Pages that link to "Item:Q659133"
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The following pages link to On age-period-cohort parametric mortality rate projections (Q659133):
Displaying 39 items.
- Parametric mortality improvement rate modelling and projecting (Q414590) (← 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)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary (Q903329) (← links)
- Sex-specific mortality forecasting for UK countries: a coherent approach (Q1616049) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← links)
- Constructing dynamic life tables with a single-factor model (Q2026541) (← links)
- Incorporating statistical clustering methods into mortality models to improve forecasting performances (Q2038220) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Care-dependent tontines (Q2172030) (← links)
- Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality (Q2276264) (← links)
- Periodic or generational actuarial tables: which one to choose? (Q2303999) (← links)
- Selecting stochastic mortality models for the Italian population (Q2343099) (← links)
- Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type (Q2364014) (← links)
- Modelling and projecting mortality improvement rates using a cohort perspective (Q2445998) (← links)
- Extending the Lee–Carter model: a three-way decomposition (Q2866280) (← links)
- Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)
- Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview (Q4558892) (← links)
- A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances (Q4575474) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- On the Structure and Classification of Mortality Models (Q4987101) (← links)
- A Synthesis Mortality Model for the Elderly (Q4987111) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models (Q5044696) (← links)
- Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
- Continuous-time multi-cohort mortality modelling with affine processes (Q5123186) (← links)
- Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables (Q5241944) (← links)
- A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates (Q5272545) (← links)
- Applications of Mortality Durations and Convexities in Natural Hedges (Q5379127) (← links)
- A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
- Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans (Q5379164) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- A General Procedure for Constructing Mortality Models (Q5742665) (← links)
- On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England (Q5742669) (← links)
