Pages that link to "Item:Q1423357"
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The following pages link to Lee-Carter mortality forecasting with age-specific enhancement. (Q1423357):
Displayed 50 items.
- 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)
- A dynamic parameterization modeling for the age-period-cohort mortality (Q634000) (← links)
- A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
- The mortality of the Italian population: smoothing techniques on the Lee-Carter model (Q641126) (← links)
- On age-period-cohort parametric mortality rate projections (Q659133) (← links)
- On stochastic mortality modeling (Q659159) (← 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)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities (Q661256) (← links)
- Survival models in a dynamic context: a survey (Q704411) (← links)
- Computational framework for longevity risk management (Q744257) (← 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)
- Bayesian Poisson log-bilinear mortality projections (Q882853) (← 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)
- On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling (Q998298) (← links)
- A parameterized approach to modeling and forecasting mortality (Q1003825) (← links)
- Modelling residuals dependence in dynamic life tables: a geostatistical approach (Q1023647) (← links)
- A Poisson log-bilinear regression approach to the construction of projected lifetables. (Q1413367) (← links)
- Analysis of Finnish and Swedish mortality data with stochastic mortality models (Q1936562) (← links)
- A subordinated Markov model for stochastic mortality (Q2391941) (← links)
- Explaining Young mortality (Q2427803) (← links)
- Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data (Q2442533) (← links)
- A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
- On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
- Mortality surface by means of continuous time cohort models (Q2445996) (← links)
- Modelling and projecting mortality improvement rates using a cohort perspective (Q2445998) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)
- Separable factor analysis with applications to mortality data (Q2453659) (← links)
- Modelling and forecasting mortality in Spain (Q2482741) (← links)
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval (Q2507938) (← links)
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
- A cautionary note on pricing longevity index swaps (Q2868593) (← links)
- Modelling and management of mortality risk: a review (Q3077713) (← links)
- Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
- Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)
- A multivariate time series approach to projected life tables (Q5391287) (← links)