The following pages link to On stochastic mortality modeling (Q659159):
Displaying 46 items.
- Affine stochastic mortality (Q2507942) (← links)
- Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
- The slowdown in mortality improvement rates 2011--2017: a multi-country analysis (Q2677948) (← links)
- A note on mortality selection (Q2801419) (← links)
- Models for stochastic mortality (Q3441405) (← links)
- Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)
- Stochastic Mortality: The Impact on Target Capital (Q3653510) (← links)
- (Q4002237) (← links)
- A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances (Q4575474) (← links)
- MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX (Q4972117) (← 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)
- On the Structure and Classification of Mortality Models (Q4987101) (← links)
- A Bayesian Approach to Modeling and Projecting Cohort Effects (Q4987102) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Mortality forecasting using stacked regression ensembles (Q5042782) (← links)
- Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models (Q5044696) (← links)
- TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY (Q5045336) (← links)
- Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
- A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891) (← links)
- Pricing longevity-linked derivatives using a stochastic mortality model (Q5077955) (← links)
- Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
- The Lee-Carter quantile mortality model (Q5123190) (← links)
- Drivers of Mortality Dynamics: Identifying Age/Period/Cohort Components of Historical U.S. Mortality Improvements (Q5139812) (← links)
- Introducing and Evaluating a New Multiple-Component Stochastic Mortality Model (Q5140096) (← links)
- (Q5142922) (← links)
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates (Q5376477) (← links)
- A Three-Factor Model for Mortality Modeling (Q5379143) (← links)
- Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans (Q5379164) (← links)
- A Bühlmann Credibility Approach to Modeling Mortality Rates (Q5379217) (← links)
- Stochastic Mortality Modeling: Key Drivers and Dependent Residuals (Q5379229) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- A General Procedure for Constructing Mortality Models (Q5742665) (← links)
- The dependency premium based on a multifactor model for dependent mortality data (Q5860764) (← links)
- Forecasting short-term mortality trends using Bernstein polynomials (Q6106202) (← links)
- A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts (Q6107672) (← links)
- Intergenerational actuarial fairness when longevity increases: amending the retirement age (Q6152691) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)
- A new approximation of annuity prices for age-period-cohort models (Q6593153) (← links)
- Benefit volatility-targeting strategies in lifetime pension pools (Q6607485) (← links)
- Learning and forecasting of age-specific period mortality via B-spline processes with locally-adaptive dynamic coefficients (Q6616335) (← links)
- Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models (Q6640252) (← links)
