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Systematic Mortality Risk : An...
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Estimation theory
Mortality
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Long-term care insurance
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Pflegeversicherung
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Sherris, Michael
6
Ignatieva, Ekaterina
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Landsman, Zinoviy
3
Ungolo, Francesco
3
Zhou, Yuxin
3
Garces, Len Patrick Dominic M.
2
Giacomini, Enzo
2
Härdle, Wolfgang
2
Ignatieva, Katja
2
Peters, Gareth
2
Platen, Eckhard
2
Shevchenko, Pavel V.
2
Spokojnyj, Vladimir G.
2
Alai, Daniel H.
1
Baldeaux, Jan
1
Fung, Man Chung
1
Fung, Simon Man Chung
1
Gouriéroux, Christian
1
Jasiak, Joann
1
Nguyen, Hang
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Rodrigues, Paulo Jorge Maurício
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Insurance / Mathematics & economics
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Insurance : mathematics and economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic literature
1
SFB 649 Discussion Paper 2006-075
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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2
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010347344
Saved in:
3
Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 172-186
Persistent link: https://www.econbiz.de/10011428649
Saved in:
4
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
Saved in:
5
[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]
Sherris, Michael
- In:
Journal of economic literature
45
(
2007
)
4
,
pp. 1049-1053
Persistent link: https://www.econbiz.de/10003632655
Saved in:
6
Scenario selection with LASSO regression for the valuation of variable annuity portfolios
Nguyen, Hang
;
Sherris, Michael
;
Villegas, Andrés M.
; …
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 27-43
Persistent link: https://www.econbiz.de/10015066777
Saved in:
7
A multivariate Tweedie lifetime model : censoring and truncation
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 203-213
Persistent link: https://www.econbiz.de/10011398009
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8
Affine mortality : a Github repository for estimation, analysis and projection of affine mortality models
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
-
2021
Persistent link: https://www.econbiz.de/10012628991
Saved in:
9
Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
-
2023
-
[Revision]
Persistent link: https://www.econbiz.de/10014458542
Saved in:
10
AffineMortality : an R package for estimation, analysis and projection of affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
-
2023
-
[Revision]
Persistent link: https://www.econbiz.de/10014458564
Saved in:
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