The following pages link to Steven Haberman (Q190741):
Displaying 50 items.
- Geometrically designed, variable knot regression splines (Q152278) (← links)
- (Q246310) (redirect page) (← links)
- (Q311316) (redirect page) (← links)
- Optimal strategies for pay-as-you-go pension finance: a sustainability framework (Q343982) (← links)
- Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality (Q362047) (← links)
- (Q414589) (redirect page) (← links)
- Parametric mortality improvement rate modelling and projecting (Q414590) (← links)
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts (Q430862) (← links)
- (Q495463) (redirect page) (← links)
- Modeling trends in cohort survival probabilities (Q495464) (← links)
- (Q588155) (redirect page) (← links)
- A dynamic parameterization modeling for the age-period-cohort mortality (Q634000) (← links)
- On age-period-cohort parametric mortality rate projections (Q659133) (← links)
- Moving weighted average graduation using kernel estimation (Q689575) (← links)
- Optimal investment choices post-retirement in a defined contribution pension scheme (Q704413) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality (Q835687) (← links)
- Measuring the effect of mortality improvements on the cost of annuities (Q849595) (← links)
- The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements (Q860507) (← links)
- Optimal strategies for pricing general insurance (Q865606) (← links)
- Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
- Efficient risk allocation within a non-life insurance group under Solvency II regime (Q903332) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← 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)
- Pension funding with time delays. A stochastic approach (Q1209474) (← links)
- Pension funding with time delays and autoregressive rates of investment return (Q1318549) (← links)
- Pension funding. The effect of changing the frequency of valuations (Q1323594) (← links)
- Delay, feedback and variability of pension contributions and fund levels (Q1323595) (← links)
- Trend analysis and prediction procedures for time nonhomogeneous claim processes (Q1329408) (← links)
- Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme (Q1336889) (← links)
- Dual modelling and select mortality (Q1381147) (← links)
- Stochastic investment returns and contribution rate risk in a defined benefit pension scheme (Q1381148) (← links)
- Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme (Q1382125) (← links)
- Optimal investment strategies and risk measures in defined contribution pension schemes. (Q1394964) (← links)
- Valuation of guaranteed annuity conversion options. (Q1413340) (← links)
- On the forecasting of mortality reduction factors (Q1413407) (← links)
- Lee-Carter mortality forecasting with age-specific enhancement. (Q1423357) (← links)
- De-risking strategy: longevity spread buy-in (Q1742716) (← links)
- Dynamic approaches to pension funding (Q1892989) (← links)
- On the graduations associated with a multiple state model for permanent health insurance (Q1902636) (← links)
- Stability of pension systems when gains/losses are amortized and rates of return are autoregressive (Q1921984) (← links)
- Corrigendum to ``Common mortality modelling and coherent forecasts. An empirical analysis of worldwide mortality data'' (Q2015663) (← links)
- Modelling and forecasting mortality improvement rates with random effects (Q2066777) (← links)
- Multi-population modelling and forecasting life-table death counts (Q2172045) (← links)
- Pension schemes versus real estate (Q2241090) (← links)
- Entropy, longevity and the cost of annuities (Q2276219) (← links)
- Coherent modeling of mortality patterns for age-specific subgroups (Q2331009) (← links)
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison (Q2347067) (← links)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
