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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Prognoseverfahren"
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ECONIS (ZBW)
46
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1
Optimal investment, consumption and life insurance purchase with learning about return predictability
Peng, Xingchun
;
Li, Baihui
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 70-95
Persistent link: https://www.econbiz.de/10014466205
Saved in:
2
Cause-of-death mortality forecasting using adaptive penalized tensor decompositions
Zhang, Xuanming
;
Huang, Fei
;
Hui, Francis K. C.
; …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 193-213
Persistent link: https://www.econbiz.de/10014317145
Saved in:
3
Stochastic loss reserving with mixture density neural networks
Al-Mudafer, Muhammed Taher
;
Avanzi, Benjamin
;
Taylor, Greg
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 144-174
Persistent link: https://www.econbiz.de/10013348990
Saved in:
4
Model mortality rates using property and casualty insurance reserving methods
Tsai, Cary Chi-Liang
;
Kim, Seyeon
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 326-340
Persistent link: https://www.econbiz.de/10013380573
Saved in:
5
Predictive risk analysis using a collective risk model : choosing between past frequency and aggregate severity information
Oh, Rosy
;
Lee, Youngju
;
Zhu, Dan
;
Ahn, Jae Youn
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 127-139
Persistent link: https://www.econbiz.de/10012482789
Saved in:
6
A random forest based approach for predicting spreads in the primary catastrophe bond market
Makariou, Despoina
;
Barrieu, Pauline
;
Chen, Yining
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 140-162
Persistent link: https://www.econbiz.de/10012793915
Saved in:
7
Mortality forecasting using factor models : time-varying or time-invariant factor loadings?
He, Lingyu
;
Huang, Fei
;
Shi, Jianjie
;
Yang, Yanrong
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 14-34
Persistent link: https://www.econbiz.de/10012545273
Saved in:
8
Incorporating statistical clustering methods into mortality models to improve forecasting performances
Tsai, Cary Chi-Liang
;
Cheng, Echo Sihan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 42-62
Persistent link: https://www.econbiz.de/10012649207
Saved in:
9
Modeling and pricing longevity derivatives using Skellam distribution
Kung, Ko-Lun
;
Liu, I-Chien
;
Wang, Chou-Wen
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 341-354
Persistent link: https://www.econbiz.de/10012649236
Saved in:
10
Infinitely stochastic micro reserving
Maciak, Matúš
;
Okhrin, Ostap
;
Pešta, Michal
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 30-58
Persistent link: https://www.econbiz.de/10012622380
Saved in:
11
Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
Wang, Pei
;
Shen, Yang
;
Zhang, Ling
;
Kang, Yuxin
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 384-407
Persistent link: https://www.econbiz.de/10012622401
Saved in:
12
Long-term real dynamic investment planning
Gerrard, Russell
;
Hiabu, Munir
;
Nielsen, Jens Perch
; …
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 90-103
Persistent link: https://www.econbiz.de/10012242041
Saved in:
13
Pitfalls and merits of cointegration-based mortality models
Jarner, Søren F.
;
Jallbjørn, Snorre
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 80-93
Persistent link: https://www.econbiz.de/10012169501
Saved in:
14
Modeling mortality with a Bayesian vector autoregression
Njenga, Carolyn Ndigwako
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 40-57
Persistent link: https://www.econbiz.de/10012419110
Saved in:
15
The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012294047
Saved in:
16
A Bayesian nonparametric model and its application in insurance loss prediction
Huang, Yifan
;
Meng, Shengwang
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 84-94
Persistent link: https://www.econbiz.de/10012294065
Saved in:
17
Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
Bozikas, Apostolos
;
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 353-368
Persistent link: https://www.econbiz.de/10012294142
Saved in:
18
Forecasting mortality rate improvements with a high-dimensional VAR
Guibert, Quentin
;
Lopez, Olivier
;
Piette, Pierrick
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 255-272
Persistent link: https://www.econbiz.de/10012105577
Saved in:
19
A forecast reconciliation approach to cause-of-death mortality modeling
Li, Han
;
Li, Hong
;
Lu, Yang
;
Panagiotelis, Anastasios
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 122-133
Persistent link: https://www.econbiz.de/10012058845
Saved in:
20
A dependent frequency-severity approach to modeling longitudinal insurance claims
Lee, Gee
;
Shi, Peng
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 115-129
Persistent link: https://www.econbiz.de/10012058928
Saved in:
21
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
22
The double-gap life expectancy forecasting model
Pascariu, Marius D.
;
Canudas-Romo, Vladimir
;
Vaupel, …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 339-350
Persistent link: https://www.econbiz.de/10011825317
Saved in:
23
Identifiability, cointegration and the gravity model
Hunt, Andrew
;
Blake, David
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 360-368
Persistent link: https://www.econbiz.de/10011825323
Saved in:
24
Portfolio management with targeted constant market volatility
Bao Doan
;
Papageorgiou, Nicolas A.
;
Reeves, Jonathan J.
; …
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 134-147
Persistent link: https://www.econbiz.de/10011944110
Saved in:
25
Bayesian mortality forecasting with overdispersion
Wong, Jackie S. T.
;
Forster, Jonathan J.
;
Smith, Peter W. F.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 206-221
Persistent link: https://www.econbiz.de/10011944142
Saved in:
26
Semi-parametric extensions of the Cairns-Blake-Dowd model : a one-dimensional kernel smoothing approach
Li, Han
;
O'Hare, Colin
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 166-176
Persistent link: https://www.econbiz.de/10011783941
Saved in:
27
Grouped multivariate and functional time series forecasting : an application to annuity pricing
Shang, Han Lin
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 166-179
Persistent link: https://www.econbiz.de/10011740807
Saved in:
28
Full Bayesian analysis of claims reserving uncertainty
Peters, Gareth
;
Targino, Rodrigo S.
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 41-53
Persistent link: https://www.econbiz.de/10011702044
Saved in:
29
A multivariate evolutionary credibility model for mortality improvement rates
Schinzinger, Edo
;
Denuit, Michel
;
Christiansen, Marcus C.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 70-81
Persistent link: https://www.econbiz.de/10011530925
Saved in:
30
Inference pitfalls in Lee-Carter model for forecasting mortality
Leng, Xuan
;
Peng, Liang
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 58-65
Persistent link: https://www.econbiz.de/10011597167
Saved in:
31
Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics
Bartels, Mariana
;
Ziegelmann, Flávio A.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 66-79
Persistent link: https://www.econbiz.de/10011597172
Saved in:
32
The choice of sample size for mortality forecasting : a Bayesian learning approach
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011349841
Saved in:
33
Robustness and convergence in the Lee-Carter model with cohort effects
Hunt, Andrew
;
Villegas, Andrés M.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 186-202
Persistent link: https://www.econbiz.de/10011398002
Saved in:
34
A semiparametric panel approach to mortality modeling
Li, Han
;
O'Hare, Colin
;
Zhang, Xibin
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 264-270
Persistent link: https://www.econbiz.de/10010515873
Saved in:
35
In-sample forecasting applied to reserving and mesothelioma mortality
Mammen, Enno
;
Martínez Miranda, María Dolores
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 76-86
Persistent link: https://www.econbiz.de/10010515924
Saved in:
36
Bayesian nonparametric predictive modeling of group health claims
Fellingham, Gilbert W.
;
Kottas, Athanasios
;
Hartman, …
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010484853
Saved in:
37
Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
Klein, Nadja
;
Denuit, Michel
;
Lang, Stefan
;
Kneib, Thomas
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 225-249
Persistent link: https://www.econbiz.de/10010366171
Saved in:
38
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
Puccetti, Giovanni
;
Wang, Bin
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 821-828
Persistent link: https://www.econbiz.de/10010227817
Saved in:
39
Parametric mortality improvement rate modelling and projecting
Haberman, Steven
;
Renshaw, Arthur
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 309-333
Persistent link: https://www.econbiz.de/10009544171
Saved in:
40
Modelling dependent data for longevity projections
D'Amato, Valeria
;
Haberman, Steven
;
Piscopo, Gabriella
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 694-701
Persistent link: https://www.econbiz.de/10009683191
Saved in:
41
Time-simultaneous prediction bands : a new look at the uncertainty involved in forecasting mortality
Siu-Hang Li, Johnny
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 81-88
Persistent link: https://www.econbiz.de/10009157439
Saved in:
42
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 438-453
Persistent link: https://www.econbiz.de/10009404687
Saved in:
43
A copula approach to test asymmetric information with applications to predictive modeling
Shi, Peng
;
Valdez, Emiliano
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 226-239
Persistent link: https://www.econbiz.de/10009242030
Saved in:
44
A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Kogure, Atsuyuki
;
Kurachi, Yoshiyuki
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 162-172
Persistent link: https://www.econbiz.de/10003953330
Saved in:
45
Univariate and bivariate GPD methods for predicting extreme wind storm losses
Brodin, Erik
;
Rootzén, Holger
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 345-356
Persistent link: https://www.econbiz.de/10009517629
Saved in:
46
A parameterized approach to modeling and forecasting mortality
Hatzopoulos, P.
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10009517654
Saved in:
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