Pages that link to "Item:Q5467657"
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The following pages link to Bootstrapping the Poisson log-bilinear model for mortality forecasting (Q5467657):
Displaying 50 items.
- Semi-parametric accelerated hazard relational models with applications to mortality projections (Q320247) (← links)
- Pricing reverse mortgages in Spain (Q362034) (← links)
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts (Q430862) (← links)
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← links)
- 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)
- Distribution of the random future life expectancies in log-bilinear mortality projection models (Q636128) (← links)
- On stochastic mortality modeling (Q659159) (← links)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities (Q661256) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
- Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality (Q835687) (← links)
- Fuzzy formulation of the Lee-Carter model for mortality forecasting (Q860501) (← links)
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
- Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
- Longevity risk in portfolios of pension annuities (Q998263) (← links)
- On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling (Q998298) (← links)
- Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
- Bayesian mortality forecasting with overdispersion (Q1622532) (← links)
- A class of random field memory models for mortality forecasting (Q1681090) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Small population bias and sampling effects in stochastic mortality modelling (Q1707555) (← links)
- Addressing the life expectancy gap in pension policy (Q2038240) (← links)
- Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- De-risking long-term care insurance (Q2153642) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- Selecting stochastic mortality models for the Italian population (Q2343099) (← links)
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type (Q2364014) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)
- Modelling and forecasting mortality in Spain (Q2482741) (← links)
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval (Q2507938) (← links)
- Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
- Efficient use of data for LSTM mortality forecasting (Q2677941) (← links)
- Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
- SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES (Q4562942) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (Q4576962) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
- Market pricing of longevity-linked securities (Q5003359) (← links)
- (Q5011556) (← links)
- Pension Plan Valuation and Mortality Projection (Q5019723) (← links)
- Threshold Life Tables and Their Applications (Q5022530) (← links)
- Life Insurance Mathematics with Random Life Tables (Q5029074) (← links)
- The Lee-Carter quantile mortality model (Q5123190) (← links)
- A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC (Q5138672) (← links)
