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  • Search: subject:"Age/period/cohort models"
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Year of publication
Subject
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age-period-cohort models 17 Theorie 14 Theory 14 Mortality 12 Sterblichkeit 12 Mortality modelling 10 age/period/cohort models 8 Age/period/cohort models 5 Cohort analysis 5 Estimation 5 Kohortenanalyse 5 Risikomodell 5 Risk model 5 Schätzung 5 Cointegration 4 Kointegration 4 Risk 4 Actuarial mathematics 3 Age-Period-Cohort Models 3 Age-period-cohort models 3 Age–period–cohort models 3 Anleihe 3 Auction 3 Auktion 3 Bond 3 Cohort effects 3 Risiko 3 Risikomanagement 3 Risk management 3 Versicherungsmathematik 3 Wein 3 Weinbau 3 Wine 3 Wine industry 3 age–period–cohort models 3 intrinsic estimator 3 mortality modelling 3 Age-Period-Cohort models 2 Auction theory 2 Auktionstheorie 2
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Online availability
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Free 25 Undetermined 17 CC license 1
Type of publication
All
Article 28 Book / Working Paper 17
Type of publication (narrower categories)
All
Working Paper 14 Article in journal 13 Aufsatz in Zeitschrift 13 Arbeitspapier 12 Graue Literatur 12 Non-commercial literature 12 Article 2 research-article 1
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Language
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English 32 Undetermined 11 Portuguese 2
Author
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Blake, David 13 Hunt, Andrew 13 Breeden, Joseph L. 7 Bell, Andrew 3 Bozikas, Apostolos 2 Guimarães, Raquel Rangel de Meireles 2 Jones, Kelvyn 2 Koning, Pierre 2 Kotschy, Rainer 2 Land, Kenneth C. 2 Pitselis, Georgios 2 Rios-Neto, Eduardo Luiz Gonçalves 2 Robert O’Brien 2 Sunde, Uwe 2 Vethaak, Heike 2 Alai, Daniel 1 Albis, Hippolyte d’ 1 Arbeev, Konstantin 1 Arbeeva, Lyubov S. 1 Badji, Ikpidi 1 Crook, Jonathan N. 1 Freedman, Michael 1 Fu, Wenjiang J. 1 Keiding, Niels 1 Ken Seng Tan 1 Knudsen, Lisbeth B. 1 Lambert, Paul C. 1 Li, Johnny Siu-hang 1 Liang, Sisi 1 Masters, Ryan K. 1 O’Brien, Robert M. 1 Powers, Daniel A. 1 Reither, Eric N. 1 Robert M. O’Brien 1 Rutherford, Mark J. 1 Sasieni, Peter D. 1 Sherris, Michael 1 Thompson, John R. 1 Thygesen, Lau Caspar 1 Ukraintseva, Svetlana 1
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Institution
All
Centro de Desenvolvimento e Planejamento Regional (Cedeplar), Universidade Federal de Minas Gerais 2 ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 1
Published in...
All
Discussion paper / The Pensions Institute, Cass Business School, City University 9 Demographic Research 3 Quality & Quantity: International Journal of Methodology 3 Insurance / Mathematics & economics 2 Journal of wine economics 2 Social Science & Medicine 2 Sociological Methods & Research 2 Stata Journal 2 Textos para Discussão Cedeplar-UFMG 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Astin bulletin : the journal of the International Actuarial Association 1 CESifo Working Paper 1 CESifo working papers 1 Discussion paper series / IZA 1 Epidemiologic Methods 1 European journal of operational research : EJOR 1 IZA Discussion Papers 1 International journal of wine business research 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Journal of the Operational Research Society 1 Review of income and wealth 1 Risks 1 Risks : open access journal 1 The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association 1 Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 1 Working paper 1
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Source
All
ECONIS (ZBW) 25 RePEc 15 EconStor 4 Other ZBW resources 1
Showing 11 - 20 of 45
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Multihorizon discrete time survival models
Breeden, Joseph L.; Crook, Jonathan N. - In: Journal of the Operational Research Society 73 (2022) 1, pp. 56-69
Persistent link: https://www.econbiz.de/10012872885
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An empirical study on stochastic mortality modelling under the age-period-cohort framework: The case of Greece with applications to insurance pricing
Bozikas, Apostolos; Pitselis, Georgios - In: Risks 6 (2018) 2, pp. 1-34
During the last decades, life expectancy has risen significantly in the most developed countries all over the world. Greece is a case in point; consequently, higher governmental financial responsibilities occur as well as serious concerns are raised owing to population ageing. To address this...
Persistent link: https://www.econbiz.de/10011996602
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An empirical study on stochastic mortality modelling under the age-period-cohort framework : the case of Greece with applications to insurance pricing
Bozikas, Apostolos; Pitselis, Georgios - In: Risks : open access journal 6 (2018) 2, pp. 1-34
During the last decades, life expectancy has risen significantly in the most developed countries all over the world. Greece is a case in point; consequently, higher governmental financial responsibilities occur as well as serious concerns are raised owing to population ageing. To address this...
Persistent link: https://www.econbiz.de/10011866455
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Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew; Blake, David - 2016
Persistent link: https://www.econbiz.de/10011449869
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Basis risk and pensions schemes : a relative modelling approach
Hunt, Andrew; Blake, David - 2016
Persistent link: https://www.econbiz.de/10011412911
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Identifiability in age/period/cohort mortality models
Hunt, Andrew; Blake, David - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 500-536
Persistent link: https://www.econbiz.de/10012307373
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Identifiability in age/period mortality models
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011412888
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Identifiability in age/period/cohort mortality models
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011412892
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A Bayesian approach to modelling and projecting cohort effects
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011412903
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Forward mortality rates in discrete time I : calibration and securities pricing
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011412905
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