References

• 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
• 2002Broken Limits to Life Expectancy2,818 cited
• 2010Analysis of Financial Time Series1,035 cited
• 2003Widening socioeconomic inequalities in mortality in six Western European countries786 cited
• 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
• 1998Testing and Modeling Multivariate Threshold Models677 cited
• 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
• 2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method623 cited
• 2001A Regime-Switching Model of Long-Term Stock Returns436 cited
• 2006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk344 cited
• 2006Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities273 cited
• 2001On the Scale of Global Demographic Convergence 1950–2000262 cited
• 2011Bayesian Stochastic Mortality Modelling for Two Populations230 cited
• 2011Measuring Basis Risk in Longevity Hedges222 cited
• 1998A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP