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COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation
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COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation (2022)COVID-19 accelerated mortality shocks and…Assessing excess mortality in times of pandemics based on principal component analysis of weekly mortality data—the case of COVID-19 (2021)Assessing excess mortality in…The Impact of COVID-19 on Future Higher-Age Mortality (2020)The Impact of COVID-19 on Fut…Forecasting mortality in subpopulations using Lee–Carter type models: A comparison (2015)Forecasting mortality in subp…Forecasting disability: application of a frailty model (2015)Forecasting disability: appli…Heterogeneity of Australian population mortality and implications for a viable life annuity market (2012)Heterogeneity of Australian p…The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts (2011)The Stratified Sampling Boots…The Poisson Log-Bilinear Lee-Carter Model (2011)The Poisson Log-Bilinear Lee-…The mortality of the Italian population: Smoothing techniques on the Lee–Carter model (2011)The mortality of the Italian …A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …Markov Aging Process and Phase-Type Law of Mortality (2007)Markov Aging Process and Phas…Lee–Carter mortality forecasting with age-specific enhancement (2003)Lee–Carter mortality forecast…A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…A duality in aging: the equivalence of mortality models based on radically different concepts (1994)A duality in aging: the equiv…The impact of heterogeneity in individual frailty on the dynamics of mortality (1979)The impact of heterogeneity i…Aging, Natural Death, and the Compression of Morbidity (1980)Applied Probability and Queues (1987)Modeling and Forecasting U. S. Mortality (1992)The determinants of mortality heterogeneity and implications for pricing annuities (2013)VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (2015)Robust forecasting of mortality and fertility rates: A functional data approach (2006)Bayesian Poisson log-bilinear models for mortality projections with multiple populations (2015)A continuous-time stochastic model for the mortality surface of multiple populations (2019)Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks (2021)Alternative Models for the Heterogeneity of Mortality Risks Among the Aged (1986)How long can humans live? Lower bound for biological limit of human longevity calculated from Danish twin data using correlated frailty model (1995)Heterogeneity and its biodemographic implications for longevity and mortality (2001)The compression of deaths above the mode (2010)A universal pattern of mortality decline in the G7 countries (2000)The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)Demographic forecasting: 1980 to 2005 in review (2006)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)On Stochastic Mortality Modeling (2009)Biodemographic Trajectories of Longevity (1998)Population dynamics and demography of Covid-19. Introduction (2021)Life Table Methods for Heterogeneous Populations: Distributions Describing the Heterogeneity (1984)Heterogeneity in mortality: a survey with an actuarial focus (2019)Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age? (2020)A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)Modelling and management of mortality risk: a review (2008)Bayesian Stochastic Mortality Modelling for Two Populations (2011)Mortality density forecasts: An analysis of six stochastic mortality models (2011)Heterogeneity's Ruses: Some Surprising Effects of Selection on Population Dynamics (1985)Broken Limits to Life Expectancy (2002)Biodemography of human ageing (2010)Mortality Modelling and Forecasting: a Review of Methods (2008)Life expectancy inequalities in Wales before COVID-19: an exploration of current contributions by age and cause of death and changes between 2002 and 2018 (2021)Bayesian model averaging for mortality forecasting using leave-future-out validation (2022)The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19 (2022)
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References

  • 1979The impact of heterogeneity in individual frailty on the dynamics of mortality2,576 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
  • 2003Lee–Carter mortality forecasting with age-specific enhancement397 cited
  • 2020The Impact of COVID-19 on Future Higher-Age Mortality126 cited
  • 1994A duality in aging: the equivalence of mortality models based on radically different concepts81 cited
  • 2007Markov Aging Process and Phase-Type Law of Mortality75 cited
  • 2015Forecasting mortality in subpopulations using Lee–Carter type models: A comparison71 cited
  • 2021Assessing excess mortality in times of pandemics based on principal component analysis of weekly mortality data—the case of COVID-1937 cited
  • 2012Heterogeneity of Australian population mortality and implications for a viable life annuity market37 cited
  • 2011The mortality of the Italian population: Smoothing techniques on the Lee–Carter model36 cited
  • 2011The Poisson Log-Bilinear Lee-Carter Model31 cited
  • 2011The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts25 cited
  • 2015Forecasting disability: application of a frailty model

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