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  • Search: subject:"multi-population mortality model"
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Year of publication
Subject
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Mortality 7 Sterblichkeit 7 Theorie 6 Theory 6 Risikomodell 5 Risk model 5 multi-population mortality model 5 Forecasting model 3 Multi-population mortality model 3 Prognoseverfahren 3 Risiko 3 Risk 3 Stochastic process 3 Stochastischer Prozess 3 Actuarial mathematics 2 COVID-19 2 Hedging 2 Lee and Miller model 2 Lee-Carter model 2 Li and Lee model 2 Risikomanagement 2 Risk management 2 Versicherungsmathematik 2 calibration 2 forecasting 2 pandemic shock 2 stochastic mortality modelling 2 Annual mortality decrement 1 Bühlmann credibility theory 1 Coronavirus 1 Cost of capital 1 Credibility 1 Derivat 1 Derivative 1 Disaster 1 Entropie 1 Entropy 1 Epidemic 1 Epidemie 1 Factor copulas 1
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Online availability
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Undetermined 4 Free 3 CC license 1
Type of publication
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Article 8
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Article 1
Language
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English 8
Author
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Antonio, Katrien 3 Robben, Jens 3 Devriendt, Sander 2 Chen, Hua 1 Devolder, Pierre 1 Jevtić, Petar 1 MacMinn, Richard D. 1 Perla, Francesca 1 Qin, Chengwei 1 Richman, Ronald 1 Scognamiglio, Salvatore 1 Sun, Tao 1 Tsai, Cary Chi-Liang 1 Wu, Adelaide Di 1 Wüthrich, Mario V. 1 Zeddouk, Fadoua 1 Zhou, Hongjuan 1
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Published in...
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Insurance 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Decisions in economics and finance : a journal of applied mathematics 1 Risks 1 Risks : open access journal 1 Scandinavian actuarial journal 1 The journal of risk & insurance 1
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Source
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ECONIS (ZBW) 7 EconStor 1
Showing 1 - 8 of 8
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Multi-population mortality modeling with Lévy processes
Jevtić, Petar; Qin, Chengwei; Zhou, Hongjuan - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 583-609
Persistent link: https://www.econbiz.de/10014443756
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Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Robben, Jens; Antonio, Katrien; Devriendt, Sander - In: Risks 10 (2022) 2, pp. 1-33
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee mortality model, which has become a standard for...
Persistent link: https://www.econbiz.de/10013200917
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Cover Image
Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Robben, Jens; Antonio, Katrien; Devriendt, Sander - In: Risks : open access journal 10 (2022) 2, pp. 1-33
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee mortality model, which has become a standard for...
Persistent link: https://www.econbiz.de/10012805929
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Accurate and explainable mortality forecasting with the LocalGLMnet
Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore - In: Scandinavian actuarial journal 2024 (2024) 7, pp. 739-761
Persistent link: https://www.econbiz.de/10015052479
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Catastrophe risk in a stochastic multi-population mortality model
Robben, Jens; Antonio, Katrien - In: The journal of risk & insurance 91 (2024) 3, pp. 599-651
Persistent link: https://www.econbiz.de/10015121184
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Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua; Devolder, Pierre - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
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Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
Tsai, Cary Chi-Liang; Wu, Adelaide Di - In: Insurance 91 (2020), pp. 37-54
Persistent link: https://www.econbiz.de/10012241979
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Multi-population mortality models : a factor copula approach
Chen, Hua; MacMinn, Richard D.; Sun, Tao - In: Insurance 63 (2015), pp. 135-146
Persistent link: https://www.econbiz.de/10011349844
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