Pages that link to "Item:Q5019713"

The following pages link to The Lee-Carter Model for Forecasting Mortality, Revisited (Q5019713):

Displaying 13 items.

• The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
• Robustness and convergence in the Lee-Carter model with cohort effects (Q495469) (← links)
• Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
• Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428) (← links)
• Gompertz law revisited: forecasting mortality with a multi-factor exponential model (Q2038250) (← links)
• Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
• On the valuation of reverse mortgage insurance (Q4576970) (← links)
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (Q5718077) (← links)
• The CBD Mortality Indexes: Modeling and Applications (Q5742658) (← links)
• Lee-Carter state space modeling: Application to the Malaysia mortality data (Q6075628) (← 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)
• Impact of outlier-adjusted Lee-Carter model on the valuation of life annuities (Q6637765) (← links)