Pages that link to "Item:Q659163"
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The following pages link to Dynamic mortality factor model with conditional heteroskedasticity (Q659163):
Displaying 11 items.
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- A dynamic parameterization modeling for the age-period-cohort mortality (Q634000) (← links)
- A class of random field memory models for mortality forecasting (Q1681090) (← links)
- Lévy CARMA models for shocks in mortality (Q2331010) (← links)
- Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
- Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
- ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126) (← links)
- Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
- Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans (Q5379164) (← links)
- MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
- Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
