Pages that link to "Item:Q2507938"

The following pages link to Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval (Q2507938):

Displaying 43 items.

• Pricing reverse mortgages in Spain (Q362034) (← 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)
• Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
• Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← links)
• Robustness and convergence in the Lee-Carter model with cohort effects (Q495469) (← links)
• Redistribution of longevity risk: the effect of heterogeneous mortality beliefs (Q506085) (← links)
• Parametric survival densities from phase-type models (Q509841) (← 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)
• Dynamic mortality factor model with conditional heteroskedasticity (Q659163) (← 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 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)
• Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality (Q835687) (← 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)
• Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
• The impact of Levene's test of equality of variances on statistical theory and practice (Q907960) (← 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)
• The forecasting performance of mortality models (Q1633273) (← links)
• A class of random field memory models for mortality forecasting (Q1681090) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Modeling trend processes in parametric mortality models (Q1697268) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• Analysis of Finnish and Swedish mortality data with stochastic mortality models (Q1936562) (← links)
• Addressing the life expectancy gap in pension policy (Q2038240) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
• On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
• An age-at-death distribution approach to forecast cohort mortality (Q2306098) (← links)
• Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
• A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
• On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
• Modelling dependent data for longevity projections (Q2447425) (← links)
• Modelling and forecasting mortality in Spain (Q2482741) (← links)
• POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS (Q5067895) (← links)
• Intergenerational actuarial fairness when longevity increases: amending the retirement age (Q6152691) (← links)