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The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives
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References

  • 1988On graduation by mathematical formula189 cited
  • 1972The Analysis of Mortality and other Actuarial Statistics.181 cited
  • 1971The Analysis of Mortality and Other Actuarial Statistics.133 cited

Cited by

  • 2005The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case141 cited
  • 2007Securitization of catastrophe mortality risks102 cited
  • 2006Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization101 cited
  • 2000An investigation into parametric models for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data77 cited
  • 2008Securitization of Longevity Risk in Reverse Mortgages66 cited
  • 2007Estimating the term structure of mortality46 cited
  • 2010Longevity Risk42 cited
  • 2006A Bidimensional Approach to Mortality Risk40 cited
  • 2008A parameterized approach to modeling and forecasting mortality39 cited
  • 2018GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS30 cited
  • 2020Identifiability in age/period mortality models29 cited
  • 2000Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities

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26 cited
  • 2012Rethinking age-period-cohort mortality trend models25 cited
  • 2001Inference about mortality improvements in life annuity portfolios25 cited
  • 2014Coherent mortality forecasting with generalized linear models: A modified time-transformation approach23 cited
  • 2021Mortality models incorporating long memory for life table estimation: a comprehensive analysis22 cited