The following pages link to (Q3611830):
Displaying 50 items.
- Semi-parametric accelerated hazard relational models with applications to mortality projections (Q320247) (← links)
- Parametric mortality improvement rate modelling and projecting (Q414590) (← links)
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts (Q430862) (← links)
- Prospective mortality tables: taking heterogeneity into account (Q492640) (← links)
- The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← links)
- Optimal retirement income tontines (Q495455) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Redistribution of longevity risk: the effect of heterogeneous mortality beliefs (Q506085) (← links)
- A dynamic parameterization modeling for the age-period-cohort mortality (Q634000) (← links)
- Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (Q727663) (← links)
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations (Q903671) (← links)
- Identification and forecasting in mortality models (Q904608) (← links)
- A parameterized approach to modeling and forecasting mortality (Q1003825) (← links)
- Corrective factors for longevity projections in a dynamic context (Q1616047) (← links)
- Modeling and forecasting duration-dependent mortality rates (Q1623772) (← links)
- Life tables in actuarial models: from the deterministic setting to a Bayesian approach (Q1633242) (← links)
- Multistate models in health insurance (Q1633243) (← links)
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard (Q1689017) (← links)
- Valuation of longevity-linked life annuities (Q1697238) (← links)
- Options on tontines: an innovative way of combining tontines and annuities (Q2010907) (← links)
- A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
- Gompertz law revisited: forecasting mortality with a multi-factor exponential model (Q2038250) (← links)
- Heterogeneity and uncertainty in a multistate framework (Q2044809) (← links)
- A new measure of mortality differentials based on precedence probability (Q2066795) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling (Q2152256) (← links)
- Socio-economic differentiation in experienced mortality modelling and its pricing implications (Q2157217) (← links)
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
- Rotation of the age pattern of mortality improvements in the European union (Q2201309) (← links)
- Spatial patterns of mortality in the United States: a spatial filtering approach (Q2212157) (← links)
- Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159) (← links)
- Fees in tontines (Q2234753) (← links)
- Incorporating big microdata in life table construction: A hypothesis-free estimator (Q2273984) (← links)
- Entropy, longevity and the cost of annuities (Q2276219) (← links)
- Periodic or generational actuarial tables: which one to choose? (Q2303999) (← links)
- The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
- Heterogeneity in mortality: a survey with an actuarial focus (Q2323663) (← links)
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison (Q2347067) (← links)
- Assessing the solvency of insurance portfolios via a continuous-time cohort model (Q2347094) (← links)
- Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models (Q2364005) (← links)
- Grouped multivariate and functional time series forecasting: an application to annuity pricing (Q2364018) (← links)
- An index for longevity risk transfer (Q2389987) (← links)
- A dynamic equivalence principle for systematic longevity risk management (Q2415975) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Optimal retirement consumption with a stochastic force of mortality (Q2445342) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)
- Modelling lifetime dependence for older ages using a multivariate Pareto distribution (Q2520454) (← links)
- Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer? (Q2677937) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
