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  • Search: subject:"Mortality modelling"
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Year of publication
Subject
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Mortality 41 Sterblichkeit 41 Theorie 24 Theory 24 Mortality modelling 23 Forecasting model 16 Prognoseverfahren 16 Risikomodell 12 Risk model 12 mortality modelling 12 Stochastic process 10 Stochastischer Prozess 10 Cohort analysis 8 Estimation 8 Kohortenanalyse 8 Risiko 8 Risk 8 Schätzung 8 Time series analysis 8 Zeitreihenanalyse 8 age/period/cohort models 8 Lee-Carter model 7 Actuarial mathematics 6 Versicherungsmathematik 6 Age/period/cohort models 5 Cointegration 5 Kointegration 5 Multi-population mortality modelling 5 COVID-19 4 Insurance 4 Neural networks 4 Neuronale Netze 4 Versicherung 4 stochastic mortality modelling 4 Anleihe 3 Bayes-Statistik 3 Bayesian inference 3 Bond 3 Cohort effects 3 Coronavirus 3
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Online availability
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Free 28 Undetermined 20 CC license 6
Type of publication
All
Article 38 Book / Working Paper 13
Type of publication (narrower categories)
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Article in journal 34 Aufsatz in Zeitschrift 34 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Working Paper 10 Article 4 Thesis 1
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Language
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English 49 Undetermined 2
Author
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Blake, David 15 Hunt, Andrew 15 Scognamiglio, Salvatore 4 Bozikas, Apostolos 3 Pitselis, Georgios 3 Antonio, Katrien 2 Cairns, Andrew 2 Callot, Laurent 2 Devriendt, Sander 2 Haldrup, Niels 2 Hanewald, Katja 2 Jallbjørn, Snorre 2 Jarner, Søren F. 2 Ji, Min 2 Kallestrup-Lamb, Malene 2 Lu, Qian 2 Robben, Jens 2 Rossa, Agnieszka 2 Rui, Zhou 2 Szymański, Andrzej 2 Wang, Xiaojun 2 Alai, Daniel 1 Basellini, Ugofilippo 1 Camarda, Carlo Giovanni 1 Canudas-Romo, Vladimir 1 Carannante, Maria 1 Christiansen, Marcus C. 1 Corsaro, Stefania 1 D'Amato, Valeria 1 Djeundje, Viani Biatat 1 Dodd, Erengul 1 Dowd, Kevin 1 Forster, Jonathan J. 1 Fung, Man Chung 1 Haberman, Steven 1 Hatzopoulos, Peter 1 Hsiao, Hung-Tsung 1 Jiang, Haoran 1 Kjærgaard, Søren 1 Kleinow, Torsten 1
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Institution
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ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 1 School of Economics and Management, University of Aarhus 1
Published in...
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Discussion paper / The Pensions Institute, Cass Business School, City University 10 Insurance / Mathematics & economics 9 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 7 Risks : open access journal 6 Risks 3 ASTIN bulletin : the journal of the International Actuarial Association 2 Astin bulletin : the journal of the International Actuarial Association 2 Insurance : mathematics and economics 2 The Geneva papers on risk and insurance - issues and practice 2 Applied economics letters 1 CREATES Research Papers 1 Decisions in economics and finance : a journal of applied mathematics 1 Quantitative finance and economics 1 Statistics in Transition New Series 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 1
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Source
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ECONIS (ZBW) 44 EconStor 4 RePEc 2 BASE 1
Showing 21 - 30 of 51
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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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Cover Image
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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Cause of death specific cohort effects in U.S. mortality
Lourés, Cristian Redondo; Cairns, Andrew - In: Insurance / Mathematics & economics 99 (2021), pp. 190-199
Persistent link: https://www.econbiz.de/10012649226
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Modelling mortality dependence : an application of dynamic vine copula
Rui, Zhou; Ji, Min - In: Insurance / Mathematics & economics 99 (2021), pp. 241-255
Persistent link: https://www.econbiz.de/10012649231
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On the use of Archimedean copulas for insurance modelling
Kularatne, Thilini Dulanjali; Li, Jackie; Pitt, David C. - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 1, pp. 57-81
Persistent link: https://www.econbiz.de/10012505597
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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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Modelling socio-economic differences in the mortality of Danish males using a new affluence index
Cairns, Andrew; Kallestrup-Lamb, Malene; Rosenskjold, … - 2016
Persistent link: https://www.econbiz.de/10011489281
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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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An age-at-death distribution approach to forecast cohort mortality
Basellini, Ugofilippo; Kjærgaard, Søren; Camarda, … - In: Insurance / Mathematics & economics 91 (2020), pp. 129-143
Persistent link: https://www.econbiz.de/10012241997
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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
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