Li, Johnny Siu-Hang; Kim, Joseph H. T. Rotation in age patterns of mortality decline: statistical evidence and modeling. (English) Zbl 1515.91119 Probab. Eng. Inf. Sci. 37, No. 2, 621-652 (2023). MSC: 91D20 62M20 PDF BibTeX XML Cite \textit{J. S. H. Li} and \textit{J. H. T. Kim}, Probab. Eng. Inf. Sci. 37, No. 2, 621--652 (2023; Zbl 1515.91119) Full Text: DOI
Nieto-Barajas, Luis E. Bayesian nonparametric dynamic hazard rates in evolutionary life tables. (English) Zbl 07522671 Lifetime Data Anal. 28, No. 2, 319-334 (2022). MSC: 62Nxx 62P10 PDF BibTeX XML Cite \textit{L. E. Nieto-Barajas}, Lifetime Data Anal. 28, No. 2, 319--334 (2022; Zbl 07522671) Full Text: DOI arXiv
Li, Jackie; Lee, Maggie; Guthrie, Simon A double common factor model for mortality projection using best-performance mortality rates as reference. (English) Zbl 1471.91471 ASTIN Bull. 51, No. 2, 349-374 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J. Li} et al., ASTIN Bull. 51, No. 2, 349--374 (2021; Zbl 1471.91471) Full Text: DOI
Broeders, Dirk; Mehlkopf, Roel; van Ool, Annick The economics of sharing macro-longevity risk. (English) Zbl 1467.91136 Insur. Math. Econ. 99, 440-458 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{D. Broeders} et al., Insur. Math. Econ. 99, 440--458 (2021; Zbl 1467.91136) Full Text: DOI
Hunt, Andrew; Blake, David On the structure and classification of mortality models. (English) Zbl 1461.91244 N. Am. Actuar. J. 25, Suppl. 1, S215-S234 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S215--S234 (2021; Zbl 1461.91244) Full Text: DOI Link
Yang, Sharon S.; Yeh, Yu-Yun; Yue, Jack C.; Huang, Hong Chih Understanding patterns of mortality homogeneity and heterogeneity across countries and their role in modeling mortality dynamics and hedging longevity risk. (English) Zbl 1465.91098 N. Am. Actuar. J. 25, Suppl. 1, S132-S155 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{S. S. Yang} et al., N. Am. Actuar. J. 25, S132--S155 (2021; Zbl 1465.91098) Full Text: DOI
Atance, David; Balbás, Alejandro; Navarro, Eliseo Constructing dynamic life tables with a single-factor model. (English) Zbl 1468.91120 Decis. Econ. Finance 43, No. 2, 787-825 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{D. Atance} et al., Decis. Econ. Finance 43, No. 2, 787--825 (2020; Zbl 1468.91120) Full Text: DOI
Vékás, Péter Rotation of the age pattern of mortality improvements in the European union. (English) Zbl 07252397 CEJOR, Cent. Eur. J. Oper. Res. 28, No. 3, 1031-1048 (2020). MSC: 90Bxx PDF BibTeX XML Cite \textit{P. Vékás}, CEJOR, Cent. Eur. J. Oper. Res. 28, No. 3, 1031--1048 (2020; Zbl 07252397) Full Text: DOI
Li, Jackie; Liu, Jia A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes. (English) Zbl 1411.91300 Scand. Actuar. J. 2019, No. 2, 97-112 (2019). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{J. Li} and \textit{J. Liu}, Scand. Actuar. J. 2019, No. 2, 97--112 (2019; Zbl 1411.91300) Full Text: DOI
Apicella, Giovanna; Sibillo, Marilena Corrective factors for longevity projections in a dynamic context. (English) Zbl 1416.91148 Eur. Actuar. J. 8, No. 1, 53-68 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{G. Apicella} and \textit{M. Sibillo}, Eur. Actuar. J. 8, No. 1, 53--68 (2018; Zbl 1416.91148) Full Text: DOI
Hainaut, Donatien A neural-network analyzer for mortality forecast. (English) Zbl 1390.91186 ASTIN Bull. 48, No. 2, 481-508 (2018). MSC: 91B30 62P05 92D20 PDF BibTeX XML Cite \textit{D. Hainaut}, ASTIN Bull. 48, No. 2, 481--508 (2018; Zbl 1390.91186) Full Text: DOI
Li, Zixi; Shao, Adam W.; Sherris, Michael The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates. (English) Zbl 1414.91216 N. Am. Actuar. J. 21, No. 4, 594-610 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Li} et al., N. Am. Actuar. J. 21, No. 4, 594--610 (2017; Zbl 1414.91216) Full Text: DOI
Benchimol, Andrés; Albarrán, Irene; Marín, Juan Miguel; Alonso-González, Pablo Projecting dynamic life tables using data cloning. (English) Zbl 1383.62233 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2016. Selected papers based on the presentations at the conference, Paris, France, March 30 – April 1, 2016. Cham: Springer (ISBN 978-3-319-50233-5/hbk; 978-3-319-50234-2/ebook). 43-57 (2017). MSC: 62P05 62N05 91B30 PDF BibTeX XML Cite \textit{A. Benchimol} et al., in: Mathematical and statistical methods for actuarial sciences and finance. MAF 2016. Selected papers based on the presentations at the conference, Paris, France, March 30 -- April 1, 2016. Cham: Springer. 43--57 (2017; Zbl 1383.62233) Full Text: DOI
Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia A class of random field memory models for mortality forecasting. (English) Zbl 1422.62309 Insur. Math. Econ. 77, 97-110 (2017). MSC: 62P05 62M40 62F12 91B30 60G60 PDF BibTeX XML Cite \textit{P. Doukhan} et al., Insur. Math. Econ. 77, 97--110 (2017; Zbl 1422.62309) Full Text: DOI HAL
Wang, Chou-Wen; Huang, Hong-Chih; Lee, Yung-Tsung On the valuation of reverse mortgage insurance. (English) Zbl 1401.91199 Scand. Actuar. J. 2016, No. 4, 293-318 (2016). MSC: 91B30 91G30 60G51 60J75 91G20 PDF BibTeX XML Cite \textit{C.-W. Wang} et al., Scand. Actuar. J. 2016, No. 4, 293--318 (2016; Zbl 1401.91199) Full Text: DOI
Wang, Hsin Chung; Yue, Jack C. Mortality, health, and marriage: a study based on Taiwan’s population data. (English) Zbl 1414.91240 N. Am. Actuar. J. 19, No. 3, 187-199 (2015). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{H. C. Wang} and \textit{J. C. Yue}, N. Am. Actuar. J. 19, No. 3, 187--199 (2015; Zbl 1414.91240) Full Text: DOI
Hunt, Andrew; Blake, David A general procedure for constructing mortality models. (English) Zbl 1412.91045 N. Am. Actuar. J. 18, No. 1, 116-138 (2014). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 18, No. 1, 116--138 (2014; Zbl 1412.91045) Full Text: DOI Link
Alai, Daniel H.; Sherris, Michael Rethinking age-period-cohort mortality trend models. (English) Zbl 1401.91088 Scand. Actuar. J. 2014, No. 3, 208-227 (2014). MSC: 91B30 62J12 62P05 PDF BibTeX XML Cite \textit{D. H. Alai} and \textit{M. Sherris}, Scand. Actuar. J. 2014, No. 3, 208--227 (2014; Zbl 1401.91088) Full Text: DOI
Biffi, Paola; Clemente, Gian Paolo Selecting stochastic mortality models for the Italian population. (English) Zbl 1398.91312 Decis. Econ. Finance 37, No. 2, 255-286 (2014). MSC: 91B30 62P05 91D20 62E15 PDF BibTeX XML Cite \textit{P. Biffi} and \textit{G. P. Clemente}, Decis. Econ. Finance 37, No. 2, 255--286 (2014; Zbl 1398.91312) Full Text: DOI
Debón, A.; Montes, F.; Sala, R. Pricing reverse mortgages in Spain. (English) Zbl 1270.91101 Eur. Actuar. J. 3, No. 1, 23-43 (2013). MSC: 91G40 91G60 PDF BibTeX XML Cite \textit{A. Debón} et al., Eur. Actuar. J. 3, No. 1, 23--43 (2013; Zbl 1270.91101) Full Text: DOI Link
Lee, Yung-Tsung; Wang, Chou-Wen; Huang, Hong-Chih On the valuation of reverse mortgages with regular tenure payments. (English) Zbl 1284.91550 Insur. Math. Econ. 51, No. 2, 430-441 (2012). MSC: 91G20 91B30 91G40 91D20 PDF BibTeX XML Cite \textit{Y.-T. Lee} et al., Insur. Math. Econ. 51, No. 2, 430--441 (2012; Zbl 1284.91550) Full Text: DOI
Gaille, Séverine Forecasting mortality: when academia meets practice. (English) Zbl 1269.93022 Eur. Actuar. J. 2, No. 1, 49-76 (2012). MSC: 93B30 62P05 PDF BibTeX XML Cite \textit{S. Gaille}, Eur. Actuar. J. 2, No. 1, 49--76 (2012; Zbl 1269.93022) Full Text: DOI Link
Hainaut, Donatien Multidimensional Lee-Carter model with switching mortality processes. (English) Zbl 1235.91091 Insur. Math. Econ. 50, No. 2, 236-246 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. Hainaut}, Insur. Math. Econ. 50, No. 2, 236--246 (2012; Zbl 1235.91091) Full Text: DOI
Giacometti, Rosella; Bertocchi, Marida; Rachev, Svetlozar T.; Fabozzi, Frank J. A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates. (English) Zbl 1235.91089 Insur. Math. Econ. 50, No. 1, 85-93 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Giacometti} et al., Insur. Math. Econ. 50, No. 1, 85--93 (2012; Zbl 1235.91089) Full Text: DOI
Li, Jing; Szimayer, Alexander The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts. (English) Zbl 1228.91041 Insur. Math. Econ. 49, No. 3, 471-486 (2011). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{J. Li} and \textit{A. Szimayer}, Insur. Math. Econ. 49, No. 3, 471--486 (2011; Zbl 1228.91041) Full Text: DOI Link
Giacometti, R.; Ortobelli, S.; Bertocchi, M. A stochastic model for mortality rate on italian data. (English) Zbl 1221.91031 J. Optim. Theory Appl. 149, No. 1, 216-228 (2011). MSC: 91B30 62N05 PDF BibTeX XML Cite \textit{R. Giacometti} et al., J. Optim. Theory Appl. 149, No. 1, 216--228 (2011; Zbl 1221.91031) Full Text: DOI
Shang, Zhaoning; Goovaerts, Marc; Dhaene, Jan A recursive approach to mortality-linked derivative pricing. (English) Zbl 1218.91156 Insur. Math. Econ. 49, No. 2, 240-248 (2011). MSC: 91G20 65R10 44A10 91B30 60J70 60H30 PDF BibTeX XML Cite \textit{Z. Shang} et al., Insur. Math. Econ. 49, No. 2, 240--248 (2011; Zbl 1218.91156) Full Text: DOI
Debón, A.; Martínez-Ruiz, F.; Montes, F. A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities. (English) Zbl 1231.91173 Insur. Math. Econ. 47, No. 3, 327-336 (2010). MSC: 91B30 62P05 86A32 PDF BibTeX XML Cite \textit{A. Debón} et al., Insur. Math. Econ. 47, No. 3, 327--336 (2010; Zbl 1231.91173) Full Text: DOI Link
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 PDF BibTeX XML Cite \textit{S. S. Yang} et al., Insur. Math. Econ. 46, No. 1, 254--270 (2010; Zbl 1231.91254) Full Text: DOI
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal Mortality risk modeling: applications to insurance securitization. (English) Zbl 1231.91168 Insur. Math. Econ. 46, No. 1, 242-253 (2010). MSC: 91B30 91B70 91G10 PDF BibTeX XML Cite \textit{S. H. Cox} et al., Insur. Math. Econ. 46, No. 1, 242--253 (2010; Zbl 1231.91168) Full Text: DOI
Biffis, Enrico; Denuit, Michel; Devolder, Pierre Stochastic mortality under measure changes. (English) Zbl 1226.91022 Scand. Actuar. J. 2010, No. 4, 284-311 (2010). MSC: 91B30 60K10 60G40 60H30 PDF BibTeX XML Cite \textit{E. Biffis} et al., Scand. Actuar. J. 2010, No. 4, 284--311 (2010; Zbl 1226.91022) Full Text: DOI
Denuit, Michel; Frostig, Esther Life insurance mathematics with random life tables. (English) Zbl 1483.91188 N. Am. Actuar. J. 13, No. 3, 339-355 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{E. Frostig}, N. Am. Actuar. J. 13, No. 3, 339--355 (2009; Zbl 1483.91188) Full Text: DOI
Haberman, Steven; Renshaw, Arthur On age-period-cohort parametric mortality rate projections. (English) Zbl 1231.91195 Insur. Math. Econ. 45, No. 2, 255-270 (2009). MSC: 91B30 91B82 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{A. Renshaw}, Insur. Math. Econ. 45, No. 2, 255--270 (2009; Zbl 1231.91195) Full Text: DOI Link
Lazar, Dorina; Denuit, Michel M. A multivariate time series approach to projected life tables. (English) Zbl 1224.91069 Appl. Stoch. Models Bus. Ind. 25, No. 6, 806-823 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. Lazar} and \textit{M. M. Denuit}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 806--823 (2009; Zbl 1224.91069) Full Text: DOI
Jalen, Luka; Mamon, Rogemar Valuation of contingent claims with mortality and interest rate risks. (English) Zbl 1171.91349 Math. Comput. Modelling 49, No. 9-10, 1893-1904 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Jalen} and \textit{R. Mamon}, Math. Comput. Modelling 49, No. 9--10, 1893--1904 (2009; Zbl 1171.91349) Full Text: DOI
Denuit, Michel Life anuities with stochastic survival probabilities: A review. (English) Zbl 1170.91409 Methodol. Comput. Appl. Probab. 11, No. 3, 463-489 (2009). MSC: 91B30 62P05 60E15 PDF BibTeX XML Cite \textit{M. Denuit}, Methodol. Comput. Appl. Probab. 11, No. 3, 463--489 (2009; Zbl 1170.91409) 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 PDF BibTeX XML Cite \textit{P. Hatzopoulos} and \textit{S. Haberman}, Insur. Math. Econ. 44, No. 1, 103--123 (2009; Zbl 1156.91394) Full Text: DOI Link
Haberman, Steven; Renshaw, Arthur Mortality, longevity and experiments with the Lee-Carter model. (English) Zbl 1356.62205 Lifetime Data Anal. 14, No. 3, 286-315 (2008). MSC: 62P05 91B30 91D20 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{A. Renshaw}, Lifetime Data Anal. 14, No. 3, 286--315 (2008; Zbl 1356.62205) Full Text: DOI
Debón, A.; Montes, F.; Mateu, J.; Porcu, E.; Bevilacqua, M. Modelling residuals dependence in dynamic life tables: a geostatistical approach. (English) Zbl 1452.62760 Comput. Stat. Data Anal. 52, No. 6, 3128-3147 (2008). MSC: 62P05 62-08 91D20 91G05 PDF BibTeX XML Cite \textit{A. Debón} et al., Comput. Stat. Data Anal. 52, No. 6, 3128--3147 (2008; Zbl 1452.62760) Full Text: DOI
Denuit, Michel Comonotonic approximations to quantiles of life annuity conditional expected present value. (English) Zbl 1152.91576 Insur. Math. Econ. 42, No. 2, 831-838 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Denuit}, Insur. Math. Econ. 42, No. 2, 831--838 (2008; Zbl 1152.91576) Full Text: DOI
Lin, Yijia; Cox, Samuel H. Securitization of catastrophe mortality risks. (English) Zbl 1152.91593 Insur. Math. Econ. 42, No. 2, 628-637 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Lin} and \textit{S. H. Cox}, Insur. Math. Econ. 42, No. 2, 628--637 (2008; Zbl 1152.91593) Full Text: DOI Link
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E. Estimating the term structure of mortality. (English) Zbl 1152.91585 Insur. Math. Econ. 42, No. 2, 492-504 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{N. Hári} et al., Insur. Math. Econ. 42, No. 2, 492--504 (2008; Zbl 1152.91585) Full Text: DOI
Kedem, Benjamin; Lu, Guanhua; Wei, Rong; Williams, Paul D. Forecasting mortality rates via density ratio modeling. (English) Zbl 1146.62069 Can. J. Stat. 36, No. 2, 193-206 (2008). MSC: 62M20 62M10 91D20 62G07 PDF BibTeX XML Cite \textit{B. Kedem} et al., Can. J. Stat. 36, No. 2, 193--206 (2008; Zbl 1146.62069) Full Text: DOI
Gourieroux, C.; Monfort, A. Quadratic stochastic intensity and prospective mortality tables. (English) Zbl 1140.91418 Insur. Math. Econ. 43, No. 1, 174-184 (2008). MSC: 91B30 91B82 PDF BibTeX XML Cite \textit{C. Gourieroux} and \textit{A. Monfort}, Insur. Math. Econ. 43, No. 1, 174--184 (2008; Zbl 1140.91418) Full Text: DOI Link
Olivieri, Annamaria; Pitacco, Ermanno Assessing the cost of capital for longevity risk. (English) Zbl 1141.91540 Insur. Math. Econ. 42, No. 3, 1013-1021 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Olivieri} and \textit{E. Pitacco}, Insur. Math. Econ. 42, No. 3, 1013--1021 (2008; Zbl 1141.91540) Full Text: DOI
Debón, A.; Montes, F.; Puig, F. Modelling and forecasting mortality in Spain. (English) Zbl 1142.62419 Eur. J. Oper. Res. 189, No. 3, 624-637 (2008). MSC: 62P05 91D20 91B30 PDF BibTeX XML Cite \textit{A. Debón} et al., Eur. J. Oper. Res. 189, No. 3, 624--637 (2008; Zbl 1142.62419) Full Text: DOI Link
Cossette, Hélène; Delwarde, Antoine; Denuit, Michel; Guillot, Frédérick; Marceau, Étienne Pension plan valuation and mortality projection: a case study with mortality data. (English) Zbl 1480.91195 N. Am. Actuar. J. 11, No. 2, 1-34 (2007). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{H. Cossette} et al., N. Am. Actuar. J. 11, No. 2, 1--34 (2007; Zbl 1480.91195) Full Text: DOI
Delwarde, Antoine; Denuit, Michel; Eilers, Paul Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting: a penalized log-likelihood approach. (English) Zbl 07257671 Stat. Model. 7, No. 1, 29-48 (2007). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Delwarde} et al., Stat. Model. 7, No. 1, 29--48 (2007; Zbl 07257671) Full Text: DOI
Denuit, Michel Distribution of the random future life expectancies in log-bilinear mortality projection models. (English) Zbl 1331.62399 Lifetime Data Anal. 13, No. 3, 381-397 (2007). MSC: 62P05 91B30 91D20 PDF BibTeX XML Cite \textit{M. Denuit}, Lifetime Data Anal. 13, No. 3, 381--397 (2007; Zbl 1331.62399) Full Text: DOI
Delwarde, Antoine; Denuit, Michel; Partrat, Christian Negative binomial version of the Lee-Carter model for mortality forecasting. (English) Zbl 1150.91426 Appl. Stoch. Models Bus. Ind. 23, No. 5, 385-401 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Delwarde} et al., Appl. Stoch. Models Bus. Ind. 23, No. 5, 385--401 (2007; Zbl 1150.91426) Full Text: DOI
Denuit, Michel; Frostig, Esther Association and heterogeneity of insured lifetimes in the Lee-Carter framework. (English) Zbl 1141.91025 Scand. Actuar. J. 2007, No. 1, 1-19 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{E. Frostig}, Scand. Actuar. J. 2007, No. 1, 1--19 (2007; Zbl 1141.91025) Full Text: DOI
Denuit, Michel; Dhaene, Jan Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. (English) Zbl 1110.62140 J. Comput. Appl. Math. 203, No. 1, 169-176 (2007). MSC: 62N99 60E15 62P05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{J. Dhaene}, J. Comput. Appl. Math. 203, No. 1, 169--176 (2007; Zbl 1110.62140) Full Text: DOI
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin Pricing death frameworks for the valuation and securitization of mortality risk. (English) Zbl 1162.91403 Astin Bull. 36, No. 1, 79-120 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., ASTIN Bull. 36, No. 1, 79--120 (2006; Zbl 1162.91403) Full Text: DOI
Melnikov, Alexander; Romaniuk, Yulia Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts. (English) Zbl 1151.91577 Insur. Math. Econ. 39, No. 3, 310-329 (2006). MSC: 91B30 91G70 62P05 PDF BibTeX XML Cite \textit{A. Melnikov} and \textit{Y. Romaniuk}, Insur. Math. Econ. 39, No. 3, 310--329 (2006; Zbl 1151.91577) Full Text: DOI
Koissi, Marie-Claire; Shapiro, Arnold F. Fuzzy formulation of the Lee-Carter model for mortality forecasting. (English) Zbl 1151.91576 Insur. Math. Econ. 39, No. 3, 287-309 (2006). MSC: 91B30 62P05 03E72 91D20 PDF BibTeX XML Cite \textit{M.-C. Koissi} and \textit{A. F. Shapiro}, Insur. Math. Econ. 39, No. 3, 287--309 (2006; Zbl 1151.91576) Full Text: DOI
Debón, A.; Montes, F.; Sala, R. A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain). (English) Zbl 1134.62369 Lifetime Data Anal. 12, No. 2, 223-244 (2006). MSC: 62N02 91D20 PDF BibTeX XML Cite \textit{A. Debón} et al., Lifetime Data Anal. 12, No. 2, 223--244 (2006; Zbl 1134.62369) Full Text: DOI
Schrager, David F. Affine stochastic mortality. (English) Zbl 1103.60063 Insur. Math. Econ. 38, No. 1, 81-97 (2006). Reviewer: Alexandr B. Vasil’ev (Odessa) MSC: 60H30 60H10 91G20 PDF BibTeX XML Cite \textit{D. F. Schrager}, Insur. Math. Econ. 38, No. 1, 81--97 (2006; Zbl 1103.60063) Full Text: DOI Link
Koissi, Marie-Claire; Shapiro, Arnold F.; Högnäs, Göran Evaluating and extending the Lee-Carter model for mortality forecasting: bootstrap confidence interval. (English) Zbl 1098.62138 Insur. Math. Econ. 38, No. 1, 1-20 (2006). MSC: 62P05 91D20 62F25 62N02 PDF BibTeX XML Cite \textit{M.-C. Koissi} et al., Insur. Math. Econ. 38, No. 1, 1--20 (2006; Zbl 1098.62138) Full Text: DOI
Renshaw, A. E.; Haberman, S. A cohort-based extension to the Lee-Carter model for mortality reduction factors. (English) Zbl 1168.91418 Insur. Math. Econ. 38, No. 3, 556-570 (2006). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. E. Renshaw} and \textit{S. Haberman}, Insur. Math. Econ. 38, No. 3, 556--570 (2006; Zbl 1168.91418) Full Text: DOI
Wang, Duolao; Lu, Pengjun Modelling and forecasting mortality distributions in England and Wales using the Lee-Carter model. (English) Zbl 1121.62511 J. Appl. Stat. 32, No. 9, 873-885 (2005). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Wang} and \textit{P. Lu}, J. Appl. Stat. 32, No. 9, 873--885 (2005; Zbl 1121.62511) Full Text: DOI
Czado, Claudia; Delwarde, Antoine; Denuit, Michel Bayesian Poisson log-bilinear mortality projections. (English) Zbl 1110.62142 Insur. Math. Econ. 36, No. 3, 260-284 (2005). MSC: 62P05 65C40 91B30 91D20 PDF BibTeX XML Cite \textit{C. Czado} et al., Insur. Math. Econ. 36, No. 3, 260--284 (2005; Zbl 1110.62142) Full Text: DOI Link
Pitacco, Ermanno Survival models in a dynamic context: a survey. (English) Zbl 1079.91050 Insur. Math. Econ. 35, No. 2, 279-298 (2004). MSC: 91B30 PDF BibTeX XML Cite \textit{E. Pitacco}, Insur. Math. Econ. 35, No. 2, 279--298 (2004; Zbl 1079.91050) Full Text: DOI
Renshaw, Arthur; Haberman, Steven Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. (English) Zbl 1111.62359 J. R. Stat. Soc., Ser. C, Appl. Stat. 52, No. 1, 119-137 (2003). MSC: 62P10 91D20 PDF BibTeX XML Cite \textit{A. Renshaw} and \textit{S. Haberman}, J. R. Stat. Soc., Ser. C, Appl. Stat. 52, No. 1, 119--137 (2003; Zbl 1111.62359) Full Text: DOI
Frees, Edward W. Stochastic forecasting of labor force participation rates. (English) Zbl 1103.91363 Insur. Math. Econ. 33, No. 2, 317-336 (2003). MSC: 91B30 62M20 PDF BibTeX XML Cite \textit{E. W. Frees}, Insur. Math. Econ. 33, No. 2, 317--336 (2003; Zbl 1103.91363) Full Text: DOI
Renshaw, A. E.; Haberman, S. Lee-Carter mortality forecasting with age-specific enhancement. (English) Zbl 1103.91371 Insur. Math. Econ. 33, No. 2, 255-272 (2003). MSC: 91D20 62M20 62P05 91B84 PDF BibTeX XML Cite \textit{A. E. Renshaw} and \textit{S. Haberman}, Insur. Math. Econ. 33, No. 2, 255--272 (2003; Zbl 1103.91371) Full Text: DOI
Renshaw, A. E.; Haberman, S. On the forecasting of mortality reduction factors. (English) Zbl 1025.62041 Insur. Math. Econ. 32, No. 3, 379-401 (2003). MSC: 62P05 62M20 91D20 PDF BibTeX XML Cite \textit{A. E. Renshaw} and \textit{S. Haberman}, Insur. Math. Econ. 32, No. 3, 379--401 (2003; Zbl 1025.62041) Full Text: DOI
Brouhns, Natacha; Denuit, Michel; Vermunt, Jeroen K. A Poisson log-bilinear regression approach to the construction of projected lifetables. (English) Zbl 1074.62524 Insur. Math. Econ. 31, No. 3, 373-393 (2002). MSC: 62P05 62M20 91D20 PDF BibTeX XML Cite \textit{N. Brouhns} et al., Insur. Math. Econ. 31, No. 3, 373--393 (2002; Zbl 1074.62524) Full Text: DOI