EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"stochastic mortality modelling"
Narrow search

Narrow search

Year of publication
Subject
All
stochastic mortality modelling 4 Mortality 3 Sterblichkeit 3 Stochastic process 3 Stochastischer Prozess 3 Actuarial mathematics 2 COVID-19 2 Greece 2 Lee and Miller model 2 Li and Lee model 2 Risikomodell 2 Risk model 2 Versicherungsmathematik 2 age-period-cohort models 2 calibration 2 forecasting 2 mortality projection 2 multi-population mortality model 2 pandemic shock 2 Adverse Selektion 1 Adverse selection 1 Coronavirus 1 Epidemic 1 Epidemie 1 Forecasting model 1 Frailty 1 Griechenland 1 Impact assessment 1 Insurance 1 Lebensversicherung 1 Life insurance 1 Modellierung 1 Prognoseverfahren 1 Risiko 1 Risk 1 Schock 1 Scientific modelling 1 Shock 1 Stochastic mortality modelling 1 Theorie 1
more ... less ...
Online availability
All
Free 5 CC license 1
Type of publication
All
Article 5
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3 Article 2
Language
All
English 5
Author
All
Antonio, Katrien 2 Bozikas, Apostolos 2 Devriendt, Sander 2 Pitselis, Georgios 2 Robben, Jens 2 Carannante, Maria 1 D'Amato, Valeria 1 Haberman, Steven 1 Menzietti, Massimiliano 1
more ... less ...
Published in...
All
Risks 2 Risks : open access journal 2 The Geneva papers on risk and insurance - issues and practice 1
Source
All
ECONIS (ZBW) 3 EconStor 2
Showing 1 - 5 of 5
Cover Image
Frailty-based mortality models and reserving for longevity risk
Carannante, Maria; D'Amato, Valeria; Haberman, Steven; … - In: The Geneva papers on risk and insurance - issues and … 49 (2024) 2, pp. 320-339
Persistent link: https://www.econbiz.de/10014583150
Saved in:
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 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
Saved in:
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
Saved in:
Cover Image
An empirical study on stochastic mortality modelling under the age-period-cohort framework: The case of Greece with applications to insurance pricing
Bozikas, Apostolos; Pitselis, Georgios - In: Risks 6 (2018) 2, pp. 1-34
During the last decades, life expectancy has risen significantly in the most developed countries all over the world. Greece is a case in point; consequently, higher governmental financial responsibilities occur as well as serious concerns are raised owing to population ageing. To address this...
Persistent link: https://www.econbiz.de/10011996602
Saved in:
Cover Image
An empirical study on stochastic mortality modelling under the age-period-cohort framework : the case of Greece with applications to insurance pricing
Bozikas, Apostolos; Pitselis, Georgios - In: Risks : open access journal 6 (2018) 2, pp. 1-34
During the last decades, life expectancy has risen significantly in the most developed countries all over the world. Greece is a case in point; consequently, higher governmental financial responsibilities occur as well as serious concerns are raised owing to population ageing. To address this...
Persistent link: https://www.econbiz.de/10011866455
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...