Pages that link to "Item:Q4563805"

The following pages link to MODELLING MORTALITY FOR PENSION SCHEMES (Q4563805):

Displaying 17 items.

• Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← links)
• A generic model for spouse's pensions with a view towards the calculation of liabilities (Q896763) (← links)
• Mortality models and longevity risk for small populations (Q1697265) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model (Q2038272) (← links)
• A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme (Q2157231) (← links)
• A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates (Q2306092) (← links)
• (Q3125694) (← links)
• (Q3611830) (← links)
• Quantifying mortality risk in small defined-benefit pension schemes (Q4576836) (← links)
• Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
• Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (Q4987113) (← links)
• A Hermite-spline model of post-retirement mortality (Q5217903) (← links)
• Survival analysis of pension scheme mortality when data are missing (Q5228141) (← links)
• THE SAINT MODEL: A DECADE LATER (Q5866176) (← links)
• CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS (Q5866177) (← links)
• Socioeconomic differentials in mortality: implications on index-based longevity hedges (Q6156008) (← links)