THE SAINT MODEL: A DECADE LATER
From MaRDI portal
Publication:5866176
DOI10.1017/asb.2021.37zbMath1492.91298OpenAlexW4206506465MaRDI QIDQ5866176
Søren Fiig Jarner, Snorre Jallbjørn
Publication date: 13 June 2022
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2021.37
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Modeling and Forecasting U.S. Mortality
- Geometrically designed, variable knot regression splines
- Parametric mortality improvement rate modelling and projecting
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
- Stochastic portfolio specific mortality and the quantification of mortality basis risk
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Analysis of multivariate survival data
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
- Identifiability, cointegration and the gravity model
- Pitfalls and merits of cointegration-based mortality models
- Periodic or generational actuarial tables: which one to choose?
- The frailty model.
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Modelling Adult Mortality in Small Populations: The Saint Model
- Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
- A Gravity Model of Mortality Rates for Two Related Populations
- Life table methods for heterogeneous populations: Distributions describing the heterogeneity
- The unobserved heterogeneity distribution in duration analysis
- Survival models for heterogeneous populations derived from stable distributions
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- MODELLING MORTALITY FOR PENSION SCHEMES
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES
- A partial internal model for longevity risk
- Application of Frailty-Based Mortality Models Using Generalized Linear Models
- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
- On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England
- A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes
- Age-coherent extensions of the Lee–Carter model
This page was built for publication: THE SAINT MODEL: A DECADE LATER
