Mortality surface by means of continuous time cohort models

DOI10.1016/j.insmatheco.2013.04.005zbMath1284.91240OpenAlexW2074545309MaRDI QIDQ2445996

Elisa Luciano, Petar Jevtić, Elena Vigna

Publication date: 15 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://www.carloalberto.org/wp-content/uploads/2018/11/no.264.pdf

zbMATH Keywords

cohort effectmortality forecastingstochastic mortalitydifferential evolution algorithmage effect

Mathematics Subject Classification ID

Related Items (13)

Stochastic Mortality Models and Pandemic Shocks ⋮ Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time ⋮ MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE ⋮ Volterra mortality model: actuarial valuation and risk management with long-range dependence ⋮ Stochastic mortality dynamics driven by mixed fractional Brownian motion ⋮ A class of random field memory models for mortality forecasting ⋮ A calendar year mortality model in continuous time ⋮ Continuous-time multi-cohort mortality modelling with affine processes ⋮ Cohort and value-based multi-country longevity risk management ⋮ Spatial patterns of mortality in the United States: a spatial filtering approach ⋮ Explosion time for some Laplace transforms of the Wishart process ⋮ A continuous-time stochastic model for the mortality surface of multiple populations ⋮ Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?

Uses Software

• Human Mortality

Cites Work

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