Pages that link to "Item:Q5029052"

The following pages link to A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052):

Displayed 50 items.

• Case study of Swiss mortality using Bayesian modeling (Q303722) ‎ (← links)
• Statistical emulators for pricing and hedging longevity risk products (Q320257) ‎ (← links)
• Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) ‎ (← links)
• Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) ‎ (← 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)
• Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) ‎ (← links)
• A step-by-step guide to building two-population stochastic mortality models (Q492644) ‎ (← 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)
• 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)
• A recursive approach to mortality-linked derivative pricing (Q634010) ‎ (← links)
• Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) ‎ (← links)
• On age-period-cohort parametric mortality rate projections (Q659133) ‎ (← links)
• Longevity risk and capital markets: the 2008-2009 update (Q659193) ‎ (← links)
• Securitizing and tranching longevity exposures (Q659204) ‎ (← 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)
• The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty (Q784407) ‎ (← 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)
• Corrective factors for longevity projections in a dynamic context (Q1616047) ‎ (← 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)
• 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)
• An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) ‎ (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) ‎ (← links)
• A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) ‎ (← links)
• Using Taiwan national health insurance database to model cancer incidence and mortality rates (Q1697258) ‎ (← links)
• Identifiability, cointegration and the gravity model (Q1697266) ‎ (← links)
• Small population bias and sampling effects in stochastic mortality modelling (Q1707555) ‎ (← links)
• De-risking strategy: longevity spread buy-in (Q1742716) ‎ (← links)
• Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) ‎ (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) ‎ (← links)
• Constructing dynamic life tables with a single-factor model (Q2026541) ‎ (← links)
• Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319) ‎ (← links)
• Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144) ‎ (← links)
• Incorporating statistical clustering methods into mortality models to improve forecasting performances (Q2038220) ‎ (← links)
• Cause of death specific cohort effects in U.S. mortality (Q2038236) ‎ (← links)
• Addressing the life expectancy gap in pension policy (Q2038240) ‎ (← links)
• Modelling mortality dependence: an application of dynamic vine copula (Q2038244) ‎ (← links)
• Gompertz law revisited: forecasting mortality with a multi-factor exponential model (Q2038250) ‎ (← links)
• Recent declines in life expectancy: implication on longevity risk hedging (Q2038264) ‎ (← links)