Pages that link to "Item:Q2499833"
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The following pages link to A cohort-based extension to the Lee-Carter model for mortality reduction factors (Q2499833):
Displayed 38 items.
- 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)
- 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)
- 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)
- 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)
- 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)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
- Modeling and forecasting mortality rates (Q2442526) (← links)
- A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
- Modelling and projecting mortality improvement rates using a cohort perspective (Q2445998) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
- Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
- Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
- A cautionary note on pricing longevity index swaps (Q2868593) (← links)
- Longevity-Indexed Life Annuities (Q3005354) (← links)
- Modelling and management of mortality risk: a review (Q3077713) (← links)
- The evolution of death rates and life expectancy in Denmark (Q3077717) (← links)
- Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)