Pages that link to "Item:Q2445996"
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The following pages link to Mortality surface by means of continuous time cohort models (Q2445996):
Displaying 18 items.
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
- A class of random field memory models for mortality forecasting (Q1681090) (← links)
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- Spatial patterns of mortality in the United States: a spatial filtering approach (Q2212157) (← links)
- A continuous-time stochastic model for the mortality surface of multiple populations (Q2273987) (← links)
- Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
- Modelling mortality by continuous benefit amount (Q5042787) (← links)
- Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
- Continuous-time multi-cohort mortality modelling with affine processes (Q5123186) (← links)
- Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
- Explosion time for some Laplace transforms of the Wishart process (Q5742577) (← links)
- A calendar year mortality model in continuous time (Q6174082) (← links)
- Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← links)
- Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model (Q6567270) (← links)
- Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models (Q6640252) (← links)
- Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation (Q6665589) (← links)
