. In practice, re-calibration of the model to the prevailing market conditions leads to model parameters that change over … consistent re-calibration (CRC) approach, we construct models as concatenations of yield curve increments of Hull-White extended …

to be determined. Response shift includes reprioritization, reconceptualization, and recalibration. We argue that in SWB … measures only recalibration, but not reprioritization and reconceptualization are validity threats. We review approaches to … approaches are most suitable for application to SWB measurement, where only recall bias and recalibration are to be quantified …

. In practice, re-calibration of the model to the prevailing market conditions leads to model parameters that change over … consistent re-calibration (CRC) approach, we construct models as concatenations of yield curve increments of Hull-White extended …

to be determined. Response shift includes reprioritization, reconceptualization, and recalibration. We argue that in SWB … measures only recalibration, but not reprioritization and reconceptualization are validity threats. We review approaches to … approaches are most suitable for application to SWB measurement, where only recall bias and recalibration are to be quantified …

the degradation does not show a clear trend. A recalibration schedule is proposed based on the observed performances …

significant influence on the correlation. But recalibration risk as well as the length of the recalibration window are also … important, as is cohort effect uncertainty. Having accounted for recalibration risk, parameter uncertainty and Poisson risk have …

properties of the sequential recalibration (SR) algorithm. SR is then demonstrated to efficiently solve Auerbach- Kotlikoff OLG …