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Lee-Carter mortality forecasting: application to the Italian population
14 references·0 citing·39 second hop
Lee-Carter mortality forecasting: application to the Italian population (2005)Lee-Carter mortality forecasting: applica…Modelling the joint distribution of competing risks survival times using copula functions (2006)Modelling the joint distribut…Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option (2006)Guarantees in With‐Profit and…Excess of loss reinsurance under joint survival optimality (2006)Excess of loss reinsurance un…Lee-Carter Goes Risk-Neutral (2005)Lee-Carter Goes Risk-NeutralBootstrapping the Poisson log-bilinear model for mortality forecasting (2005)Bootstrapping the Poisson log…The income drawdown option: quadratic loss (2004)The income drawdown option: q…Optimal retention levels, given the joint survival of cedent and reinsurer (2004)Optimal retention levels, giv…On the forecasting of mortality reduction factors (2003)On the forecasting of mortali…Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections (2003)Lee–Carter Mortality Forecast…Measuring the longevity risk in mortality projections (2002)Measuring the longevity risk …Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Evaluating the Performance of…The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)The Lee-Carter Method for For…Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Analytic and bootstrap estima…Time Series Analysis, Forecasting, and Control (1995)Time Series Analysis, Forecas…Modeling and Forecasting U. S. Mortality (1992)A universal pattern of mortality decline in the G7 countries (2000)Applying Lee-Carter under conditions of variable mortality decline (2002)Demographic forecasting: 1980 to 2005 in review (2006)Mortality Modelling and Forecasting: a Review of Methods (2008)A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Bayesian forecasting model: predicting U.S. male mortality (2006)Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework (2007)Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach (2009)Regional Model Life Tables and Stable Populations (1983)Lee–Carter mortality forecasting with age-specific enhancement (2003)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)American Economic Review (2019)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)An investigation into stochastic claims reserving models and the chain-ladder technique (2000)Bootstrap Methodology in Claim Reserving (2003)Predictive Distributions of Outstanding Liabilities in General Insurance (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The pricing of equity-linked life insurance policies with an asset value guarantee (1976)A Lévy process-based framework for the fair valuation of participating life insurance contracts (2004)A general asset–liability management model for the efficient simulation of portfolios of life insurance policies (2007)The cost of capital, corporation finance and the theory of investment (2008)Understanding Relationships Using Copulas (1998)An Introduction to Copulas (1999)Copula Methods in Finance (2004)Optimal strategies for pricing general insurance (2006)Application of Copula function in financial risk analysis (2019)A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics (1986)Association and heterogeneity of insured lifetimes in the Lee–Carter framework (2007)A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (2009)Getting life expectancy estimates right for pension policy: period versus cohort approach (2020)Bayesian Poisson log-bilinear mortality projections (2005)A comparative study of parametric mortality projection models (2010)Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Principles of forecasting : a handbook for researchers and practitioners (2001)Survival models in a dynamic context: a survey (2004)Non Mean Reverting Affine Processes for Stochastic Mortality (2005)Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting (2007)
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References

  • 1995Time Series Analysis, Forecasting, and Control3,494 cited
  • 2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality523 cited
  • 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited
  • 2003Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections219 cited
  • 1999Analytic and bootstrap estimates of prediction errors in claims reserving207 cited
  • 2005Bootstrapping the Poisson log-bilinear model for mortality forecasting170 cited
  • 2003On the forecasting of mortality reduction factors146 cited
  • 2006Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option96 cited
  • 2002Measuring the longevity risk in mortality projections92 cited
  • 2006Modelling the joint distribution of competing risks survival times using copula functions80 cited
  • 2006Excess of loss reinsurance under joint survival optimality56 cited
  • 2004Optimal retention levels, given the joint survival of cedent and reinsurer48 cited
  • 2004The income drawdown option: quadratic loss33 cited
  • 2005Lee-Carter Goes Risk-Neutral24 cited

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