Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Bootstrapping the Poisson log-bilinear model for mortality forecasting - MaRDI portal

Bootstrapping the Poisson log-bilinear model for mortality forecasting

From MaRDI portal
Publication:5467657

DOI10.1080/03461230510009754zbMath1092.91038OpenAlexW2003599805MaRDI QIDQ5467657

Natacha Brouhns, Ingrid Van Keilegom, Michel M. Denuit

Publication date: 24 May 2006

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230510009754



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (60)

Identifiability issues of age-period and age-period-cohort models of the Lee-Carter typeBayesian mortality forecasting with overdispersionLife anuities with stochastic survival probabilities: A reviewMeasurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortalitySemi-parametric accelerated hazard relational models with applications to mortality projectionsDe-risking long-term care insuranceFuzzy formulation of the Lee-Carter model for mortality forecastingEvaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contractsSMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXESA COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGESPricing reverse mortgages in SpainGreen nested simulation via likelihood ratio: applications to longevity risk managementPricingq-forward contracts: an evaluation of estimation window and pricing method under different mortality modelsA class of random field memory models for mortality forecastingEfficient use of data for LSTM mortality forecastingMortality Improvement Rates: Modeling, Parameter Uncertainty, and RobustnessA Neural Approach to Improve the Lee-Carter Mortality Density ForecastsMultivariate time series modeling, estimation and prediction of mortalitiesIntergenerational actuarial fairness when longevity increases: amending the retirement ageLongevity risk and capital markets: the 2015--16 updateThe stratified sampling bootstrap for measuring the uncertainty in mortality forecastsDistribution of the random future life expectancies in log-bilinear mortality projection modelsUnnamed ItemSmall population bias and sampling effects in stochastic mortality modellingThe Lee-Carter quantile mortality modelStochastic Mortality Modeling: Key Drivers and Dependent ResidualsModelling dependent data for longevity projectionsA comparison of risk transfer strategies for a portfolio of life annuities based on RORACOn stochastic mortality modelingPricing longevity risk with the parametric bootstrap: a maximum entropy approachA geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuitiesSwiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approachThe age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bondsRobustness and convergence in the Lee-Carter model with cohort effectsModelling and forecasting mortality in SpainNATURAL HEDGING IN LONG-TERM CARE INSURANCELongevity and adjustment in pension annuities, with application to FinlandAssociation and heterogeneity of insured lifetimes in the Lee–Carter frameworkEvaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence intervalLongevity risk in portfolios of pension annuitiesOn simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modellingComonotonic approximations to quantiles of life annuity conditional expected present valueMortality, longevity and experiments with the Lee-Carter modelAddressing the life expectancy gap in pension policyModeling and pricing longevity derivatives using Skellam distributionLongevity risk and capital markets: the 2019--20 updateParametric mortality indexes: from index construction to hedging strategiesIt's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis riskMULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELSComputational framework for longevity risk managementLongevity Risk and Capital Markets: The 2017–2018 UpdateLongevity Greeks: What Do Insurers and Capital Market Investors Need to Know?Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life TablesMarket pricing of longevity-linked securitiesSelecting stochastic mortality models for the Italian populationUnderstanding, modelling and managing longevity risk: key issues and main challengesUsing bootstrapping to incorporate model error for risk-neutral pricing of longevity riskPension Plan Valuation and Mortality ProjectionThreshold Life Tables and Their ApplicationsLife Insurance Mathematics with Random Life Tables



Cites Work


This page was built for publication: Bootstrapping the Poisson log-bilinear model for mortality forecasting