Pages that link to "Item:Q104754"

The following pages link to Modeling and Forecasting U.S. Mortality (Q104754):

Displaying 50 items.

• A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
• On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
• Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
• Mortality surface by means of continuous time cohort models (Q2445996) (← 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)
• Affine stochastic mortality (Q2507942) (← links)
• Rejoinder: Forecasting functional time series (Q2510695) (← links)
• Stochastic analysis of life insurance surplus (Q2513451) (← links)
• Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
• Inference pitfalls in Lee-Carter model for forecasting mortality (Q2520431) (← links)
• Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
• It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
• Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
• Optimal retirement products under subjective mortality beliefs (Q2665840) (← links)
• Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
• Efficient use of data for LSTM mortality forecasting (Q2677941) (← links)
• The slowdown in mortality improvement rates 2011--2017: a multi-country analysis (Q2677948) (← links)
• Smoothing a Time Series by Segments of the Data Range (Q2797837) (← links)
• Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
• Multiple mortality modeling in Poisson Lee–Carter framework (Q2807800) (← links)
• A cautionary note on pricing longevity index swaps (Q2868593) (← links)
• Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
• The analysis of age-specific fertility patterns via logistic models (Q3183828) (← links)
• The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)
• A DSA Algorithm for Mortality Forecasting (Q3385439) (← links)
• The Gompertz-Makeham longevity model (Q3387495) (← links)
• Forecasting mortality rates via density ratio modeling (Q3526424) (← links)
• A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
• SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES (Q4562942) (← links)
• MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
• THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
• COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
• A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
• A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY (Q4563808) (← links)
• Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories (Q4567963) (← links)
• A Hidden Markov Approach to Disability Insurance (Q4567964) (← links)
• The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
• Multi-population mortality models: fitting, forecasting and comparisons (Q4575467) (← links)
• Incorporating the Bühlmann credibility into mortality models to improve forecasting performances (Q4575474) (← 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)
• Mortality regimes and longevity risk in a life annuity portfolio (Q4576922) (← links)
• Cohort extensions of the Poisson common factor model for modelling both genders jointly (Q4576959) (← links)
• Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (Q4576962) (← links)
• On the valuation of reverse mortgage insurance (Q4576970) (← links)
• On fitting generalized linear and non-linear models of mortality (Q4576973) (← links)