Search Results - subject:"Mortality modelling"

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A general procedure for constructing mortality models

Hunt, Andrew; Blake, David - 2013

Persistent link: https://www.econbiz.de/10009728653

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

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

Modelling mortality for pension schemes

Hunt, Andrew; Blake, David - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 601-629

Persistent link: https://www.econbiz.de/10011729641

A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting

Fung, Man Chung; Peters, Gareth; Shevchenko, Pavel V. - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 343-389

Persistent link: https://www.econbiz.de/10011820669

A credibility approach for combining likelihoods of generalized linear models

Christiansen, Marcus C.; Schinzinger, Edo - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 531-569

Persistent link: https://www.econbiz.de/10011669729

Deterministic and stochastic trends in the Lee-Carter mortality model

Callot, Laurent; Haldrup, Niels; Kallestrup-Lamb, Malene - In: Applied economics letters 23 (2016) 7/9, pp. 486-493

Persistent link: https://www.econbiz.de/10011627706

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

Modelling longevity bonds : analysing the Swiss Re Kortis bond

Hunt, Andrew; Blake, David - In: Insurance / Mathematics & economics 63 (2015), pp. 12-29

Persistent link: https://www.econbiz.de/10011349873

Stochastic Mortality Modelling

Liu, Xiaoming Jr - 2008

For life insurance and annuity products whose payoffs depend on the future mortality rates, there is a risk that realizedmortality rates will be different from the anticipated ratesaccounted for in their pricing and reserving calculations. This istermed as mortality risk. Since mortality risk is...

Persistent link: https://www.econbiz.de/10009455275

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