SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Constructing entity specific projected mortality table: adjustment to a reference
9 references·2 citing·33 second hop
Constructing entity specific projected mortality table: adjustment to a reference (2014)Constructing entity specific projected mo…A General Procedure for Constructing Mortality Models (2014)A General Procedure for Const…Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: Application to long-term care insurance (2013)Multidimensional smoothing by…Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Pricing Death: Frameworks for…Modèles linéaires et additifs généralisés, maximum de vraisemblance local et méthodes relationnelles en assurance sur la vie (2006)Modèles linéaires et additifs…A Comparison of Nonparametric Methods in the Graduation of Mortality: Application to Data from the Valencia Region (Spain) (2006)A Comparison of Nonparametric…Construction de tables de mortalité périodiques et prospectives (2005)Construction de tables de mor…Closing and projecting life tables using log-linear models (2005)Closing and projecting life t…Recent Mortality Trends in the Spanish Population (2002)Recent Mortality Trends in th…On graduation by mathematical formula (1988)On graduation by mathematical…Semi-parametric accelerated hazard relational models with applications to mortality projections (2016)Semi-parametric accelerated h…A credibility approach of the Makeham mortality law (2016)A credibility approach of the…A Reducible Four-Parameter System of Model Life Tables (1983)A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics (1986)A Poisson log-bilinear approach to the construction of projected lifetables (2002)Prospective mortality tables: Taking heterogeneity into account (2015)AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY (2018)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (2006)Longevity Bonds: Financial Engineering, Valuation, and Hedging (2006)Valuation and hedging of life insurance liabilities with systematic mortality risk (2006)The Analysis of Mortality and other Actuarial Statistics. (1972)The age pattern of mortality (1980)A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities (2010)The age pattern of increases in mortality affected by HIV (2013)Tablas de mortalidad de Ecuador continental mediante un análisis de supervivencia (2018)Generalized Linear Models and Actuarial Science (1996)Smoothing and forecasting mortality rates (2004)Predictive Modeling in Long-Term Care Insurance (2016)Modeling and Forecasting U. S. Mortality (1992)Insurance: Mathematics and Economics (2004)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)The New Life Market (2013)On the Structure and Classification of Mortality Models (2015)Getting life expectancy estimates right for pension policy: period versus cohort approach (2020)The Limits of Population Forecasting (1981)Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models (2012)Bayesian Poisson log-bilinear models for mortality projections with multiple populations (2015)Valuation of longevity-linked life annuities (2017)Career breaks, broken pensions? Long-run effects of early and late-career unemployment spells on pension entitlements (2020)Modelling residuals dependence in dynamic life tables: A geostatistical approach (2007)A comparative study of parametric mortality projection models (2010)Actuarial Mathematics for Life Contingent Risks (2019)
this work references cited by second hop

References

  • 2006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk344 cited
  • 1988On graduation by mathematical formula189 cited
  • 2014A General Procedure for Constructing Mortality Models101 cited
  • 2005Closing and projecting life tables using log-linear models55 cited
  • 2002Recent Mortality Trends in the Spanish Population41 cited
  • 2006A Comparison of Nonparametric Methods in the Graduation of Mortality: Application to Data from the Valencia Region (Spain)38 cited
  • 2013Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: Application to long-term care insurance16 cited
  • 2005Construction de tables de mortalité périodiques et prospectives12 cited
  • 2006Modèles linéaires et additifs généralisés, maximum de vraisemblance local et méthodes relationnelles en assurance sur la vie10 cited

Cited by

  • 2016A credibility approach of the Makeham mortality law9 cited
  • 2016Semi-parametric accelerated hazard relational models with applications to mortality projections7 cited

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