Pages that link to "Item:Q3067087"

The following pages link to Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach (Q3067087):

Displaying 50 items.

• Mortality modeling and regression with matrix distributions (Q59392) (← links)
• Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
• Pricing reverse mortgages in Spain (Q362034) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
• The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← 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)
• A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities (Q661256) (← links)
• Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
• Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
• On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling (Q998298) (← links)
• Sex-specific mortality forecasting for UK countries: a coherent approach (Q1616049) (← links)
• Bayesian mortality forecasting with overdispersion (Q1622532) (← links)
• Life tables in actuarial models: from the deterministic setting to a Bayesian approach (Q1633242) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) (← links)
• On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← links)
• Incorporating statistical clustering methods into mortality models to improve forecasting performances (Q2038220) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Model mortality rates using property and casualty insurance reserving methods (Q2172055) (← links)
• Stochastic life table forecasting: a time-simultaneous fan chart application (Q2227418) (← links)
• Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
• Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
• Measuring Basis Risk in Longevity Hedges (Q3107266) (← links)
• A DSA Algorithm for Mortality Forecasting (Q3385439) (← links)
• A partial internal model for longevity risk (Q4576802) (← links)
• Parameter risk in time-series mortality forecasts (Q4577206) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• On the Structure and Classification of Mortality Models (Q4987101) (← links)
• An Analysis of Period and Cohort Mortality Shocks in International Data (Q4987107) (← links)
• A Synthesis Mortality Model for the Elderly (Q4987111) (← links)
• Markov Aging Process and Phase-Type Law of Mortality (Q5019770) (← links)
• A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates (Q5272545) (← links)
• A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates (Q5376477) (← links)
• Applications of Mortality Durations and Convexities in Natural Hedges (Q5379127) (← links)
• A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
• A Bühlmann Credibility Approach to Modeling Mortality Rates (Q5379217) (← links)
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (Q5718077) (← links)
• Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
• Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II (Q5742668) (← links)
• Dispersion modelling of mortality for both sexes with Tweedie distributions (Q5865318) (← links)
• Hierarchical Bayesian modeling of multi-country mortality rates (Q5865319) (← links)
• THE SAINT MODEL: A DECADE LATER (Q5866176) (← links)
• Forecasting short-term mortality trends using Bernstein polynomials (Q6106202) (← links)
• Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness (Q6107669) (← links)
• A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts (Q6107672) (← links)
• Rotation in age patterns of mortality decline: statistical evidence and modeling (Q6163071) (← links)
• A calendar year mortality model in continuous time (Q6174082) (← links)
• Parameter estimation and forecasts for an integrated Lee-Carter model (Q6546096) (← links)