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Modelling longevity bonds : an...
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1
Modelling longevity bonds : analysing the Swiss Re Kortis
bond
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011318350
Saved in:
2
A general procedure for constructing
mortality
models
Hunt, Andrew
;
Blake, David
-
2013
Persistent link: https://www.econbiz.de/10009728653
Saved in:
3
Identifiability,
cointegration
and the gravity model
Hunt, Andrew
;
Blake, David
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 360-368
Persistent link: https://www.econbiz.de/10011825323
Saved in:
4
Identifiability,
cointegration
and the gravity model
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011318347
Saved in:
5
A Bayesian approach to modelling and projecting cohort effects
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011412903
Saved in:
6
Modelling the cohort effect in CBD models using a piecewise linear approach
Zhao, Y.
;
Sweeting, P. J.
-
2012
Persistent link: https://www.econbiz.de/10009573357
Saved in:
7
A memory in the
bond
: green
bond
and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
8
The term structure of Eurozone peripheral
bond
yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
9
Mortality
improvement neural-network models with autoregressive effects
Hsiao, Hung-Tsung
;
Wang, Chou-Wen
;
Liu, I.-Chien
;
Kung, …
- In:
The Geneva papers on risk and insurance - issues and …
49
(
2024
)
2
,
pp. 363-383
Persistent link: https://www.econbiz.de/10014583170
Saved in:
10
Two-dimensional kernel smoothing of
mortality
surface : an evaluation of cohort strength
Li, Han
;
O'Hare, Colin
;
Vahid, Farshid
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 553-563
Persistent link: https://www.econbiz.de/10011595980
Saved in:
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