double-gap life expectancy forecasting model
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach
- A partial internal model for longevity risk
- Gender Convergence in Human Survival and the Postponement of Death
- 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
- Understanding Mortality Rate Deceleration and Heterogeneity
- A multivariate evolutionary credibility model for mortality improvement rates
- A survey of functional principal component analysis
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
- Separable factor analysis with applications to mortality data
- Managing longevity and disability risks in life annuities with long term care
- On Fitting generalized linear and non-linear models of mortality
- Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach
- Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
- Measuring Basis Risk in Longevity Hedges
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
- Rethinking age-period-cohort mortality trend models
- Life insurance surrender and liquidity risks
- Variable selection methods for model-based clustering
- Bivariate discrete beta kernel graduation of mortality data
- Survival models in a dynamic context: a survey
- Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
- A parameterized approach to modeling and forecasting mortality
- Rainbow
- forecast
- nls2
- MSBVAR
- DSPCA
- Demography
- Forecast
- gnm
- AdaptFit
- MortalitySmooth
- LifeMetrics
- funHDDC
- SelvarClustMV
- DerivaGem
- ftsa
- SDD
- ClustMMDD
- dtwclust
- EnsemblePCReg
- A cautionary note on pricing longevity index swaps
- keras
- StMoMo
- LCAvarsel
- CoCo
- ilc
- SAS/ETS
- MortalityLaws
- MultiCluster
- StFinMetrics
- Simultaneous confidence bands for derivatives of dependent functional data
- addb
- GoFKernel
- On the optimal hedge ratio in index-based longevity risk hedging
- Evolutionary theory of ageing and the problem of correlated Gompertz parameters
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
- Threshold life tables and their applications
- HIV.LifeTables
- fpp2
- mss
- A general procedure for constructing mortality models
- Sums of smooth exponentials to decompose complex series of counts
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
- On the effectiveness of natural hedging for insurance companies and pension plans
- The Lee-Carter model for forecasting mortality, revisited
- The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
- Age-coherent extensions of the Lee-Carter model
- Forecasting functional time series
- A mortality model for pandemics and other contagion events
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products
- Minimizing the dependency ratio in a population with below-replacement fertility through immigration
- Lifetime dependence modelling using a truncated multivariate gamma distribution
- Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
- Modelling life tables with advanced ages: an extreme value theory approach
- lookout
- Robust forecasting of mortality and fertility rates: a functional data approach
- Multi-population mortality modeling: when the data is too much and not enough
- Multi-population mortality forecasting using tensor decomposition
- Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
- Stochastic modeling of assets and liabilities with mortality risk
- Evaluation of credit value adjustment in K-forward
- Escaping high mortality
- The GLM framework of the Lee–Carter model: a multi-country study
- Assessing implicit hypotheses in life table construction
- Dispersion modelling of mortality for both sexes with Tweedie distributions
- Incorporating big microdata in life table construction: A hypothesis-free estimator
- A Hermite-spline model of post-retirement mortality
- Smooth models of mortality with period shocks
- Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model
- Longevity and concentration in survival times: the log-scale-location family of failure time models
- scientific article; zbMATH DE number 7647990 (Why is no real title available?)
- Assessment of longevity risk: credibility approach
- A longitudinal analysis of infant and senescent mortality using mixture models
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