References

• 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
• 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
• 2011Mortality density forecasts: An analysis of six stochastic mortality models292 cited
• 1992Modeling and forecasting US sex differentials in mortality181 cited
• 2014Life-course and cohort trajectories of mental health in the UK, 1991–2008 – A multilevel age–period–cohort analysis125 cited
• 2011A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates53 cited
• 2011Multidimensional Lee–Carter model with switching mortality processes32 cited
• 2013On the mortality/longevity risk hedging with mortality immunization30 cited
• 2020On a Periodic Capital Injection and Barrier Dividend Strategy in the Compound Poisson Risk Model30 cited
• 2019Social Optimal mean field control problem for population growth model29 cited
• 2017A quantitative comparison of stochastic mortality models on Italian population data20 cited
• 2017Quantitative Analyses of Transition Pension Liabilities and Solvency Sustainability in China18 cited
• 2018An actuarial balance sheet of the Swiss old‐age pension scheme