Pages that link to "Item:Q3435746"
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The following pages link to Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections (Q3435746):
Displaying 50 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)
- Robustness and convergence in the Lee-Carter model with cohort effects (Q495469) (← links)
- A dynamic parameterization modeling for the age-period-cohort mortality (Q634000) (← links)
- The mortality of the Italian population: smoothing techniques on the Lee-Carter model (Q641126) (← links)
- A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
- Survival models in a dynamic context: a survey (Q704411) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty (Q784407) (← 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)
- Bayesian graduation of mortality rates: an application to reserve evaluation (Q882465) (← links)
- Bayesian Poisson log-bilinear mortality projections (Q882853) (← links)
- Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
- On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling (Q998298) (← links)
- Robust forecasting of mortality and fertility rates: a functional data approach (Q1020157) (← links)
- Modelling residuals dependence in dynamic life tables: a geostatistical approach (Q1023647) (← links)
- On the forecasting of mortality reduction factors (Q1413407) (← links)
- Lee-Carter mortality forecasting with age-specific enhancement. (Q1423357) (← links)
- Sex-specific mortality forecasting for UK countries: a coherent approach (Q1616049) (← links)
- A quantitative comparison of stochastic mortality models on Italian population data (Q1654277) (← links)
- Machine learning techniques for mortality modeling (Q1689019) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Recent declines in life expectancy: implication on longevity risk hedging (Q2038264) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
- Characterization of between-group inequality of longevity in European union countries (Q2364017) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)
- Separable factor analysis with applications to mortality data (Q2453659) (← links)
- Modelling the joint distribution of competing risks survival times using copula functions (Q2463568) (← links)
- Modelling and forecasting mortality in Spain (Q2482741) (← links)
- A cohort-based extension to the Lee-Carter model for mortality reduction factors (Q2499833) (← links)
- The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
- Multiple mortality modeling in Poisson Lee–Carter framework (Q2807800) (← links)
- Extending the Lee–Carter model: a three-way decomposition (Q2866280) (← links)
- A DSA Algorithm for Mortality Forecasting (Q3385439) (← links)
- SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES (Q4562942) (← links)
- THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories (Q4567963) (← links)
- Rethinking age-period-cohort mortality trend models (Q4576848) (← links)
- Cohort extensions of the Poisson common factor model for modelling both genders jointly (Q4576959) (← links)
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting (Q4970872) (← links)
- DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING (Q4972119) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- On the Structure and Classification of Mortality Models (Q4987101) (← links)
- Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age–period–cohort model (Q4990507) (← links)
- Pension Plan Valuation and Mortality Projection (Q5019723) (← links)
