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Modelling Mortality with Actuarial Applications
16 references·5 citing·25 second hop
Modelling Mortality with Actuarial Applications (2018)Modelling Mortality with Actuarial Applic…A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …Mortality Modelling and Forecasting: a Review of Methods (2008)Mortality Modelling and Forec…A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)A Two‐Factor Model for Stocha…A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A cohort-based extension to t…Smoothing and forecasting mortality rates (2004)Smoothing and forecasting mor…Credit Risk: Modeling, Valuation and Hedging (2004)Credit Risk: Modeling, Valuat…A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…Life Insurance Mathematics (1995)Life Insurance MathematicsDeprivation and Health in Scotland (1993)Deprivation and Health in Sco…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…On graduation by mathematical formula (1988)On graduation by mathematical…On the Nature of the Function Expressive of the Law of Human Mortality (1977)On the Nature of the Function…On Some Experiments in the Graduation of Mortality Statistics (1932)On Some Experiments in the Gr…Measurement of Inequality of Incomes (1921)Measurement of Inequality of …On the Law of Mortality and the Construction of Annuity Tables (1860)On the Law of Mortality and t…XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c (1825)XXIV. On the nature of the fu…On the Gompertz–Makeham law: A useful mortality model to deal with human mortality (2022)On the Gompertz–Makeham law: …Mortality models incorporating long memory for life table estimation: a comprehensive analysis (2021)Mortality models incorporatin…Modelling seasonal mortality with individual data (2020)Modelling seasonal mortality …A stochastic implementation of the APCI model for mortality projections (2019)A stochastic implementation o…A Hermite-spline model of post-retirement mortality (2019)A Hermite-spline model of pos…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Modeling Term Structures of Defaultable Bonds (1999)Quantitative models for operational risk: Extremes, dependence and aggregation (2006)Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (2011)Structural versus Reduced‐Form Models: A New Information‐Based Perspective (2012)Broken Limits to Life Expectancy (2002)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)Area, Class and Health: Should we be Focusing on Places or People? (1993)The Development of a Standardized Neighborhood Deprivation Index (2006)The Family Affluence Scale as a Measure of National Wealth: Validation of an Adolescent Self-Report Measure (2006)Mortality density forecasts: An analysis of six stochastic mortality models (2011)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)The Markov Process in Medical Prognosis (1983)An Introduction to Markov Modelling for Economic Evaluation (1998)Global, regional, and national age–sex specific all-cause and cause-specific mortality for 240 causes of death, 1990–2013: a systematic analysis for the Global Burden of Disease Study 2013 (2014)A single-parameter generalization of the Gini indices of inequality (1980)A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox (1983)Chapter 2 Measurement of inequality (2000)A stochastic model of organizational mortality: Review and reanalysis (1983)Deceleration in the age pattern of mortality at olderages (1998)The Long-Term Pattern of Adult Mortality and the Highest Attained Age (1999)Modelling and management of mortality risk: a review (2008)Bayesian Stochastic Mortality Modelling for Two Populations (2011)
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References

  • 1825XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c3,817 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 1921Measurement of Inequality of Incomes1,729 cited
  • 1993Deprivation and Health in Scotland1,167 cited
  • 2004Credit Risk: Modeling, Valuation and Hedging1,064 cited
  • 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration891 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
  • 1860On the Law of Mortality and the Construction of Annuity Tables465 cited
  • 2008Mortality Modelling and Forecasting: a Review of Methods463 cited
  • 2004Smoothing and forecasting mortality rates452 cited
  • 1977On the Nature of the Function Expressive of the Law of Human Mortality319 cited
  • 1932On Some Experiments in the Graduation of Mortality Statistics293 cited

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1995
Life Insurance Mathematics
248 cited
  • 1988On graduation by mathematical formula189 cited
  • Cited by

    • 2019A Hermite-spline model of post-retirement mortality27 cited
    • 2021Mortality models incorporating long memory for life table estimation: a comprehensive analysis22 cited
    • 2022On the Gompertz–Makeham law: A useful mortality model to deal with human mortality19 cited
    • 2019A stochastic implementation of the APCI model for mortality projections19 cited
    • 2020Modelling seasonal mortality with individual data15 cited