Bravo, Jorge M.; Ayuso, Mercedes; Holzmann, Robert; Palmer, Edward Intergenerational actuarial fairness when longevity increases: amending the retirement age. (English) Zbl 07804005 Insur. Math. Econ. 113, 161-184 (2023). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{J. M. Bravo} et al., Insur. Math. Econ. 113, 161--184 (2023; Zbl 07804005) Full Text: DOI
Shang, Han Lin; Haberman, Steven; Xu, Ruofan Multi-population modelling and forecasting life-table death counts. (English) Zbl 1498.91368 Insur. Math. Econ. 106, 239-253 (2022). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{H. L. Shang} et al., Insur. Math. Econ. 106, 239--253 (2022; Zbl 1498.91368) Full Text: DOI
Kung, Ko-Lun; MacMinn, Richard D.; Kuo, Weiyu; Tsai, Chenghsien Jason Multi-population mortality modeling: when the data is too much and not enough. (English) Zbl 1484.91391 Insur. Math. Econ. 103, 41-55 (2022). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{K.-L. Kung} et al., Insur. Math. Econ. 103, 41--55 (2022; Zbl 1484.91391) Full Text: DOI
Youn Ahn, Jae; Jeong, Himchan; Lu, Yang On the ordering of credibility factors. (English) Zbl 1475.91322 Insur. Math. Econ. 101, 626-638 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{J. Youn Ahn} et al., Insur. Math. Econ. 101, 626--638 (2021; Zbl 1475.91322) Full Text: DOI arXiv
Li, Hong; Shi, Yanlin Forecasting mortality with international linkages: a global vector-autoregression approach. (English) Zbl 1471.91470 Insur. Math. Econ. 100, 59-75 (2021). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{H. Li} and \textit{Y. Shi}, Insur. Math. Econ. 100, 59--75 (2021; Zbl 1471.91470) Full Text: DOI
Bravo, Jorge M.; Ayuso, Mercedes; Holzmann, Robert; Palmer, Edward Addressing the life expectancy gap in pension policy. (English) Zbl 1467.91135 Insur. Math. Econ. 99, 200-221 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{J. M. Bravo} et al., Insur. Math. Econ. 99, 200--221 (2021; Zbl 1467.91135) Full Text: DOI
Li, Han; Hyndman, Rob J. Assessing mortality inequality in the U.S.: what can be said about the future? (English) Zbl 1467.91145 Insur. Math. Econ. 99, 152-162 (2021). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{H. Li} and \textit{R. J. Hyndman}, Insur. Math. Econ. 99, 152--162 (2021; Zbl 1467.91145) Full Text: DOI
He, Lingyu; Huang, Fei; Shi, Jianjie; Yang, Yanrong Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (English) Zbl 1466.91262 Insur. Math. Econ. 98, 14-34 (2021). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{L. He} et al., Insur. Math. Econ. 98, 14--34 (2021; Zbl 1466.91262) Full Text: DOI arXiv
Mammen, Enno; Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Vogt, Michael Calendar effect and in-sample forecasting. (English) Zbl 1471.91476 Insur. Math. Econ. 96, 31-52 (2021). Reviewer: Peter Kischka (Jena) MSC: 91G05 62P20 62P05 PDFBibTeX XMLCite \textit{E. Mammen} et al., Insur. Math. Econ. 96, 31--52 (2021; Zbl 1471.91476) Full Text: DOI
Gerrard, Russell; Hiabu, Munir; Nielsen, Jens Perch; Vodička, Peter Long-term real dynamic investment planning. (English) Zbl 1445.91058 Insur. Math. Econ. 92, 90-103 (2020). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{R. Gerrard} et al., Insur. Math. Econ. 92, 90--103 (2020; Zbl 1445.91058) Full Text: DOI
Guibert, Quentin; Lopez, Olivier; Piette, Pierrick Forecasting mortality rate improvements with a high-dimensional VAR. (English) Zbl 1425.91223 Insur. Math. Econ. 88, 255-272 (2019). MSC: 91B30 62P05 62M20 91D20 PDFBibTeX XMLCite \textit{Q. Guibert} et al., Insur. Math. Econ. 88, 255--272 (2019; Zbl 1425.91223) Full Text: DOI Link
Li, Han; Li, Hong; Lu, Yang; Panagiotelis, Anastasios A forecast reconciliation approach to cause-of-death mortality modeling. (English) Zbl 1411.91298 Insur. Math. Econ. 86, 122-133 (2019). MSC: 91B30 62P05 62M20 PDFBibTeX XMLCite \textit{H. Li} et al., Insur. Math. Econ. 86, 122--133 (2019; Zbl 1411.91298) Full Text: DOI
D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena De-risking strategy: longevity spread buy-in. (English) Zbl 1401.91125 Insur. Math. Econ. 79, 124-136 (2018). MSC: 91B30 91D20 62P05 91G60 PDFBibTeX XMLCite \textit{V. D'Amato} et al., Insur. Math. Econ. 79, 124--136 (2018; Zbl 1401.91125) Full Text: DOI
Li, Han; O’Hare, Colin Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach. (English) Zbl 1397.91290 Insur. Math. Econ. 77, 166-176 (2017). MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{H. Li} and \textit{C. O'Hare}, Insur. Math. Econ. 77, 166--176 (2017; Zbl 1397.91290) Full Text: DOI
Shang, Han Lin; Haberman, Steven Grouped multivariate and functional time series forecasting: an application to annuity pricing. (English) Zbl 1394.62146 Insur. Math. Econ. 75, 166-179 (2017). MSC: 62P05 62M10 62M20 91D20 PDFBibTeX XMLCite \textit{H. L. Shang} and \textit{S. Haberman}, Insur. Math. Econ. 75, 166--179 (2017; Zbl 1394.62146) Full Text: DOI arXiv
de Jong, Piet; Tickle, Leonie; Xu, Jianhui Coherent modeling of male and female mortality using Lee-Carter in a complex number framework. (English) Zbl 1371.91114 Insur. Math. Econ. 71, 130-137 (2016). MSC: 91B30 91D20 62P05 PDFBibTeX XMLCite \textit{P. de Jong} et al., Insur. Math. Econ. 71, 130--137 (2016; Zbl 1371.91114) Full Text: DOI
Siu, Tak Kuen A self-exciting threshold jump-diffusion model for option valuation. (English) Zbl 1369.91185 Insur. Math. Econ. 69, 168-193 (2016). MSC: 91G20 60J75 62M10 PDFBibTeX XMLCite \textit{T. K. Siu}, Insur. Math. Econ. 69, 168--193 (2016; Zbl 1369.91185) Full Text: DOI
Risk, J.; Ludkovski, M. Statistical emulators for pricing and hedging longevity risk products. (English) Zbl 1369.91095 Insur. Math. Econ. 68, 45-60 (2016). MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{J. Risk} and \textit{M. Ludkovski}, Insur. Math. Econ. 68, 45--60 (2016; Zbl 1369.91095) Full Text: DOI arXiv
Cadena, Meitner; Denuit, Michel Semi-parametric accelerated hazard relational models with applications to mortality projections. (English) Zbl 1373.62513 Insur. Math. Econ. 68, 1-16 (2016). MSC: 62P05 91B30 91D20 PDFBibTeX XMLCite \textit{M. Cadena} and \textit{M. Denuit}, Insur. Math. Econ. 68, 1--16 (2016; Zbl 1373.62513) Full Text: DOI
Tomas, Julien; Planchet, Frédéric Prospective mortality tables: taking heterogeneity into account. (English. French summary) Zbl 1348.91184 Insur. Math. Econ. 63, 169-190 (2015). MSC: 91B30 62P05 91D20 62M20 PDFBibTeX XMLCite \textit{J. Tomas} and \textit{F. Planchet}, Insur. Math. Econ. 63, 169--190 (2015; Zbl 1348.91184) Full Text: DOI
Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. (English) Zbl 1318.91109 Insur. Math. Econ. 62, 151-161 (2015). MSC: 91B30 91B70 91D20 PDFBibTeX XMLCite \textit{I. L. Danesi} et al., Insur. Math. Econ. 62, 151--161 (2015; Zbl 1318.91109) Full Text: DOI
Djehiche, Boualem; Löfdahl, Björn Risk aggregation and stochastic claims reserving in disability insurance. (English) Zbl 1306.91074 Insur. Math. Econ. 59, 100-108 (2014). MSC: 91B30 PDFBibTeX XMLCite \textit{B. Djehiche} and \textit{B. Löfdahl}, Insur. Math. Econ. 59, 100--108 (2014; Zbl 1306.91074) Full Text: DOI arXiv
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria Modelling dependent data for longevity projections. (English) Zbl 1285.91054 Insur. Math. Econ. 51, No. 3, 694-701 (2012). MSC: 91B30 91D20 PDFBibTeX XMLCite \textit{V. D'Amato} et al., Insur. Math. Econ. 51, No. 3, 694--701 (2012; Zbl 1285.91054) Full Text: DOI
Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina The Solvency II square-root formula for systematic biometric risk. (English) Zbl 1235.91085 Insur. Math. Econ. 50, No. 2, 257-265 (2012). MSC: 91B30 91G50 91G40 PDFBibTeX XMLCite \textit{M. C. Christiansen} et al., Insur. Math. Econ. 50, No. 2, 257--265 (2012; Zbl 1235.91085) Full Text: DOI
Hatzopoulos, P.; Haberman, S. A dynamic parameterization modeling for the age-period-cohort mortality. (English) Zbl 1218.91082 Insur. Math. Econ. 49, No. 2, 155-174 (2011). MSC: 91B30 91D20 62P05 PDFBibTeX XMLCite \textit{P. Hatzopoulos} and \textit{S. Haberman}, Insur. Math. Econ. 49, No. 2, 155--174 (2011; Zbl 1218.91082) Full Text: DOI
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David; Coughlan, Guy D.; Epstein, David; Khalaf-Allah, Marwa Evaluating the goodness of fit of stochastic mortality models. (English) Zbl 1231.91179 Insur. Math. Econ. 47, No. 3, 255-265 (2010). MSC: 91B30 91B70 62P05 PDFBibTeX XMLCite \textit{K. Dowd} et al., Insur. Math. Econ. 47, No. 3, 255--265 (2010; Zbl 1231.91179) Full Text: DOI
Yang, Sharon S.; Yue, Jack C.; Huang, Hong-Chih Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models. (English) Zbl 1231.91254 Insur. Math. Econ. 46, No. 1, 254-270 (2010). MSC: 91B30 91B70 62H25 62P05 PDFBibTeX XMLCite \textit{S. S. Yang} et al., Insur. Math. Econ. 46, No. 1, 254--270 (2010; Zbl 1231.91254) Full Text: DOI
Gao, Quansheng; Hu, Chengjun Dynamic mortality factor model with conditional heteroskedasticity. (English) Zbl 1231.91187 Insur. Math. Econ. 45, No. 3, 410-423 (2009). MSC: 91B30 62M10 62M07 62P05 PDFBibTeX XMLCite \textit{Q. Gao} and \textit{C. Hu}, Insur. Math. Econ. 45, No. 3, 410--423 (2009; Zbl 1231.91187) Full Text: DOI
Hatzopoulos, P.; Haberman, S. A parameterized approach to modeling and forecasting mortality. (English) Zbl 1156.91394 Insur. Math. Econ. 44, No. 1, 103-123 (2009). MSC: 91B30 PDFBibTeX XMLCite \textit{P. Hatzopoulos} and \textit{S. Haberman}, Insur. Math. Econ. 44, No. 1, 103--123 (2009; Zbl 1156.91394) Full Text: DOI Link