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Search: subject:"Poisson common factor model"
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Poisson common factor model
3
Historical simulation
2
Longevity risk
2
Mortality
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Natural hedging
2
Product-ratio model
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Risk reduction
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joint modelling of both sexes
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smoothing
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Li, Jackie
3
Haberman, Steven
2
Lim, Tian Kang
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Pitt, David C.
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Astin bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
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Insurance: Mathematics and Economics
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ECONIS (ZBW)
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1
Smoothing
poisson
common
factor
model
for projecting mortality jointly for both sexes
Pitt, David C.
;
Li, Jackie
;
Lim, Tian Kang
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 509-541
Persistent link: https://www.econbiz.de/10011875662
Saved in:
2
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance: Mathematics and Economics
61
(
2015
)
C
,
pp. 286-297
correlated Poisson Lee–Carter model,
Poisson
common
factor
model
, product-ratio model, and historical simulation. Our analysis is …
Persistent link: https://www.econbiz.de/10011263836
Saved in:
3
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
Saved in:
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