Pages that link to "Item:Q1413367"

The following pages link to A Poisson log-bilinear regression approach to the construction of projected lifetables. (Q1413367):

Displaying 50 items.

• The forecasting performance of mortality models (Q1633273) (← 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)
• 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)
• Valuation of longevity-linked life annuities (Q1697238) (← links)
• Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison (Q1697248) (← links)
• Do actuaries believe in longevity deceleration? (Q1697260) (← links)
• Mortality models and longevity risk for small populations (Q1697265) (← links)
• Small population bias and sampling effects in stochastic mortality modelling (Q1707555) (← links)
• Modeling stochastic mortality with O-U type processes (Q1747371) (← links)
• Analysis of Finnish and Swedish mortality data with stochastic mortality models (Q1936562) (← links)
• Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428) (← links)
• Constructing dynamic life tables with a single-factor model (Q2026541) (← links)
• Addressing the life expectancy gap in pension policy (Q2038240) (← links)
• Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Mortality data correction in the absence of monthly fertility records (Q2038274) (← links)
• Longevity risk and economic growth in sub-populations: evidence from Italy (Q2044807) (← links)
• An option pricing approach for measuring solvency capital requirements in insurance industry (Q2153217) (← links)
• A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward (Q2153637) (← links)
• Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach (Q2157215) (← links)
• Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
• Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
• A more meaningful parameterization of the Lee-Carter model (Q2212133) (← links)
• Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
• Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
• Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
• Periodic or generational actuarial tables: which one to choose? (Q2303999) (← links)
• An age-at-death distribution approach to forecast cohort mortality (Q2306098) (← links)
• Selecting stochastic mortality models for the Italian population (Q2343099) (← links)
• Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
• Forecasting mortality in subpopulations using Lee-Carter type models: a comparison (Q2347067) (← links)
• A semiparametric panel approach to mortality modeling (Q2347116) (← links)
• On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← 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)
• Coherent modeling of male and female mortality using Lee-Carter in a complex number framework (Q2374103) (← links)
• From regulatory life tables to stochastic mortality projections: the exponential decline model (Q2374122) (← links)
• An index for longevity risk transfer (Q2389987) (← links)
• A subordinated Markov model for stochastic mortality (Q2391941) (← links)
• Explaining Young mortality (Q2427803) (← links)
• Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective (Q2427808) (← links)
• Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations (Q2428749) (← links)
• Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
• A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
• On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
• Mortality surface by means of continuous time cohort models (Q2445996) (← links)
• Modelling and projecting mortality improvement rates using a cohort perspective (Q2445998) (← links)