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Cited by

• 2009On the optimal product mix in life insurance companies using conditional value at risk63 cited
• 2007Pension Plan Valuation and Mortality Projection34 cited
• 2011Multidimensional Lee–Carter model with switching mortality processes32 cited
• 2006Heterogeneity in Survival Models - Applications to Pensions and Life Annuities32 cited
• 2005A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data30 cited
• 2001Inference about mortality improvements in life annuity portfolios25 cited
• 2006Application of the Poisson log-bilinear projection model to the G5 mortality experience25 cited
• 2011Analysis of Finnish and Swedish mortality data with stochastic mortality models24 cited
• 2004Longevity risk in living benefits24 cited
• 2007Pension plan valuation and dynamic mortality tables24 cited
• 2001Longevity studies based on kernel hazard estimation21 cited
• 2013Forecasting Mortality for Small Populations by Mixing Mortality Data19 cited
• 2009Calculating Capital Requirements for Longevity Risk in Life Insurance Products Using an Internal Model in Line with Solvency II19 cited
• 2022Stochastic mortality dynamics driven by mixed fractional Brownian motion