Pages that link to "Item:Q1423357"

The following pages link to Lee-Carter mortality forecasting with age-specific enhancement. (Q1423357):

Displaying 50 items.

• Bayesian nonparametric dynamic hazard rates in evolutionary life tables (Q2134162) (← 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)
• Spatial patterns of mortality in the United States: a spatial filtering approach (Q2212157) (← links)
• Stochastic life table forecasting: a time-simultaneous fan chart application (Q2227418) (← links)
• Forecasting mortality in subpopulations using Lee-Carter type models: a comparison (Q2347067) (← links)
• Characterization of between-group inequality of longevity in European union countries (Q2364017) (← links)
• Grouped multivariate and functional time series forecasting: an application to annuity pricing (Q2364018) (← links)
• A subordinated Markov model for stochastic mortality (Q2391941) (← links)
• Explaining Young mortality (Q2427803) (← links)
• Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
• Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
• Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data (Q2442533) (← 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)
• Modelling dependent data for longevity projections (Q2447425) (← links)
• Separable factor analysis with applications to mortality data (Q2453659) (← links)
• Modelling and forecasting mortality in Spain (Q2482741) (← links)
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval (Q2507938) (← links)
• Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
• Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
• Extending the Lee–Carter model: a three-way decomposition (Q2866280) (← links)
• A cautionary note on pricing longevity index swaps (Q2868593) (← links)
• Modelling and management of mortality risk: a review (Q3077713) (← links)
• Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
• Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)
• A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
• A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST (Q4562940) (← links)
• The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
• A partial internal model for longevity risk (Q4576802) (← links)
• Rethinking age-period-cohort mortality trend models (Q4576848) (← links)
• Stochastic modelling of mortality and financial markets (Q4576865) (← links)
• On the valuation of reverse mortgage insurance (Q4576970) (← links)
• GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS (Q4691257) (← links)
• Using the Lee-Carter Method to Forecast Mortality for Populations with Limited Data* (Q4832072) (← links)
• Mortality Forecasting and Trend Shifts: an Application of the Lee-Carter Model to Swedish Mortality Data* (Q4832075) (← links)
• Time-series forecasting of mortality rates using deep learning (Q4959368) (← links)
• Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting (Q4970872) (← links)
• Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP (Q4987080) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
• On the Structure and Classification of Mortality Models (Q4987101) (← links)
• An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
• (Q5011556) (← links)
• Pension Plan Valuation and Mortality Projection (Q5019723) (← links)
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052) (← links)
• Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models (Q5044696) (← links)
• A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891) (← links)