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The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2005The Generalized Dynamic Factor Model824 cited
  • 2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method623 cited
  • 2007Determining the Number of Factors in the General Dynamic Factor Model559 cited
  • 2006Determining the Number of Primitive Shocks in Factor Models540 cited
  • 2012Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models278 cited
  • 2011Measuring Basis Risk in Longevity Hedges222 cited
  • 1992Modeling and forecasting US sex differentials in mortality181 cited
  • 2011Longevity Hedging 101131 cited
  • 2013The New Life Market111 cited
  • 2011Mortality Regimes and Pricing83 cited
  • 2013Robust Hedging of Longevity Risk82 cited
  • 2013Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan37 cited
  • 2009Dynamic mortality factor model with conditional heteroskedasticity

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Cited by

  • 2020Pricing longevity derivatives via Fourier transforms28 cited
  • 2019Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts19 cited
  • 2019BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL11 cited