SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Distribution of the random future life expectancies in log-bilinear mortality projection models
15 references·0 citing·34 second hop
Distribution of the random future life expectancies in log-bilinear mortality projection models (2007)Distribution of the random future life ex…Demographic forecasting: 1980 to 2005 in review (2006)Demographic forecasting: 1980…Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection (2006)Comonotonic bounds on the sur…Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval (2005)Evaluating and extending the …Bootstrapping the Poisson log-bilinear model for mortality forecasting (2005)Bootstrapping the Poisson log…Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Actuarial Theory for Dependen…Actuarial Theory for Dependent Risks (2005)Actuarial Theory for Dependen…Survival models in a dynamic context: a survey (2004)Survival models in a dynamic …Projecting Mortality Trends (2004)Projecting Mortality TrendsThe concept of comonotonicity in actuarial science and finance: theory (2002)The concept of comonotonicity…The concept of comonotonicity in actuarial science and finance: applications (2002)The concept of comonotonicity…Measuring the longevity risk in mortality projections (2002)Measuring the longevity risk …A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…A Poisson log-bilinear approach to the construction of projected lifetables (2002)A Poisson log-bilinear approa…The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)The Lee-Carter Method for For…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…Essays in the Theory of Risk-Bearing. (1972)The Pricing of Options and Corporate Liabilities (1973)An Introduction to Copulas (1999)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)Copulas: A Personal View (2009)The Advent of Copulas in Finance (2009)Martingales and arbitrage in multiperiod securities markets (1979)Option pricing: A simplified approach (1979)Financial valuation of guaranteed minimum withdrawal benefits (2005)Risk measures and comonotonicity (2006)Constructing Uncertainty Sets for Robust Linear Optimization (2009)Regional Model Life Tables and Stable Populations (1983)Lee–Carter mortality forecasting with age-specific enhancement (2003)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)American Economic Review (2019)Time Series Analysis: Forecasting and Control (1977)Introduction to Time Series and Forecasting (2002)Modelling Adult Mortality in Small Populations: The Saint Model (2011)Bayesian Probabilistic Projections of Life Expectancy for All Countries (2013)Time Series Analysis: Forecasting and Control (1977)Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions (2006)World Population Prospects The 2006 Revision (2007)Bayesian probabilistic population projections for all countries (2012)Mapping of climate vulnerability of the coastal region of Bangladesh using principal component analysis (2018)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Broken Limits to Life Expectancy (2002)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)A Bayesian forecasting model: predicting U.S. male mortality (2006)Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework (2007)Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach (2009)A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)Mortality Modelling and Forecasting: a Review of Methods (2008)A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)
this work references cited by second hop

References

  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
  • 2002The concept of comonotonicity in actuarial science and finance: theory634 cited
  • 2005Actuarial Theory for Dependent Risks536 cited
  • 2005Actuarial Theory for Dependent Risks: Measures, Orders and Models498 cited
  • 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited
  • 2002The concept of comonotonicity in actuarial science and finance: applications398 cited
  • 2006Demographic forecasting: 1980 to 2005 in review343 cited
  • 2005Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval208 cited
  • 2005Bootstrapping the Poisson log-bilinear model for mortality forecasting170 cited
  • 2004Survival models in a dynamic context: a survey137 cited
  • 2004Projecting Mortality Trends94 cited
  • 2002Measuring the longevity risk in mortality projections92 cited
  • 2002A Poisson log-bilinear approach to the construction of projected lifetables57 cited
  • 2006Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection

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

36 cited

Cited by

No citing works inside the corpus for this window.