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Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility · Study

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PreprintLongevity Risk and the Econometric Analysis of Mortality Trends and Volatility

Michael Sherris2009

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Preprintgreen2009

Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility

Michael Sherris · Carolyn Ndigwako Njenga

13 citations·0/0 files stored·SSRN Electronic Journal

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Insurance, Mortality, Demography, Risk Management Financial Risk and Volatility Modeling Global Health Care Issues

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1992Modeling and Forecasting U. S. Mortality 2002A Poisson log-bilinear regression approach to the construction of projected lifetables 2006Robust forecasting of mortality and fertility rates: A functional data approach 1980The age pattern of mortality

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2011Longevity Risk and the Econometric Analysis of Mortality Trends and Volatilityarticle · 17 shared references 2014The Longevity Prospects of Australian Seniors: An Evaluation of Forecast Method and Outcomearticle · 11 shared references 2008A parameterized approach to modeling and forecasting mortalityarticle · 10 shared references 2015Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancyarticle · 10 shared references 2008Stochastic population forecasts using functional data models for mortality, fertility and migrationarticle · 9 shared references 2011Forecasting Mortality in the Event of a Structural Changearticle · 9 shared references

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations13

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.2139/ssrn.1458084

openalex_workW1965922010

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