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Mortality surface by means of continuous time cohort models

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2020

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Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?

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2019A continuous-time stochastic model for the mortality surface of multiple populations24 cited

2019Continuous-time multi-cohort mortality modelling with affine processes23 cited

2022Stochastic mortality dynamics driven by mixed fractional Brownian motion18 cited

2020Volterra Mortality Model: Actuarial Valuation and Risk Management with Long-Range Dependence18 cited

2020Cohort and value-based multi-country longevity risk management16 cited

2017A class of random field memory models for mortality forecasting16 cited

2015MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE15 cited