| Publication | Date of Publication | Type |
|---|
| Cause-of-death mortality forecasting using adaptive penalized tensor decompositions | 2023-07-18 | Paper |
| The slowdown in mortality improvement rates 2011--2017: a multi-country analysis | 2023-01-09 | Paper |
| Multi-population modelling and forecasting life-table death counts | 2022-09-14 | Paper |
| Optimal Management of an Insurer’s Exposure in a Competitive General Insurance Market | 2022-02-11 | Paper |
| Modelling and forecasting mortality improvement rates with random effects | 2022-01-14 | Paper |
| “Pension Plan Valuation and Mortality Projection: A Case Study with Mortality Data,” Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot, and Étienne Marceau, April 2007 | 2022-01-10 | Paper |
| The Management of Decumulation Risks in a Defined Contribution Pension Plan | 2021-12-22 | Paper |
| The dependency premium based on a multifactor model for dependent mortality data | 2021-11-22 | Paper |
| Pension schemes versus real estate | 2021-11-08 | Paper |
| Multi-population mortality forecasting using tensor decomposition | 2020-12-16 | Paper |
| FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY | 2020-08-31 | Paper |
| Coherent modeling of mortality patterns for age-specific subgroups | 2019-10-23 | Paper |
| Portfolio Optimization under Solvency Constraints: A Dynamical Approach | 2019-05-28 | Paper |
| Detecting Common Longevity Trends by a Multiple Population Approach | 2019-05-15 | Paper |
| On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England | 2019-05-15 | Paper |
| A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES | 2018-06-04 | Paper |
| De-risking strategy: longevity spread buy-in | 2018-04-12 | Paper |
| Grouped multivariate and functional time series forecasting: an application to annuity pricing | 2017-07-17 | Paper |
| Optimal strategies for pay-as-you-go pension finance: a sustainability framework | 2016-11-21 | Paper |
| Geometrically designed, variable knot regression splines | 2016-09-29 | Paper |
| Multiple mortality modeling in Poisson Lee–Carter framework | 2016-05-25 | Paper |
| Mortality, longevity and experiments with the Lee-Carter model | 2016-02-25 | Paper |
| Efficient risk allocation within a non-life insurance group under Solvency II regime | 2016-01-05 | Paper |
| Geometrically designed, variable knot regression splines | 2015-09-14 | Paper |
| Modeling trends in cohort survival probabilities | 2015-09-14 | Paper |
| Forecasting mortality in subpopulations using Lee-Carter type models: a comparison | 2015-05-26 | Paper |
| On the effectiveness of natural hedging for insurance companies and pension plans | 2015-05-26 | Paper |
| Dependent competing risks: cause elimination and its impact on survival | 2015-01-28 | Paper |
| Computational framework for longevity risk management | 2014-10-06 | Paper |
| Corrigendum to ``Common mortality modelling and coherent forecasts. An empirical analysis of worldwide mortality data | 2014-06-23 | Paper |
| Modelling dependent data for longevity projections | 2014-04-25 | Paper |
| Modelling and projecting mortality improvement rates using a cohort perspective | 2014-04-15 | Paper |
| Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data | 2014-04-03 | Paper |
| Extending the Lee–Carter model: a three-way decomposition | 2013-12-13 | Paper |
| Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality | 2013-08-20 | Paper |
| The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts | 2012-06-26 | Paper |
| Parametric mortality improvement rate modelling and projecting | 2012-05-11 | Paper |
| On age-period-cohort parametric mortality rate projections | 2012-02-10 | Paper |
| A dynamic parameterization modeling for the age-period-cohort mortality | 2011-08-02 | Paper |
| Entropy, longevity and the cost of annuities | 2011-08-01 | Paper |
| Longevity-Indexed Life Annuities | 2011-06-07 | Paper |
| Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap | 2010-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3566022 | 2010-06-07 | Paper |
| Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality | 2009-08-31 | Paper |
| A parameterized approach to modeling and forecasting mortality | 2009-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3611830 | 2009-03-03 | Paper |
| On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling | 2009-01-28 | Paper |
| Mean-variance optimization problems for an accumulation phase in a defined benefit plan | 2008-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5448394 | 2008-03-20 | Paper |
| Modelling the joint distribution of competing risks survival times using copula functions | 2007-12-14 | Paper |
| Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections | 2007-05-07 | Paper |
| Optimal strategies for pricing general insurance | 2007-02-19 | Paper |
| Asymptotic and numerical analysis of the optimal investment strategy for an insurer | 2007-02-19 | Paper |
| The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements | 2007-01-09 | Paper |
| Measuring the effect of mortality improvements on the cost of annuities | 2006-10-31 | Paper |
| The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case | 2006-10-05 | Paper |
| The Treatment of Assets in Pension Funding | 2006-10-04 | Paper |
| Pricing General Insurance Using Optimal Control Theory | 2006-10-04 | Paper |
| A cohort-based extension to the Lee-Carter model for mortality reduction factors | 2006-08-14 | Paper |
| Generalized Life Insurance: Ruin Probabilities | 2006-05-24 | Paper |
| Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return | 2006-01-13 | Paper |
| Optimal contributions in a defined benefit pension scheme with stochastic new entrants | 2006-01-10 | Paper |
| Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans | 2006-01-06 | Paper |
| Projecting Mortality Trends | 2006-01-06 | Paper |
| An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques | 2006-01-05 | Paper |
| The premium and the risk of a life policy in the presence of interest rate fluctuations | 2005-08-05 | Paper |
| Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary | 2005-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4666844 | 2005-04-06 | Paper |
| Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information | 2005-03-30 | Paper |
| Application of Frailty-Based Mortality Models Using Generalized Linear Models | 2005-03-30 | Paper |
| Measuring Process Risk in Income Protection Insurance | 2005-03-30 | Paper |
| Optimal investment choices post-retirement in a defined contribution pension scheme | 2005-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4817776 | 2004-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4817829 | 2004-09-21 | Paper |
| Risk measurement and management of defined benefit pension schemes: a stochastic approach | 2004-08-16 | Paper |
| Exponential smoothing methods in pension funding | 2004-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4459205 | 2004-03-25 | Paper |
| Lee-Carter mortality forecasting with age-specific enhancement. | 2004-02-14 | Paper |
| Valuation of guaranteed annuity conversion options. | 2003-11-16 | Paper |
| On the forecasting of mortality reduction factors | 2003-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431550 | 2003-10-22 | Paper |
| Optimal investment strategies and risk measures in defined contribution pension schemes. | 2003-06-25 | Paper |
| Contribution and solvency risk in a defined benefit pension scheme | 2002-10-10 | Paper |
| Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities | 2001-10-04 | Paper |
| Optimal investment strategy for defined contribution pension schemes | 2001-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2711703 | 2001-04-25 | Paper |
| The combined effect of delay and feedback on the insurance pricing process: a control theory approach | 2001-01-01 | Paper |
| An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4255119 | 1999-08-10 | Paper |
| Stability of pension systems when gains/losses are amortized and rates of return are autoregressive | 1999-06-23 | Paper |
| Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme | 1998-06-02 | Paper |
| Dual modelling and select mortality | 1998-03-17 | Paper |
| Stochastic investment returns and contribution rate risk in a defined benefit pension scheme | 1998-03-17 | Paper |
| On the graduations associated with a multiple state model for permanent health insurance | 1996-04-21 | Paper |
| Dynamic approaches to pension funding | 1995-08-21 | Paper |
| Trend analysis and prediction procedures for time nonhomogeneous claim processes | 1995-06-06 | Paper |
| Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme | 1994-11-06 | Paper |
| Delay, feedback and variability of pension contributions and fund levels | 1994-08-29 | Paper |
| Pension funding. The effect of changing the frequency of valuations | 1994-06-01 | Paper |
| Pension funding with time delays and autoregressive rates of investment return | 1994-03-27 | Paper |
| Moving weighted average graduation using kernel estimation | 1994-01-09 | Paper |
| Pension funding with time delays. A stochastic approach | 1993-05-16 | Paper |
