| Publication | Date of Publication | Type |
|---|
Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016
North American Actuarial Journal | 2024-06-03 | Paper |
Cause-of-death mortality forecasting using adaptive penalized tensor decompositions
Insurance Mathematics & Economics | 2023-07-18 | Paper |
The slowdown in mortality improvement rates 2011--2017: a multi-country analysis
European Actuarial Journal | 2023-01-09 | Paper |
Multi-population modelling and forecasting life-table death counts
Insurance Mathematics & Economics | 2022-09-14 | Paper |
Optimal management of an insurer's exposure in a competitive general insurance market
North American Actuarial Journal | 2022-02-11 | Paper |
Modelling and forecasting mortality improvement rates with random effects
European Actuarial Journal | 2022-01-14 | Paper |
“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
North American Actuarial Journal | 2022-01-10 | Paper |
The Management of Decumulation Risks in a Defined Contribution Pension Plan
North American Actuarial Journal | 2021-12-22 | Paper |
The dependency premium based on a multifactor model for dependent mortality data
Communications in Statistics: Theory and Methods | 2021-11-22 | Paper |
Pension schemes versus real estate
Annals of Operations Research | 2021-11-08 | Paper |
Multi-population mortality forecasting using tensor decomposition
Scandinavian Actuarial Journal | 2020-12-16 | Paper |
Forecasting multiple functional time series in a group structure: an application to mortality
ASTIN Bulletin | 2020-08-31 | Paper |
Coherent modeling of mortality patterns for age-specific subgroups
Decisions in Economics and Finance | 2019-10-23 | Paper |
Portfolio optimization under solvency constraints: a dynamical approach
North American Actuarial Journal | 2019-05-28 | Paper |
Detecting common longevity trends by a multiple population approach
North American Actuarial Journal | 2019-05-15 | Paper |
On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England
North American Actuarial Journal | 2019-05-15 | Paper |
A comparative study of two-population models for the assessment of basis risk in longevity hedges
ASTIN Bulletin | 2018-06-04 | Paper |
De-risking strategy: longevity spread buy-in
Insurance Mathematics & Economics | 2018-04-12 | Paper |
Grouped multivariate and functional time series forecasting: an application to annuity pricing
Insurance Mathematics & Economics | 2017-07-17 | Paper |
Optimal strategies for pay-as-you-go pension finance: a sustainability framework
Insurance Mathematics & Economics | 2016-11-21 | Paper |
Geometrically designed, variable knot regression splines
Computational Statistics | 2016-09-29 | Paper |
Multiple mortality modeling in Poisson Lee-Carter framework
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Mortality, longevity and experiments with the Lee-Carter model
Lifetime Data Analysis | 2016-02-25 | Paper |
Efficient risk allocation within a non-life insurance group under Solvency II regime
Insurance Mathematics & Economics | 2016-01-05 | Paper |
Geometrically designed, variable knot regression splines
Computational Statistics | 2015-09-14 | Paper |
Modeling trends in cohort survival probabilities
Insurance Mathematics & Economics | 2015-09-14 | Paper |
On the effectiveness of natural hedging for insurance companies and pension plans
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Dependent competing risks: cause elimination and its impact on survival
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Computational framework for longevity risk management
Computational Management Science | 2014-10-06 | Paper |
Corrigendum to ``Common mortality modelling and coherent forecasts. An empirical analysis of worldwide mortality data
Insurance Mathematics & Economics | 2014-06-23 | Paper |
Modelling dependent data for longevity projections
Insurance Mathematics & Economics | 2014-04-25 | Paper |
Modelling and projecting mortality improvement rates using a cohort perspective
Insurance Mathematics & Economics | 2014-04-15 | Paper |
Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
Insurance Mathematics & Economics | 2014-04-03 | Paper |
Extending the Lee-Carter model: a three-way decomposition
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
European Actuarial Journal | 2013-08-20 | Paper |
The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts
Methodology and Computing in Applied Probability | 2012-06-26 | Paper |
Parametric mortality improvement rate modelling and projecting
Insurance Mathematics & Economics | 2012-05-11 | Paper |
On age-period-cohort parametric mortality rate projections
Insurance Mathematics & Economics | 2012-02-10 | Paper |
A dynamic parameterization modeling for the age-period-cohort mortality
Insurance Mathematics & Economics | 2011-08-02 | Paper |
Entropy, longevity and the cost of annuities
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Longevity-indexed life annuities
North American Actuarial Journal | 2011-06-07 | Paper |
Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap
ASTIN Bulletin | 2010-06-21 | Paper |
scientific article; zbMATH DE number 5717342 (Why is no real title available?)
| 2010-06-07 | Paper |
Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality
Methodology and Computing in Applied Probability | 2009-08-31 | Paper |
A parameterized approach to modeling and forecasting mortality
Insurance Mathematics & Economics | 2009-03-04 | Paper |
scientific article; zbMATH DE number 5522381 (Why is no real title available?)
| 2009-03-03 | Paper |
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
Insurance Mathematics & Economics | 2009-01-28 | Paper |
Mean-variance optimization problems for an accumulation phase in a defined benefit plan
Insurance Mathematics & Economics | 2008-08-22 | Paper |
Comparing mortality trends via Lee-Carter method in the framework of multidimensional data analysis
| 2008-03-20 | Paper |
Modelling the joint distribution of competing risks survival times using copula functions
Insurance Mathematics & Economics | 2007-12-14 | Paper |
Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
Journal of the Royal Statistical Society Series C: Applied Statistics | 2007-05-07 | Paper |
Optimal strategies for pricing general insurance
Insurance Mathematics & Economics | 2007-02-19 | Paper |
Asymptotic and numerical analysis of the optimal investment strategy for an insurer
Insurance Mathematics & Economics | 2007-02-19 | Paper |
The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements
Insurance Mathematics & Economics | 2007-01-09 | Paper |
Measuring the effect of mortality improvements on the cost of annuities
Insurance Mathematics & Economics | 2006-10-31 | Paper |
The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case
Insurance Mathematics & Economics | 2006-10-05 | Paper |
Pricing General Insurance Using Optimal Control Theory
ASTIN Bulletin | 2006-10-04 | Paper |
The Treatment of Assets in Pension Funding
ASTIN Bulletin | 2006-10-04 | Paper |
A cohort-based extension to the Lee-Carter model for mortality reduction factors
Insurance Mathematics & Economics | 2006-08-14 | Paper |
Generalized Life Insurance: Ruin Probabilities
Scandinavian Actuarial Journal | 2006-05-24 | Paper |
Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
North American Actuarial Journal | 2006-01-13 | Paper |
Optimal contributions in a defined benefit pension scheme with stochastic new entrants
Insurance Mathematics & Economics | 2006-01-10 | Paper |
Projecting Mortality Trends
North American Actuarial Journal | 2006-01-06 | Paper |
Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans
North American Actuarial Journal | 2006-01-06 | Paper |
An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques
North American Actuarial Journal | 2006-01-05 | Paper |
The premium and the risk of a life policy in the presence of interest rate fluctuations
Insurance Mathematics & Economics | 2005-08-05 | Paper |
Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
Insurance Mathematics & Economics | 2005-08-01 | Paper |
scientific article; zbMATH DE number 2153234 (Why is no real title available?)
| 2005-04-06 | Paper |
Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information
ASTIN Bulletin | 2005-03-30 | Paper |
Application of Frailty-Based Mortality Models Using Generalized Linear Models
ASTIN Bulletin | 2005-03-30 | Paper |
Measuring Process Risk in Income Protection Insurance
ASTIN Bulletin | 2005-03-30 | Paper |
Optimal investment choices post-retirement in a defined contribution pension scheme
Insurance Mathematics & Economics | 2005-01-13 | Paper |
scientific article; zbMATH DE number 2101201 (Why is no real title available?)
| 2004-09-21 | Paper |
scientific article; zbMATH DE number 2101244 (Why is no real title available?)
| 2004-09-21 | Paper |
Risk measurement and management of defined benefit pension schemes: a stochastic approach
IMA Journal of Management Mathematics | 2004-08-16 | Paper |
Exponential smoothing methods in pension funding
IMA Journal of Management Mathematics | 2004-08-16 | Paper |
scientific article; zbMATH DE number 2062316 (Why is no real title available?)
| 2004-03-25 | Paper |
Lee-Carter mortality forecasting with age-specific enhancement.
Insurance Mathematics & Economics | 2004-02-14 | Paper |
Valuation of guaranteed annuity conversion options.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
On the forecasting of mortality reduction factors
Insurance Mathematics & Economics | 2003-11-16 | Paper |
scientific article; zbMATH DE number 1995687 (Why is no real title available?)
| 2003-10-22 | Paper |
Optimal investment strategies and risk measures in defined contribution pension schemes.
Insurance Mathematics & Economics | 2003-06-25 | Paper |
Contribution and solvency risk in a defined benefit pension scheme
Insurance Mathematics & Economics | 2002-10-10 | Paper |
Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities
Insurance Mathematics & Economics | 2001-10-04 | Paper |
Optimal investment strategy for defined contribution pension schemes
Insurance Mathematics & Economics | 2001-07-18 | Paper |
A simple graphical method for the comparison of two mortality experiences
Applied Stochastic Models in Business and Industry | 2001-04-25 | Paper |
The combined effect of delay and feedback on the insurance pricing process: a control theory approach
Insurance Mathematics & Economics | 2001-01-01 | Paper |
An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
Insurance Mathematics & Economics | 2000-01-01 | Paper |
scientific article; zbMATH DE number 1323217 (Why is no real title available?)
| 1999-08-10 | Paper |
Stability of pension systems when gains/losses are amortized and rates of return are autoregressive
Insurance Mathematics & Economics | 1999-06-23 | Paper |
Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
Insurance Mathematics & Economics | 1998-06-02 | Paper |
Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
Insurance Mathematics & Economics | 1998-03-17 | Paper |
Dual modelling and select mortality
Insurance Mathematics & Economics | 1998-03-17 | Paper |
On the graduations associated with a multiple state model for permanent health insurance
Insurance Mathematics & Economics | 1996-04-21 | Paper |
Dynamic approaches to pension funding
Insurance Mathematics & Economics | 1995-08-21 | Paper |
Trend analysis and prediction procedures for time nonhomogeneous claim processes
Insurance Mathematics & Economics | 1995-06-06 | Paper |
Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
Insurance Mathematics & Economics | 1994-11-06 | Paper |
Delay, feedback and variability of pension contributions and fund levels
Insurance Mathematics & Economics | 1994-08-29 | Paper |
Pension funding. The effect of changing the frequency of valuations
Insurance Mathematics & Economics | 1994-06-01 | Paper |
Pension funding with time delays and autoregressive rates of investment return
Insurance Mathematics & Economics | 1994-03-27 | Paper |
Moving weighted average graduation using kernel estimation
Insurance Mathematics & Economics | 1994-01-09 | Paper |
Pension funding with time delays. A stochastic approach
Insurance Mathematics & Economics | 1993-05-16 | Paper |
