Pages that link to "Item:Q5467657"
From MaRDI portal
The following pages link to Bootstrapping the Poisson log-bilinear model for mortality forecasting (Q5467657):
Displaying 11 items.
- MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS (Q5213446) (← links)
- Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables (Q5241944) (← links)
- Stochastic Mortality Modeling: Key Drivers and Dependent Residuals (Q5379229) (← links)
- Longevity and adjustment in pension annuities, with application to Finland (Q5430565) (← links)
- Association and heterogeneity of insured lifetimes in the Lee–Carter framework (Q5430566) (← links)
- NATURAL HEDGING IN LONG-TERM CARE INSURANCE (Q5745194) (← links)
- Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899410) (← links)
- Mortality, longevity and experiments with the Lee-Carter model (Q5963036) (← links)
- Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness (Q6107669) (← 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)
