Tang, Sixian; Li, Jackie Market pricing of longevity-linked securities. (English) Zbl 1472.91041 Scand. Actuar. J. 2021, No. 5, 408-436 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91G20 91D20 PDF BibTeX XML Cite \textit{S. Tang} and \textit{J. Li}, Scand. Actuar. J. 2021, No. 5, 408--436 (2021; Zbl 1472.91041) Full Text: DOI OpenURL
Blake, David (ed.); Cairns, Andrew J. G. (ed.) Longevity risk and capital markets: the 2019–20 update. (English) Zbl 07368206 Insur. Math. Econ. 99, 395-439 (2021). MSC: 00B25 92D25 PDF BibTeX XML Cite \textit{D. Blake} (ed.) and \textit{A. J. G. Cairns} (ed.), Insur. Math. Econ. 99, 395--439 (2021; Zbl 07368206) Full Text: DOI OpenURL
Kung, Ko-Lun; Liu, I-Chien; Wang, Chou-Wen Modeling and pricing longevity derivatives using Skellam distribution. (English) Zbl 1467.91143 Insur. Math. Econ. 99, 341-354 (2021). MSC: 91G05 91G20 62P05 PDF BibTeX XML Cite \textit{K.-L. Kung} et al., Insur. Math. Econ. 99, 341--354 (2021; Zbl 1467.91143) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{J. M. Bravo} et al., Insur. Math. Econ. 99, 200--221 (2021; Zbl 1467.91135) Full Text: DOI OpenURL
Zhou, Kenneth Q.; Li, Johnny Siu-Hang Longevity Greeks: what do insurers and capital market investors need to know? (English) Zbl 1465.91099 N. Am. Actuar. J. 25, Suppl. 1, S66-S96 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{K. Q. Zhou} and \textit{J. S. H. Li}, N. Am. Actuar. J. 25, S66--S96 (2021; Zbl 1465.91099) Full Text: DOI OpenURL
Blake, David (ed.); MacMinn, Richard (ed.); Tsai, Jason Chenghsien (ed.); Wang, Jennifer (ed.) Longevity risk and capital markets: the 2017–2018 update. (English) Zbl 07341011 N. Am. Actuar. J. 25, Suppl. 1, S280-S308 (2021). MSC: 00B15 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., N. Am. Actuar. J. 25, S280--S308 (2021; Zbl 07341011) Full Text: DOI OpenURL
D’Amato, Valeria; Levantesi, Susanna; Menzietti, Massimiliano De-risking long-term care insurance. (English) Zbl 07555632 Soft Comput. 24, No. 12, 8627-8641 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Soft Comput. 24, No. 12, 8627--8641 (2020; Zbl 07555632) Full Text: DOI OpenURL
Kogure, Atsuyuki Longevity risk and statistical modeling. (Japanese. English summary) Zbl 07387617 J. Jpn. Stat. Soc., Jpn. Issue 50, No. 1, 167-190 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Kogure}, J. Jpn. Stat. Soc., Jpn. Issue 50, No. 1, 167--190 (2020; Zbl 07387617) Full Text: DOI OpenURL
Santolino, Miguel The Lee-Carter quantile mortality model. (English) Zbl 1448.91265 Scand. Actuar. J. 2020, No. 7, 614-633 (2020). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{M. Santolino}, Scand. Actuar. J. 2020, No. 7, 614--633 (2020; Zbl 1448.91265) Full Text: DOI OpenURL
Yan, Hongxuan; Peters, Gareth W.; Chan, Jennifer S. K. Multivariate long-memory cohort mortality models. (English) Zbl 1431.91346 ASTIN Bull. 50, No. 1, 223-263 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. Yan} et al., ASTIN Bull. 50, No. 1, 223--263 (2020; Zbl 1431.91346) Full Text: DOI OpenURL
Pavía, Jose M.; Morillas, Francisco G.; Bosch-Rodríguez, Juan Carlos Using parametric bootstrap to introduce and manage uncertainty: replicated loaded insurance life tables. (English) Zbl 1426.91231 N. Am. Actuar. J. 23, No. 3, 434-446 (2019). MSC: 91G05 62P05 62F40 PDF BibTeX XML Cite \textit{J. M. Pavía} et al., N. Am. Actuar. J. 23, No. 3, 434--446 (2019; Zbl 1426.91231) Full Text: DOI OpenURL
Wong, Jackie S. T.; Forster, Jonathan J.; Smith, Peter W. F. Bayesian mortality forecasting with overdispersion. (English) Zbl 1406.62130 Insur. Math. Econ. 83, 206-221 (2018). MSC: 62P05 62M20 62N05 91D20 91B30 PDF BibTeX XML Cite \textit{J. S. T. Wong} et al., Insur. Math. Econ. 83, 206--221 (2018; Zbl 1406.62130) Full Text: DOI Link OpenURL
Pitt, David; Li, Jackie; Lim, Tian Kang Smoothing Poisson common factor model for projecting mortality jointly for both sexes. (English) Zbl 1390.91204 ASTIN Bull. 48, No. 2, 509-541 (2018). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{D. Pitt} et al., ASTIN Bull. 48, No. 2, 509--541 (2018; Zbl 1390.91204) Full Text: DOI OpenURL
Levantesi, Susanna; Menzietti, Massimiliano Natural hedging in long-term care insurance. (English) Zbl 1390.91192 ASTIN Bull. 48, No. 1, 233-274 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Levantesi} and \textit{M. Menzietti}, ASTIN Bull. 48, No. 1, 233--274 (2018; Zbl 1390.91192) Full Text: DOI OpenURL
Blake, David (ed.); El Karoui, Nicole (ed.); Loisel, Stéphane (ed.); MacMinn, Richard (ed.) Longevity risk and capital markets: the 2015–16 update. (English) Zbl 1384.00062 Insur. Math. Econ. 78, 157-173 (2018). MSC: 00B15 00B25 91-06 91B30 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., Insur. Math. Econ. 78, 157--173 (2018; Zbl 1384.00062) Full Text: DOI OpenURL
Baione, Fabio; De Angelis, Paolo; Menzietti, Massimiliano; Tripodi, Agostino A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC. (English) Zbl 07282128 J. Appl. Stat. 44, No. 10, 1875-1892 (2017). MSC: 39B62 PDF BibTeX XML Cite \textit{F. Baione} et al., J. Appl. Stat. 44, No. 10, 1875--1892 (2017; Zbl 07282128) Full Text: DOI OpenURL
Mavros, George; Cairns, Andrew J. G.; Streftaris, George; Kleinow, Torsten Stochastic mortality modeling: key drivers and dependent residuals. (English) Zbl 1414.91219 N. Am. Actuar. J. 21, No. 3, 343-368 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Mavros} et al., N. Am. Actuar. J. 21, No. 3, 343--368 (2017; Zbl 1414.91219) Full Text: DOI OpenURL
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro A comparative study of two-population models for the assessment of basis risk in longevity hedges. (English) Zbl 1390.91215 ASTIN Bull. 47, No. 3, 631-679 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{A. M. Villegas} et al., ASTIN Bull. 47, No. 3, 631--679 (2017; Zbl 1390.91215) Full Text: DOI Link OpenURL
Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten Small population bias and sampling effects in stochastic mortality modelling. (English) Zbl 1394.91201 Eur. Actuar. J. 7, No. 1, 193-230 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{L. Chen} et al., Eur. Actuar. J. 7, No. 1, 193--230 (2017; Zbl 1394.91201) Full Text: DOI Link OpenURL
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 OpenURL
Beutner, Eric; Reese, Simon; Urbain, Jean-Pierre Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type. (English) Zbl 1394.91188 Insur. Math. Econ. 75, 117-125 (2017). MSC: 91B30 91D20 62P05 PDF BibTeX XML Cite \textit{E. Beutner} et al., Insur. Math. Econ. 75, 117--125 (2017; Zbl 1394.91188) Full Text: DOI arXiv OpenURL
Barrieu, Pauline M.; Veraart, Luitgard A. M. Pricing \(q\)-forward contracts: an evaluation of estimation window and pricing method under different mortality models. (English) Zbl 1401.91097 Scand. Actuar. J. 2016, No. 2, 146-166 (2016). MSC: 91B30 91G30 60G50 62P05 PDF BibTeX XML Cite \textit{P. M. Barrieu} and \textit{L. A. M. Veraart}, Scand. Actuar. J. 2016, No. 2, 146--166 (2016; Zbl 1401.91097) Full Text: DOI OpenURL
Liu, Yanxin; Li, Johnny Siu-Hang It’s all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk. (English) Zbl 1371.91103 Insur. Math. Econ. 70, 301-319 (2016). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{J. S. H. Li}, Insur. Math. Econ. 70, 301--319 (2016; Zbl 1371.91103) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. Cadena} and \textit{M. Denuit}, Insur. Math. Econ. 68, 1--16 (2016; Zbl 1373.62513) Full Text: DOI OpenURL
Ekheden, Erland; Hössjer, Ola Multivariate time series modeling, estimation and prediction of mortalities. (English) Zbl 1348.62233 Insur. Math. Econ. 65, 156-171 (2015). MSC: 62P05 62M10 62M20 91B30 91D20 PDF BibTeX XML Cite \textit{E. Ekheden} and \textit{O. Hössjer}, Insur. Math. Econ. 65, 156--171 (2015; Zbl 1348.62233) Full Text: DOI OpenURL
Hunt, Andrew; Villegas, Andrés M. Robustness and convergence in the Lee-Carter model with cohort effects. (English) Zbl 1348.62241 Insur. Math. Econ. 64, 186-202 (2015). MSC: 62P05 91B30 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{A. M. Villegas}, Insur. Math. Econ. 64, 186--202 (2015; Zbl 1348.62241) Full Text: DOI OpenURL
Liu, Yanxin; Li, Johnny Siu-Hang The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds. (English) Zbl 1348.91171 Insur. Math. Econ. 64, 135-150 (2015). MSC: 91B30 62P05 91D20 91G20 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{J. S. H. Li}, Insur. Math. Econ. 64, 135--150 (2015; Zbl 1348.91171) Full Text: DOI OpenURL
Wan, Cheng; Bertschi, Ljudmila Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach. (English) Zbl 1348.62248 Insur. Math. Econ. 63, 66-75 (2015). MSC: 62P05 91B30 91D20 PDF BibTeX XML Cite \textit{C. Wan} and \textit{L. Bertschi}, Insur. Math. Econ. 63, 66--75 (2015; Zbl 1348.62248) Full Text: DOI OpenURL
Yang, Bowen; Li, Jackie; Balasooriya, Uditha Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk. (English) Zbl 1318.91126 Insur. Math. Econ. 62, 16-27 (2015). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{B. Yang} et al., Insur. Math. Econ. 62, 16--27 (2015; Zbl 1318.91126) Full Text: DOI OpenURL
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 OpenURL
Tan, Chong It; Li, Jackie; Li, Johnny Siu-Hang; Balasooriya, Uditha Parametric mortality indexes: from index construction to hedging strategies. (English) Zbl 1306.91140 Insur. Math. Econ. 59, 285-299 (2014). MSC: 91G20 91B30 91D20 91B82 62P05 PDF BibTeX XML Cite \textit{C. I. Tan} et al., Insur. Math. Econ. 59, 285--299 (2014; Zbl 1306.91140) Full Text: DOI OpenURL
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria Computational framework for longevity risk management. (English) Zbl 1296.91151 Comput. Manag. Sci. 11, No. 1-2, 111-137 (2014). MSC: 91B30 91D20 62P05 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Comput. Manag. Sci. 11, No. 1--2, 111--137 (2014; Zbl 1296.91151) Full Text: DOI Link OpenURL
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 OpenURL
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 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Insur. Math. Econ. 51, No. 3, 694--701 (2012; Zbl 1285.91054) Full Text: DOI OpenURL
Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia Understanding, modelling and managing longevity risk: key issues and main challenges. (English) Zbl 1277.91073 Scand. Actuar. J. 2012, No. 3, 203-231 (2012). MSC: 91B30 62P05 91D20 91G20 PDF BibTeX XML Cite \textit{P. Barrieu} et al., Scand. Actuar. J. 2012, No. 3, 203--231 (2012; Zbl 1277.91073) Full Text: DOI Link OpenURL
D’Amato, Valeria; Haberman, Steven; Russolillo, Maria The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts. (English) Zbl 1362.62182 Methodol. Comput. Appl. Probab. 14, No. 1, 135-148 (2012). MSC: 62P05 62D05 62F40 62M20 91B30 91B82 92B15 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Methodol. Comput. Appl. Probab. 14, No. 1, 135--148 (2012; Zbl 1362.62182) Full Text: DOI OpenURL
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 OpenURL
Li, Johnny Siu-Hang Pricing longevity risk with the parametric bootstrap: a maximum entropy approach. (English) Zbl 1231.91441 Insur. Math. Econ. 47, No. 2, 176-186 (2010). MSC: 91G20 91B30 91G40 PDF BibTeX XML Cite \textit{J. S. H. Li}, Insur. Math. Econ. 47, No. 2, 176--186 (2010; Zbl 1231.91441) Full Text: DOI OpenURL
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 OpenURL
Plat, Richard On stochastic mortality modeling. (English) Zbl 1231.91227 Insur. Math. Econ. 45, No. 3, 393-404 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Plat}, Insur. Math. Econ. 45, No. 3, 393--404 (2009; Zbl 1231.91227) Full Text: DOI OpenURL
Haberman, S.; Renshaw, A. E. Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality. (English) Zbl 1168.62384 Methodol. Comput. Appl. Probab. 11, No. 3, 443-461 (2009). MSC: 62N02 65C60 62G09 62P10 91D20 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{A. E. Renshaw}, Methodol. Comput. Appl. Probab. 11, No. 3, 443--461 (2009; Zbl 1168.62384) Full Text: DOI OpenURL
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 OpenURL
Li, Johnny Siu-Hang; Hardy, Mary R.; Tan, Ken Seng Threshold life tables and their applications. (English) Zbl 1481.91175 N. Am. Actuar. J. 12, No. 2, 99-115 (2008). MSC: 91G05 60G70 91D20 PDF BibTeX XML Cite \textit{J. S. H. Li} et al., N. Am. Actuar. J. 12, No. 2, 99--115 (2008; Zbl 1481.91175) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
Renshaw, A. E.; Haberman, S. On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. (English) Zbl 1152.91598 Insur. Math. Econ. 42, No. 2, 797-816 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{A. E. Renshaw} and \textit{S. Haberman}, Insur. Math. Econ. 42, No. 2, 797--816 (2008; Zbl 1152.91598) Full Text: DOI OpenURL
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E. Longevity risk in portfolios of pension annuities. (English) Zbl 1152.91586 Insur. Math. Econ. 42, No. 2, 505-519 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{N. Hári} et al., Insur. Math. Econ. 42, No. 2, 505--519 (2008; Zbl 1152.91586) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
Koissi, Marie-Claire Longevity and adjustment in pension annuities, with application to Finland. (English) Zbl 1141.91028 Scand. Actuar. J. 2006, No. 4, 226-242 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{M.-C. Koissi}, Scand. Actuar. J. 2006, No. 4, 226--242 (2006; Zbl 1141.91028) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
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 OpenURL