Pages that link to "Item:Q104754"
From MaRDI portal
The following pages link to Modeling and Forecasting U.S. Mortality (Q104754):
Displaying 50 items.
- Mortality modeling and regression with matrix distributions (Q59392) (← links)
- StanMoMo (Q104760) (← links)
- The double-gap life expectancy forecasting model (Q149471) (← links)
- BayesMortalityPlus (Q159206) (← links)
- Case study of Swiss mortality using Bayesian modeling (Q303722) (← links)
- A credibility approach of the Makeham mortality law (Q303726) (← links)
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- A multivariate evolutionary credibility model for mortality improvement rates (Q343971) (← links)
- Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality (Q362047) (← links)
- Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
- Fair demographic risk sharing in defined contribution pension systems (Q433378) (← links)
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- Prospective mortality tables: taking heterogeneity into account (Q492640) (← links)
- A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- A common age effect model for the mortality of multiple populations (Q492649) (← links)
- The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← links)
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk (Q492655) (← links)
- De-risking defined benefit plans (Q492661) (← links)
- The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
- Modeling trends in cohort survival probabilities (Q495464) (← links)
- Robustness and convergence in the Lee-Carter model with cohort effects (Q495469) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Parametric survival densities from phase-type models (Q509841) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- A dynamic parameterization modeling for the age-period-cohort mortality (Q634000) (← links)
- A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
- A stochastic model for mortality rate on italian data (Q639215) (← links)
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
- The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
- Stochastic portfolio specific mortality and the quantification of mortality basis risk (Q659104) (← links)
- On stochastic mortality modeling (Q659159) (← links)
- Dynamic mortality factor model with conditional heteroskedasticity (Q659163) (← links)
- Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
- A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (Q659201) (← links)
- Securitization, structuring and pricing of longevity risk (Q659203) (← links)
- Evaluating the advanced life deferred annuity -- an annuity people might actually buy (Q659210) (← links)
- Longevity risk in pension annuities with exchange options: the effect of product design (Q659212) (← links)
- Mortality risk modeling: applications to insurance securitization (Q659218) (← links)
- Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219) (← links)
- Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
- An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
- The conversion option in life insurance (Q659249) (← links)
- A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- Evaluating the goodness of fit of stochastic mortality models (Q661248) (← links)
