Pages that link to "Item:Q1413367"

The following pages link to A Poisson log-bilinear regression approach to the construction of projected lifetables. (Q1413367):

Displaying 50 items.

• Bayesian population projections for the united nations (Q254375) (← links)
• Case study of Swiss mortality using Bayesian modeling (Q303722) (← links)
• Semi-parametric accelerated hazard relational models with applications to mortality projections (Q320247) (← links)
• Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
• Pricing reverse mortgages in Spain (Q362034) (← links)
• Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality (Q362047) (← links)
• Parametric mortality improvement rate modelling and projecting (Q414590) (← links)
• The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts (Q430862) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Prospective mortality tables: taking heterogeneity into account (Q492640) (← links)
• The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
• Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← links)
• A new defined benefit pension risk measurement methodology (Q492658) (← links)
• Robustness and convergence in the Lee-Carter model with cohort effects (Q495469) (← links)
• A dynamic parameterization modeling for the age-period-cohort mortality (Q634000) (← links)
• Distribution of the random future life expectancies in log-bilinear mortality projection models (Q636128) (← links)
• The mortality of the Italian population: smoothing techniques on the Lee-Carter model (Q641126) (← links)
• Stochastic portfolio specific mortality and the quantification of mortality basis risk (Q659104) (← links)
• On stochastic mortality modeling (Q659159) (← links)
• A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (Q659201) (← links)
• Longevity risk in pension annuities with exchange options: the effect of product design (Q659212) (← links)
• On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
• Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219) (← links)
• The conversion option in life insurance (Q659249) (← links)
• A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
• Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
• Evaluating the goodness of fit of stochastic mortality models (Q661248) (← links)
• Survival models in a dynamic context: a survey (Q704411) (← links)
• Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
• Exchangeable mortality projection (Q825291) (← links)
• Moment bounds on discrete expected stop-loss transforms, with applications (Q835681) (← links)
• Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
• A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain) (Q849907) (← links)
• Fuzzy formulation of the Lee-Carter model for mortality forecasting (Q860501) (← links)
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
• Bayesian Poisson log-bilinear mortality projections (Q882853) (← links)
• Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
• Bayesian Poisson log-bilinear models for mortality projections with multiple populations (Q903671) (← links)
• Assessing the cost of capital for longevity risk (Q931189) (← links)
• Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
• Estimating the term structure of mortality (Q998262) (← links)
• Longevity risk in portfolios of pension annuities (Q998263) (← links)
• Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
• A parameterized approach to modeling and forecasting mortality (Q1003825) (← links)
• Modelling residuals dependence in dynamic life tables: a geostatistical approach (Q1023647) (← links)
• Lee-Carter mortality forecasting with age-specific enhancement. (Q1423357) (← links)
• Sex-specific mortality forecasting for UK countries: a coherent approach (Q1616049) (← links)
• Risk classification in life and health insurance: extension to continuous covariates (Q1616058) (← links)
• Bayesian mortality forecasting with overdispersion (Q1622532) (← links)
• Modeling and forecasting duration-dependent mortality rates (Q1623772) (← links)