Pages that link to "Item:Q104754"
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The following pages link to Modeling and Forecasting U.S. Mortality (Q104754):
Displaying 50 items.
- Pension risk management with funding and buyout options (Q1697235) (← links)
- Using Taiwan national health insurance database to model cancer incidence and mortality rates (Q1697258) (← links)
- Do actuaries believe in longevity deceleration? (Q1697260) (← links)
- Mortality models and longevity risk for small populations (Q1697265) (← links)
- Identifiability, cointegration and the gravity model (Q1697266) (← links)
- Modeling trend processes in parametric mortality models (Q1697268) (← links)
- Small population bias and sampling effects in stochastic mortality modelling (Q1707555) (← links)
- Generalised additive dependency inflated models including aggregated covariates (Q1711602) (← links)
- De-risking strategy: longevity spread buy-in (Q1742716) (← links)
- Modeling stochastic mortality with O-U type processes (Q1747371) (← links)
- A review and comparison of age-period-cohort models for cancer incidence (Q1790374) (← links)
- Parental bereavement: heterogeneous impacts of AIDS in Thailand (Q1867758) (← 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)
- A parsimonious model of subjective life expectancy (Q2015025) (← links)
- On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← 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)
- Prepayment risk in reverse mortgages: an intensity-governed surrender model (Q2034152) (← links)
- Incorporating statistical clustering methods into mortality models to improve forecasting performances (Q2038220) (← links)
- Assessing mortality inequality in the U.S.: what can be said about the future? (Q2038231) (← links)
- Cause of death specific cohort effects in U.S. mortality (Q2038236) (← links)
- Addressing the life expectancy gap in pension policy (Q2038240) (← links)
- It takes two: why mortality trend modeling is more than modeling one mortality trend (Q2038241) (← links)
- Gompertz law revisited: forecasting mortality with a multi-factor exponential model (Q2038250) (← links)
- Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
- Macro longevity risk and the choice between annuity products: evidence from Denmark (Q2038260) (← links)
- Recent declines in life expectancy: implication on longevity risk hedging (Q2038264) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- The economics of sharing macro-longevity risk (Q2038269) (← links)
- Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model (Q2038272) (← links)
- Mortality data correction in the absence of monthly fertility records (Q2038274) (← links)
- Reverse mortgages through artificial intelligence: new opportunities for the actuaries (Q2044799) (← links)
- Longevity risk and economic growth in sub-populations: evidence from Italy (Q2044807) (← links)
- Projections of pension benefits in supplementary pension saving scheme in Slovakia (Q2045637) (← links)
- Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
- Discussion on: ``Exchangeable mortality projection'' (Q2066797) (← links)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
- Bayesian nonparametric dynamic hazard rates in evolutionary life tables (Q2134162) (← links)
- Inference for the Lee-Carter model with an AR(2) process (Q2152250) (← links)
- A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward (Q2153637) (← links)
- Socio-economic differentiation in experienced mortality modelling and its pricing implications (Q2157217) (← links)
- A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme (Q2157231) (← 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)
- Model mortality rates using property and casualty insurance reserving methods (Q2172055) (← links)
- Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056) (← links)