References

• 1992Modeling and Forecasting U. S. Mortality2,311 cited
• 1974Residual Life Time at Great Age1,484 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
• 2004Option Pricing Under a Double Exponential Jump Diffusion Model654 cited
• 2020Demographic perspectives on the mortality of COVID-19 and other epidemics287 cited
• 2009Modelling Longevity Dynamics for Pensions and Annuity Business285 cited
• 2015StMoMo : An R Package for Stochastic Mortality Modeling213 cited
• 2020The Impact of COVID-19 on Future Higher-Age Mortality126 cited
• 2009Modeling Mortality With Jumps: Applications to Mortality Securitization124 cited
• 2009Mortality risk modeling: Applications to insurance securitization87 cited
• 2011Mortality Regimes and Pricing83 cited
• 2013Robust Hedging of Longevity Risk82 cited
• 2012Longevity/Mortality Risk Modeling and Securities Pricing79 cited