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The following pages link to A continuous-time stochastic model for the mortality surface of multiple populations (Q2273987):

Displaying 20 items.

Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
A common age effect model for the mortality of multiple populations (Q492649) (← links)
Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
Spatial patterns of mortality in the United States: a spatial filtering approach (Q2212157) (← links)
Mortality surface by means of continuous time cohort models (Q2445996) (← links)
Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
An approximation model of independent survival two-strains (Q2926983) (← links)
The Poisson Birnbaum–Saunders model with long-term survivors (Q2934867) (← links)
(Q3809633) (← links)
Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS (Q5152543) (← links)
The dependency premium based on a multifactor model for dependent mortality data (Q5860764) (← links)
Multi-population mortality modeling with Lévy processes (Q6089413) (← links)
A calendar year mortality model in continuous time (Q6174082) (← links)
Pricing and hedging of longevity basis risk through securitisation (Q6494327) (← links)
Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models (Q6640252) (← links)
Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation (Q6665589) (← links)