SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The New Life Market
16 references·9 citing·20 second hop
The New Life Market (2013)The New Life MarketMortality density forecasts: An analysis of six stochastic mortality models (2011)Mortality density forecasts: …A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Pricing Death: Frameworks for…A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)A Two‐Factor Model for Stocha…A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A cohort-based extension to t…Securitization of Mortality Risks in Life Annuities (2005)Securitization of Mortality R…Coherent mortality forecasts for a group of populations: An extension of the lee-carter method (2005)Coherent mortality forecasts …Affine processes for dynamic mortality and actuarial valuations (2005)Affine processes for dynamic …Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (2004)Stochastic mortality in life …Smoothing and forecasting mortality rates (2004)Smoothing and forecasting mor…Broken Limits to Life Expectancy (2002)Broken Limits to Life Expecta…Applying Lee-Carter under conditions of variable mortality decline (2002)Applying Lee-Carter under con…A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…Survivor Bonds: Helping to Hedge Mortality Risk (2001)Survivor Bonds: Helping to He…Mortality derivatives and the option to annuitise (2001)Mortality derivatives and the…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…Gompertz law revisited: Forecasting mortality with a multi-factor exponential model (2021)Gompertz law revisited: Forec…The Power of Standards (2019)The Power of StandardsANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (2019)ANALYZING MORTALITY BOND INDE…The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing (2017)The Cross‐Section of Asia‐Pac…BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE (2017)BROKEN-HEART, COMMON LIFE, HE…It’s all in the hidden states: A longevity hedging strategy with an explicit measure of population basis risk (2016)It’s all in the hidden states…Parametric mortality indexes: From index construction to hedging strategies (2014)Parametric mortality indexes:…Longevity Risk and Capital Markets: The 2012–2013 Update (2014)Longevity Risk and Capital Ma…The Cost of Counterparty Risk and Collateralization in Longevity Swaps (2012)The Cost of Counterparty Risk…The impact of heterogeneity in individual frailty on the dynamics of mortality (1979)Aging, Natural Death, and the Compression of Morbidity (1980)A Potential Decline in Life Expectancy in the United States in the 21st Century (2005)A Potential Decline in Life Expectancy in the United States in the 21st Century (2005)Ageing populations: the challenges ahead (2009)The age pattern of mortality (1980)Applied Mathematical Demography (2005)Demographic forecasting: 1980 to 2005 in review (2006)Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models (2012)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Non Mean Reverting Affine Processes for Stochastic Mortality (2005)Brownian Motion and Stochastic Calculus (2007)On the pricing of longevity-linked securities (2009)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)The Outlook for Population Growth (2011)Mortality Modelling and Forecasting: a Review of Methods (2008)Modelling and management of mortality risk: a review (2008)Bayesian Stochastic Mortality Modelling for Two Populations (2011)
this work references cited by second hop

References

  • 2002Broken Limits to Life Expectancy2,818 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration891 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
  • 2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method623 cited
  • 2002Applying Lee-Carter under conditions of variable mortality decline455 cited
  • 2004Smoothing and forecasting mortality rates452 cited
  • 2005Affine processes for dynamic mortality and actuarial valuations354 cited
  • 2001Survivor Bonds: Helping to Hedge Mortality Risk350 cited
  • 2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts344 cited
  • 2006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk344 cited
  • 2001Mortality derivatives and the option to annuitise314 cited
  • 2005

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Securitization of Mortality Risks in Life Annuities
304 cited
  • 2011Mortality density forecasts: An analysis of six stochastic mortality models292 cited
  • Cited by

    • 2019The Power of Standards56 cited
    • 2014Parametric mortality indexes: From index construction to hedging strategies23 cited
    • 2012The Cost of Counterparty Risk and Collateralization in Longevity Swaps22 cited
    • 2017The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing20 cited
    • 2021Gompertz law revisited: Forecasting mortality with a multi-factor exponential model17 cited
    • 2016It’s all in the hidden states: A longevity hedging strategy with an explicit measure of population basis risk16 cited
    • 2014Longevity Risk and Capital Markets: The 2012–2013 Update16 cited
    • 2019ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION16 cited
    • 2017BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE16 cited