Pages that link to "Item:Q2499833"

The following pages link to A cohort-based extension to the Lee-Carter model for mortality reduction factors (Q2499833):

Displaying 50 items.

• Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
• Pricing reverse mortgages in Spain (Q362034) (← links)
• Parametric mortality improvement rate modelling and projecting (Q414590) (← links)
• Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
• A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
• Multi-population mortality models: a factor copula approach (Q492648) (← links)
• The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
• Modeling trends in cohort survival probabilities (Q495464) (← links)
• Robustness and convergence in the Lee-Carter model with cohort effects (Q495469) (← links)
• Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
• A dynamic parameterization modeling for the age-period-cohort mortality (Q634000) (← links)
• A stochastic model for mortality rate on italian data (Q639215) (← links)
• Stochastic portfolio specific mortality and the quantification of mortality basis risk (Q659104) (← links)
• On age-period-cohort parametric mortality rate projections (Q659133) (← links)
• On stochastic mortality modeling (Q659159) (← links)
• Dynamic mortality factor model with conditional heteroskedasticity (Q659163) (← links)
• Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219) (← 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)
• A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities (Q661256) (← links)
• Computational framework for longevity risk management (Q744257) (← links)
• Modelling life tables with advanced ages: an extreme value theory approach (Q784421) (← links)
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data (Q784458) (← links)
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach (Q825300) (← links)
• Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
• Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality (Q835687) (← links)
• A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain) (Q849907) (← 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)
• Identification and forecasting in mortality models (Q904608) (← links)
• Valuation of the interest rate guarantee embedded in defined contribution pension plans (Q931175) (← links)
• Assessing the cost of capital for longevity risk (Q931189) (← 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)
• Sex-specific mortality forecasting for UK countries: a coherent approach (Q1616049) (← links)
• Bayesian mortality forecasting with overdispersion (Q1622532) (← links)
• Modeling and forecasting duration-dependent mortality rates (Q1623772) (← links)
• A quantitative comparison of stochastic mortality models on Italian population data (Q1654277) (← links)
• Retirement spending and biological age (Q1655772) (← links)
• A class of random field memory models for mortality forecasting (Q1681090) (← links)
• Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach (Q1681098) (← links)
• Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard (Q1689017) (← links)
• Machine learning techniques for mortality modeling (Q1689019) (← links)
• On the mean value parametrization of natural exponential families -- a revisited review (Q1695544) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Using Taiwan national health insurance database to model cancer incidence and mortality rates (Q1697258) (← links)
• Generalised additive dependency inflated models including aggregated covariates (Q1711602) (← links)