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An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing
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An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing (2018)An Empirical Study on Stochastic Mortalit…Mortality density forecasts: An analysis of six stochastic mortality models (2011)Mortality density forecasts: …On Stochastic Mortality Modeling (2009)On Stochastic Mortality Model…Modelling Longevity Dynamics for Pensions and Annuity Business (2009)Modelling Longevity Dynamics …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…Robust forecasting of mortality and fertility rates: A functional data approach (2006)Robust forecasting of mortali…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…Lee–Carter mortality forecasting with age-specific enhancement (2003)Lee–Carter mortality forecast…Applying Lee-Carter under conditions of variable mortality decline (2002)Applying Lee-Carter under con…A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Evaluating the Performance of…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A universal pattern of mortality decline in the G7 countries (2000)Demographic forecasting: 1980 to 2005 in review (2006)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)A state space framework for automatic forecasting using exponential smoothing methods (2002)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)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Modelling and management of mortality risk: a review (2008)Bayesian Stochastic Mortality Modelling for Two Populations (2011)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 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
  • 2006Robust forecasting of mortality and fertility rates: A functional data approach675 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
  • 2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality523 cited
  • 2008Mortality Modelling and Forecasting: a Review of Methods463 cited
  • 2002Applying Lee-Carter under conditions of variable mortality decline455 cited
  • 2003Lee–Carter mortality forecasting with age-specific enhancement397 cited
  • 2011Mortality density forecasts: An analysis of six stochastic mortality models292 cited

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  • 2009Modelling Longevity Dynamics for Pensions and Annuity Business285 cited
  • 2009On Stochastic Mortality Modeling271 cited
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