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Measuring the longevity risk in mortality projections

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References

2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited
1986A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics344 cited
2001Uncertainty in mortality projections: an actuarial perspective130 cited

Cited by

2007Association and heterogeneity of insured lifetimes in the Lee–Carter framework88 cited
2009A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions72 cited
2020Getting life expectancy estimates right for pension policy: period versus cohort approach64 cited
2006Fuzzy formulation of the Lee–Carter model for mortality forecasting49 cited
2007Negative binomial version of the Lee–Carter model for mortality forecasting43 cited
2010Longevity Risk42 cited
2014A quantitative comparison of simulation strategies for mortality projection38 cited
2007Pension Plan Valuation and Mortality Projection34 cited
2020Identifiability in age/period mortality models29 cited
2007Comonotonic approximations to quantiles of life annuity conditional expected present value27 cited

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2011The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts25 cited

2006Application of the Poisson log-bilinear projection model to the G5 mortality experience25 cited

2007Pension plan valuation and dynamic mortality tables24 cited

2008Mortality, longevity and experiments with the Lee–Carter model20 cited

2015Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk18 cited

2010Investigating Mortality Uncertainty Using the Block Bootstrap17 cited