Pages that link to "Item:Q835687"
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The following pages link to Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality (Q835687):
Displaying 12 items.
- Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219) (← links)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
- On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling (Q998298) (← links)
- Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure (Q1616044) (← links)
- Mortality models and longevity risk for small populations (Q1697265) (← links)
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
- Inference pitfalls in Lee-Carter model for forecasting mortality (Q2520431) (← links)
- Dynamic hazards modelling for predictive longevity risk assessment (Q2657003) (← links)
- Solvency capital requirements for longevity risk under different stochastic mortality models (Q2858943) (← links)
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
- Mortality, longevity and experiments with the Lee-Carter model (Q5963036) (← links)
