The following pages link to Steven Haberman (Q190741):
Displaying 50 items.
- Grouped multivariate and functional time series forecasting: an application to annuity pricing (Q2364018) (← links)
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data (Q2442533) (← links)
- Modelling and projecting mortality improvement rates using a cohort perspective (Q2445998) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)
- Modelling the joint distribution of competing risks survival times using copula functions (Q2463568) (← links)
- Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary (Q2483951) (← links)
- The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526) (← links)
- A cohort-based extension to the Lee-Carter model for mortality reduction factors (Q2499833) (← links)
- The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
- Dependent competing risks: cause elimination and its impact on survival (Q2513602) (← links)
- Optimal contributions in a defined benefit pension scheme with stochastic new entrants (Q2581785) (← links)
- The slowdown in mortality improvement rates 2011--2017: a multi-country analysis (Q2677948) (← links)
- A simple graphical method for the comparison of two mortality experiences (Q2711703) (← links)
- Multiple mortality modeling in Poisson Lee–Carter framework (Q2807800) (← links)
- Extending the Lee–Carter model: a three-way decomposition (Q2866280) (← links)
- Longevity-Indexed Life Annuities (Q3005354) (← links)
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections (Q3435746) (← links)
- (Q3566022) (← links)
- Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)
- (Q3611830) (← links)
- (Q4255119) (← links)
- (Q4431550) (← links)
- (Q4459205) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information (Q4661655) (← links)
- Application of Frailty-Based Mortality Models Using Generalized Linear Models (Q4661703) (← links)
- Measuring Process Risk in Income Protection Insurance (Q4661705) (← links)
- (Q4666844) (← links)
- Risk measurement and management of defined benefit pension schemes: a stochastic approach (Q4810715) (← links)
- Exponential smoothing methods in pension funding (Q4810716) (← links)
- (Q4817776) (← links)
- (Q4817829) (← links)
- The Management of Decumulation Risks in a Defined Contribution Pension Plan (Q5018710) (← 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)
- Optimal Management of an Insurer’s Exposure in a Competitive General Insurance Market (Q5029057) (← links)
- FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY (Q5119561) (← links)
- Multi-population mortality forecasting using tensor decomposition (Q5140648) (← links)
- Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126) (← links)
- (Q5448394) (← links)
- Generalized Life Insurance: Ruin Probabilities (Q5467674) (← links)
- The Treatment of Assets in Pension Funding (Q5490573) (← links)
- Pricing General Insurance Using Optimal Control Theory (Q5490601) (← links)
- An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques (Q5715859) (← links)
- Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans (Q5715950) (← links)
- Projecting Mortality Trends (Q5715966) (← links)
- Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return (Q5718381) (← links)
- Detecting Common Longevity Trends by a Multiple Population Approach (Q5742666) (← links)
- On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England (Q5742669) (← links)
- The dependency premium based on a multifactor model for dependent mortality data (Q5860764) (← links)
- Optimal investment strategy for defined contribution pension schemes (Q5938020) (← links)
