Search Results - subject:"Mortality modelling" - EconBiz

Identifiability in age/period mortality models

Hunt, Andrew; Blake, David - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 461-499

Persistent link: https://www.econbiz.de/10012307370

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

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

Identifiability in age/period mortality models

Hunt, Andrew; Blake, David - 2015

Persistent link: https://www.econbiz.de/10011412888

Identifiability in age/period/cohort mortality models

Hunt, Andrew; Blake, David - 2015

Persistent link: https://www.econbiz.de/10011412892

A Bayesian approach to modelling and projecting cohort effects

Hunt, Andrew; Blake, David - 2015

Persistent link: https://www.econbiz.de/10011412903

Forward mortality rates in discrete time I : calibration and securities pricing

Hunt, Andrew; Blake, David - 2015

Persistent link: https://www.econbiz.de/10011412905

Identifiability, cointegration and the gravity model

Hunt, Andrew; Blake, David - 2015

Persistent link: https://www.econbiz.de/10011318347

Modelling longevity bonds : analysing the Swiss Re Kortis bond

Hunt, Andrew; Blake, David - 2015

Persistent link: https://www.econbiz.de/10011318350

Deterministic and stochastic trends in the Lee-Carter mortality model

Callot, Laurent; Haldrup, Niels; Lamb, Malene Kallestrup - School of Economics and Management, University of Aarhus - 2014

The Lee and Carter (1992) model assumes that the deterministic and stochastic time series dynamics loads with identical weights when describing the development of age specific mortality rates. Effectively this means that the main characteristics of the model simplifies to a random walk model...

Persistent link: https://www.econbiz.de/10011079279

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