Pages that link to "Item:Q998298"

The following pages link to On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling (Q998298):

Displaying 32 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)
• A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
• The mortality of the Italian population: smoothing techniques on the Lee-Carter model (Q641126) (← links)
• On age-period-cohort parametric mortality rate projections (Q659133) (← links)
• On stochastic mortality modeling (Q659159) (← links)
• Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← 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)
• The modern tontine. An innovative instrument for longevity risk management in an aging society (Q825287) (← links)
• Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality (Q835687) (← links)
• Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts (Q931196) (← links)
• A parameterized approach to modeling and forecasting mortality (Q1003825) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← 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)
• Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← 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)
• Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models (Q2364005) (← links)
• Modelling dependent data for longevity projections (Q2447425) (← links)
• Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)
• SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES (Q4562942) (← links)
• A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
• On the Structure and Classification of Mortality Models (Q4987101) (← links)
• “Pension Plan Valuation and Mortality Projection: A Case Study with Mortality Data,” Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot, and Étienne Marceau, April 2007 (Q5019777) (← links)
• Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
• Mortality, longevity and experiments with the Lee-Carter model (Q5963036) (← links)
• Unifying mortality forecasting model: an investigation of the COM-Poisson distribution in the GAS model for improved projections (Q6667794) (← links)