Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge Mortality modeling and regression with matrix distributions. (English) Zbl 07648735 Insur. Math. Econ. 107, 68-87 (2022). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62N02 60J28 91G05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 107, 68--87 (2022; Zbl 07648735) Full Text: DOI arXiv OpenURL
Lindholm, M.; Palmborg, L. Efficient use of data for LSTM mortality forecasting. (English) Zbl 1505.91334 Eur. Actuar. J. 12, No. 2, 749-778 (2022). MSC: 91G05 68T07 PDF BibTeX XML Cite \textit{M. Lindholm} and \textit{L. Palmborg}, Eur. Actuar. J. 12, No. 2, 749--778 (2022; Zbl 1505.91334) Full Text: DOI OpenURL
Miyata, Akihiro; Matsuyama, Naoki Extending the Lee-Carter model with variational autoencoder: A fusion of neural network and Bayesian approach. (English) Zbl 1506.91153 ASTIN Bull. 52, No. 3, 789-812 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{A. Miyata} and \textit{N. Matsuyama}, ASTIN Bull. 52, No. 3, 789--812 (2022; Zbl 1506.91153) Full Text: DOI OpenURL
Sliwka, Piotr Markov (Set) chains application to predict mortality rates using extended Milevsky-Promislov generalized mortality models. (English) Zbl 07611131 J. Appl. Stat. 49, No. 15, 3868-3888 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{P. Sliwka}, J. Appl. Stat. 49, No. 15, 3868--3888 (2022; Zbl 07611131) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Kim, Seyeon Model mortality rates using property and casualty insurance reserving methods. (English) Zbl 1498.91370 Insur. Math. Econ. 106, 326-340 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{S. Kim}, Insur. Math. Econ. 106, 326--340 (2022; Zbl 1498.91370) Full Text: DOI OpenURL
Feng, Ben Mingbin; Li, Johnny Siu-Hang; Zhou, Kenneth Q. Green nested simulation via likelihood ratio: applications to longevity risk management. (English) Zbl 1498.91357 Insur. Math. Econ. 106, 285-301 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{B. M. Feng} et al., Insur. Math. Econ. 106, 285--301 (2022; Zbl 1498.91357) Full Text: DOI OpenURL
Bian, Huabin; Tong, Xinle; Yao, Dingjun Population life prediction and SM bonds pricing based on DEJD model. (Chinese. English summary) Zbl 1499.62374 Chin. J. Appl. Probab. Stat. 38, No. 1, 24-42 (2022). MSC: 62P05 PDF BibTeX XML Cite \textit{H. Bian} et al., Chin. J. Appl. Probab. Stat. 38, No. 1, 24--42 (2022; Zbl 1499.62374) Full Text: Link OpenURL
Li, Deyuan; Ling, Chen; Liu, Qing; Peng, Liang Inference for the Lee-Carter model with an AR(2) process. (English) Zbl 1493.62587 Methodol. Comput. Appl. Probab. 24, No. 2, 991-1019 (2022). MSC: 62P05 62M10 91G05 PDF BibTeX XML Cite \textit{D. Li} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 991--1019 (2022; Zbl 1493.62587) Full Text: DOI OpenURL
Azman, Shafiqah; Pathmanathan, Dharini The GLM framework of the Lee-Carter model: a multi-country study. (English) Zbl 07549088 J. Appl. Stat. 49, No. 3, 752-763 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{S. Azman} and \textit{D. Pathmanathan}, J. Appl. Stat. 49, No. 3, 752--763 (2022; Zbl 07549088) Full Text: DOI OpenURL
Scognamiglio, Salvatore Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks. (English) Zbl 1492.91314 ASTIN Bull. 52, No. 2, 519-561 (2022). MSC: 91G05 68T07 PDF BibTeX XML Cite \textit{S. Scognamiglio}, ASTIN Bull. 52, No. 2, 519--561 (2022; Zbl 1492.91314) Full Text: DOI arXiv OpenURL
Jarner, Søren F.; Jallbjørn, Snorre The SAINT model: a decade later. (English) Zbl 1492.91298 ASTIN Bull. 52, No. 2, 483-517 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{S. F. Jarner} and \textit{S. Jallbjørn}, ASTIN Bull. 52, No. 2, 483--517 (2022; Zbl 1492.91298) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang Hierarchical Bayesian modeling of multi-country mortality rates. (English) Zbl 1494.91126 Scand. Actuar. J. 2022, No. 5, 375-398 (2022). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2022, No. 5, 375--398 (2022; Zbl 1494.91126) Full Text: DOI OpenURL
Schnürch, Simon; Korn, Ralf Point and interval forecasts of death rates using neural networks. (English) Zbl 1484.91404 ASTIN Bull. 52, No. 1, 333-360 (2022). MSC: 91G05 91D20 68T07 PDF BibTeX XML Cite \textit{S. Schnürch} and \textit{R. Korn}, ASTIN Bull. 52, No. 1, 333--360 (2022; Zbl 1484.91404) Full Text: DOI OpenURL
Yıldırım Külekci, Bükre; Selcuk-Kestel, A. Sevtap Assessment of longevity risk: credibility approach. (English) Zbl 07484678 J. Appl. Stat. 48, No. 13-15, 2695-2713 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{B. Yıldırım Külekci} and \textit{A. S. Selcuk-Kestel}, J. Appl. Stat. 48, No. 13--15, 2695--2713 (2021; Zbl 07484678) Full Text: DOI OpenURL
Gao, Guangyuan; Shi, Yanlin Age-coherent extensions of the Lee-Carter model. (English) Zbl 1492.91291 Scand. Actuar. J. 2021, No. 10, 998-1016 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{G. Gao} and \textit{Y. Shi}, Scand. Actuar. J. 2021, No. 10, 998--1016 (2021; Zbl 1492.91291) Full Text: DOI OpenURL
Shapovalov, Vered; Landsman, Zinoviy; Makov, Udi Exchangeable mortality projection. (English) Zbl 1482.91189 Eur. Actuar. J. 11, No. 1, 113-133 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{V. Shapovalov} et al., Eur. Actuar. J. 11, No. 1, 113--133 (2021; Zbl 1482.91189) Full Text: DOI OpenURL
Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. Time-series forecasting of mortality rates using deep learning. (English) Zbl 1471.91480 Scand. Actuar. J. 2021, No. 7, 572-598 (2021). MSC: 91G05 91D20 68T07 PDF BibTeX XML Cite \textit{F. Perla} et al., Scand. Actuar. J. 2021, No. 7, 572--598 (2021; Zbl 1471.91480) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Cheng, Echo Sihan Incorporating statistical clustering methods into mortality models to improve forecasting performances. (English) Zbl 1467.91153 Insur. Math. Econ. 99, 42-62 (2021). MSC: 91G05 62P05 62H30 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{E. S. Cheng}, Insur. Math. Econ. 99, 42--62 (2021; Zbl 1467.91153) Full Text: DOI Link OpenURL
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 PDF BibTeX XML Cite \textit{L. He} et al., Insur. Math. Econ. 98, 14--34 (2021; Zbl 1466.91262) Full Text: DOI arXiv OpenURL
Hasgül, Etkin; Selcuk-Kestel, A. Sevtap; Yolcu-Okur, Yeliz Forecasting mortality rates with a general stochastic mortality trend model. (English) Zbl 1489.91199 Commun. Fac. Sci. Univ. Ank., Sér. A1, Math. Stat. 69, No. 1, 910-928 (2020). MSC: 91D20 91B70 PDF BibTeX XML Cite \textit{E. Hasgül} et al., Commun. Fac. Sci. Univ. Ank., Sér. A1, Math. Stat. 69, No. 1, 910--928 (2020; Zbl 1489.91199) Full Text: DOI OpenURL
Bozikas, Apostolos; Pitselis, Georgios Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data. (English) Zbl 1448.91257 Insur. Math. Econ. 93, 353-368 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Bozikas} and \textit{G. Pitselis}, Insur. Math. Econ. 93, 353--368 (2020; Zbl 1448.91257) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Wu, Adelaide Di Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. (English) Zbl 1435.91160 Insur. Math. Econ. 91, 37-54 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{A. Di Wu}, Insur. Math. Econ. 91, 37--54 (2020; Zbl 1435.91160) Full Text: DOI OpenURL
Zhao, Yixing; Mamon, Rogemar Annuity contract valuation under dependent risks. (English) Zbl 1443.91255 Japan J. Ind. Appl. Math. 37, No. 1, 1-23 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{Y. Zhao} and \textit{R. Mamon}, Japan J. Ind. Appl. Math. 37, No. 1, 1--23 (2020; Zbl 1443.91255) 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
Jarner, Søren F.; Jallbjørn, Snorre Pitfalls and merits of cointegration-based mortality models. (English) Zbl 1431.91334 Insur. Math. Econ. 90, 80-93 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{S. F. Jarner} and \textit{S. Jallbjørn}, Insur. Math. Econ. 90, 80--93 (2020; Zbl 1431.91334) Full Text: DOI OpenURL
Wu, Ruhao; Wang, Bo Coherent mortality forecasting by the weighted multilevel functional principal component approach. (English) Zbl 07480003 J. Appl. Stat. 46, No. 10, 1774-1791 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{R. Wu} and \textit{B. Wang}, J. Appl. Stat. 46, No. 10, 1774--1791 (2019; Zbl 07480003) Full Text: DOI Link OpenURL
Wiratama, Endy Filintas; Kim, So-Yeun; Ko, Bangwon On the structural change of the Lee-Carter model and its actuarial application. (English) Zbl 1428.62468 East Asian Math. J. 35, No. 3, 305-318 (2019). MSC: 62P05 62M10 91D20 62N02 PDF BibTeX XML Cite \textit{E. F. Wiratama} et al., East Asian Math. J. 35, No. 3, 305--318 (2019; Zbl 1428.62468) Full Text: DOI OpenURL
Liu, Qing; Ling, Chen; Peng, Liang Statistical inference for Lee-Carter mortality model and corresponding forecasts. (English) Zbl 1426.91227 N. Am. Actuar. J. 23, No. 3, 335-363 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Q. Liu} et al., N. Am. Actuar. J. 23, No. 3, 335--363 (2019; Zbl 1426.91227) Full Text: DOI OpenURL
Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria Coherent modeling of mortality patterns for age-specific subgroups. (English) Zbl 1426.91220 Decis. Econ. Finance 42, No. 1, 189-204 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Giordano} et al., Decis. Econ. Finance 42, No. 1, 189--204 (2019; Zbl 1426.91220) Full Text: DOI Link OpenURL
Xu, Mengyi; Sherris, Michael; Meyricke, Ramona Systematic mortality improvement trends and mortality heterogeneity: insights from individual-level HRS data. (English) Zbl 1410.91292 N. Am. Actuar. J. 23, No. 2, 197-219 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Xu} et al., N. Am. Actuar. J. 23, No. 2, 197--219 (2019; Zbl 1410.91292) Full Text: DOI OpenURL
Liu, Qing; Ling, Chen; Li, Deyuan; Peng, Liang Bias-corrected inference for a modified Lee-Carter mortality model. (English) Zbl 1410.91277 ASTIN Bull. 49, No. 2, 433-455 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{Q. Liu} et al., ASTIN Bull. 49, No. 2, 433--455 (2019; Zbl 1410.91277) Full Text: DOI OpenURL
Seklecka, Malgorzata; Lazam, Norazliani Md.; Pantelous, Athanasios A.; O’Hare, Colin Mortality effects of economic fluctuations in selected eurozone countries. (English) Zbl 1414.62423 J. Forecast. 38, No. 1, 39-62 (2019). MSC: 62P05 91D20 PDF BibTeX XML Cite \textit{M. Seklecka} et al., J. Forecast. 38, No. 1, 39--62 (2019; Zbl 1414.62423) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Zhang, Ying A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates. (English) Zbl 1411.91317 Scand. Actuar. J. 2019, No. 5, 406-431 (2019). MSC: 91B30 62P10 62M20 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{Y. Zhang}, Scand. Actuar. J. 2019, No. 5, 406--431 (2019; Zbl 1411.91317) Full Text: DOI Link OpenURL
Śliwka, Piotr; Socha, Lesław A proposition of generalized stochastic Milevsky-Promislov mortality models. (English) Zbl 1418.91258 Scand. Actuar. J. 2018, No. 8, 706-726 (2018). MSC: 91B30 62P05 91D20 60H10 PDF BibTeX XML Cite \textit{P. Śliwka} and \textit{L. Socha}, Scand. Actuar. J. 2018, No. 8, 706--726 (2018; Zbl 1418.91258) Full Text: DOI OpenURL
Wang, Hsin-Chung; Yue, Ching-Syang Jack; Chong, Chen-Tai Mortality models and longevity risk for small populations. (English) Zbl 1400.91254 Insur. Math. Econ. 78, 351-359 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H.-C. Wang} et al., Insur. Math. Econ. 78, 351--359 (2018; Zbl 1400.91254) Full Text: DOI OpenURL
Zhao, Yixing; Mamon, Rogemar An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks. (English) Zbl 1398.91359 Insur. Math. Econ. 78, 1-12 (2018). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{Y. Zhao} and \textit{R. Mamon}, Insur. Math. Econ. 78, 1--12 (2018; Zbl 1398.91359) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Lin, Tzuling A Bühlmann credibility approach to modeling mortality rates. (English) Zbl 1414.91237 N. Am. Actuar. J. 21, No. 2, 204-227 (2017). MSC: 91B30 62P05 62M20 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{T. Lin}, N. Am. Actuar. J. 21, No. 2, 204--227 (2017; Zbl 1414.91237) Full Text: DOI OpenURL
Carfora, M. F.; Cutillo, L.; Orlando, A. A quantitative comparison of stochastic mortality models on Italian population data. (English) Zbl 1464.62036 Comput. Stat. Data Anal. 112, 198-214 (2017). MSC: 62-08 62P05 91D20 62R10 PDF BibTeX XML Cite \textit{M. F. Carfora} et al., Comput. Stat. Data Anal. 112, 198--214 (2017; Zbl 1464.62036) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Lin, Tzuling Incorporating the Bühlmann credibility into mortality models to improve forecasting performances. (English) Zbl 1401.91198 Scand. Actuar. J. 2017, No. 5, 419-440 (2017). MSC: 91B30 62P05 91D20 62P25 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{T. Lin}, Scand. Actuar. J. 2017, No. 5, 419--440 (2017; Zbl 1401.91198) Full Text: DOI OpenURL
Leng, Xuan; Peng, Liang Testing for a unit root in Lee-Carter mortality model. (English) Zbl 1390.62214 ASTIN Bull. 47, No. 3, 715-735 (2017). MSC: 62P05 62M07 62M10 91B30 PDF BibTeX XML Cite \textit{X. Leng} and \textit{L. Peng}, ASTIN Bull. 47, No. 3, 715--735 (2017; Zbl 1390.62214) Full Text: DOI 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
Neves, César; Fernandes, Cristiano; Hoeltgebaum, Henrique Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models. (English) Zbl 1394.91327 Insur. Math. Econ. 75, 48-57 (2017). MSC: 91D20 62P05 62M10 91B30 PDF BibTeX XML Cite \textit{C. Neves} et al., Insur. Math. Econ. 75, 48--57 (2017; Zbl 1394.91327) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{P. de Jong} et al., Insur. Math. Econ. 71, 130--137 (2016; Zbl 1371.91114) Full Text: DOI OpenURL
Leng, Xuan; Peng, Liang Inference pitfalls in Lee-Carter model for forecasting mortality. (English) Zbl 1371.91098 Insur. Math. Econ. 70, 58-65 (2016). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{X. Leng} and \textit{L. Peng}, Insur. Math. Econ. 70, 58--65 (2016; Zbl 1371.91098) Full Text: DOI OpenURL
Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C. A multivariate evolutionary credibility model for mortality improvement rates. (English) Zbl 1369.91097 Insur. Math. Econ. 69, 70-81 (2016). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{E. Schinzinger} et al., Insur. Math. Econ. 69, 70--81 (2016; Zbl 1369.91097) Full Text: DOI OpenURL
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo Multiple mortality modeling in Poisson Lee-Carter framework. (English) Zbl 1365.62414 Commun. Stat., Theory Methods 45, No. 6, 1723-1732 (2016). MSC: 62P10 62P25 62F40 62N05 62M20 91D20 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Commun. Stat., Theory Methods 45, No. 6, 1723--1732 (2016; Zbl 1365.62414) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary. (English) Zbl 1348.91169 Insur. Math. Econ. 66, 44-58 (2016). MSC: 91B30 62P05 91D20 91G20 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. L. Tsai}, Insur. Math. Econ. 66, 44--58 (2016; Zbl 1348.91169) Full Text: DOI OpenURL
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 OpenURL
Christiansen, Marcus C.; Niemeyer, Andreas; Teigiszerová, Lucia Modeling and forecasting duration-dependent mortality rates. (English) Zbl 1507.62036 Comput. Stat. Data Anal. 83, 65-81 (2015). MSC: 62-08 62P05 91G05 PDF BibTeX XML Cite \textit{M. C. Christiansen} et al., Comput. Stat. Data Anal. 83, 65--81 (2015; Zbl 1507.62036) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang A simple linear regression approach to modeling and forecasting mortality rates. (English) Zbl 1365.62478 J. Forecast. 34, No. 7, 543-559 (2015). MSC: 62P25 62J05 91D20 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. L. Tsai}, J. Forecast. 34, No. 7, 543--559 (2015; Zbl 1365.62478) Full Text: DOI OpenURL
Zhang, Yi; Wang, Tingting China’s population mortality prediction based on the cointegration theory. (Chinese. English summary) Zbl 1340.91095 Appl. Math., Ser. A (Chin. Ed.) 30, No. 1, 1-9 (2015). MSC: 91D20 62P20 91B30 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{T. Wang}, Appl. Math., Ser. A (Chin. Ed.) 30, No. 1, 1--9 (2015; Zbl 1340.91095) Full Text: DOI OpenURL
Antonio, Katrien; Bardoutsos, Anastasios; Ouburg, Wilbert Bayesian Poisson log-bilinear models for mortality projections with multiple populations. (English) Zbl 1329.91111 Eur. Actuar. J. 5, No. 2, 245-281 (2015). MSC: 91D20 91B30 62F15 62P05 91B84 91G60 PDF BibTeX XML Cite \textit{K. Antonio} et al., Eur. Actuar. J. 5, No. 2, 245--281 (2015; Zbl 1329.91111) Full Text: DOI Link OpenURL
Wong, Chi Heem; Tsui, Albert K. Forecasting life expectancy: evidence from a new survival function. (English) Zbl 1348.91188 Insur. Math. Econ. 65, 208-226 (2015). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{C. H. Wong} and \textit{A. K. Tsui}, Insur. Math. Econ. 65, 208--226 (2015; Zbl 1348.91188) Full Text: DOI Link 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
Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand The choice of sample size for mortality forecasting: a Bayesian learning approach. (English) Zbl 1348.91162 Insur. Math. Econ. 63, 153-168 (2015). MSC: 91B30 62F15 62P05 PDF BibTeX XML Cite \textit{H. Li} et al., Insur. Math. Econ. 63, 153--168 (2015; Zbl 1348.91162) Full Text: DOI OpenURL
Li, Jackie; Haberman, Steven On the effectiveness of natural hedging for insurance companies and pension plans. (English) Zbl 1314.91142 Insur. Math. Econ. 61, 286-297 (2015). MSC: 91B30 91G70 PDF BibTeX XML Cite \textit{J. Li} and \textit{S. Haberman}, Insur. Math. Econ. 61, 286--297 (2015; Zbl 1314.91142) Full Text: DOI Link OpenURL
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang Age-specific copula-AR-GARCH mortality models. (English) Zbl 1314.91143 Insur. Math. Econ. 61, 110-124 (2015). MSC: 91B30 62P20 91B84 91D20 PDF BibTeX XML Cite \textit{T. Lin} et al., Insur. Math. Econ. 61, 110--124 (2015; Zbl 1314.91143) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{I. L. Danesi} et al., Insur. Math. Econ. 62, 151--161 (2015; Zbl 1318.91109) Full Text: DOI OpenURL
Bisetti, Emilio; Favero, Carlo A. Measuring the impact of longevity risk on pension systems: the case of Italy. (English) Zbl 1412.91032 N. Am. Actuar. J. 18, No. 1, 87-103 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Bisetti} and \textit{C. A. Favero}, N. Am. Actuar. J. 18, No. 1, 87--103 (2014; Zbl 1412.91032) Full Text: DOI Link OpenURL
Chuang, Shuo-Li; Brockett, Patrick L. Modeling and pricing longevity derivatives using stochastic mortality rates and the Esscher transform. (English) Zbl 1412.91040 N. Am. Actuar. J. 18, No. 1, 22-37 (2014). MSC: 91B30 91G20 60G51 PDF BibTeX XML Cite \textit{S.-L. Chuang} and \textit{P. L. Brockett}, N. Am. Actuar. J. 18, No. 1, 22--37 (2014; Zbl 1412.91040) Full Text: DOI OpenURL
French, Declan; O’Hare, Colin Forecasting death rates using exogenous determinants. (English) Zbl 1397.62584 J. Forecast. 33, No. 8, 640-650 (2014). MSC: 62P25 62F15 62M10 PDF BibTeX XML Cite \textit{D. French} and \textit{C. O'Hare}, J. Forecast. 33, No. 8, 640--650 (2014; Zbl 1397.62584) Full Text: DOI OpenURL
Gbari, Samuel; Denuit, Michel Efficient approximations for numbers of survivors in the Lee-Carter model. (English) Zbl 1306.91076 Insur. Math. Econ. 59, 71-77 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Gbari} and \textit{M. Denuit}, Insur. Math. Econ. 59, 71--77 (2014; Zbl 1306.91076) Full Text: DOI OpenURL
Hansen, Hendrik The forecasting performance of mortality models. (English) Zbl 1443.62353 AStA, Adv. Stat. Anal. 97, No. 1, 11-31 (2013). MSC: 62P05 91D20 91G05 PDF BibTeX XML Cite \textit{H. Hansen}, AStA, Adv. Stat. Anal. 97, No. 1, 11--31 (2013; Zbl 1443.62353) Full Text: DOI OpenURL
Yang, Sharon S.; Wang, Chou-Wen Pricing and securitization of multi-country longevity risk with mortality dependence. (English) Zbl 1284.91556 Insur. Math. Econ. 52, No. 2, 157-169 (2013). MSC: 91G20 91D20 91B30 PDF BibTeX XML Cite \textit{S. S. Yang} and \textit{C.-W. Wang}, Insur. Math. Econ. 52, No. 2, 157--169 (2013; Zbl 1284.91556) Full Text: DOI 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
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 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
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 OpenURL
Pasqualitto, Emanuela; Staffa, Maria Sole Longevity risk: an empirical analysis for life annuity. (English) Zbl 1254.91277 Adv. Appl. Stat. Sci. 6, No. 6, 403-443 (2011). MSC: 91B30 97M30 PDF BibTeX XML Cite \textit{E. Pasqualitto} and \textit{M. S. Staffa}, Adv. Appl. Stat. Sci. 6, No. 6, 403--443 (2011; Zbl 1254.91277) OpenURL
D’Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria The mortality of the Italian population: smoothing techniques on the Lee-Carter model. (English) Zbl 1223.62171 Ann. Appl. Stat. 5, No. 2A, 705-724 (2011). MSC: 62P25 91D20 65C60 62P10 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Ann. Appl. Stat. 5, No. 2A, 705--724 (2011; Zbl 1223.62171) Full Text: DOI arXiv OpenURL
Li, Johnny Siu-Hang; Chan, Wai-Sum Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality. (English) Zbl 1218.91083 Insur. Math. Econ. 49, No. 1, 81-88 (2011). MSC: 91B30 62P05 62F15 PDF BibTeX XML Cite \textit{J. S. H. Li} and \textit{W.-S. Chan}, Insur. Math. Econ. 49, No. 1, 81--88 (2011; Zbl 1218.91083) Full Text: DOI 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
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 OpenURL
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 OpenURL
Denuit, M.; Haberman, S.; Renshaw, A. E. Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. (English) Zbl 1189.62162 Astin Bull. 40, No. 1, 331-349 (2010). MSC: 62P05 91B30 62M10 65C60 62E17 PDF BibTeX XML Cite \textit{M. Denuit} et al., ASTIN Bull. 40, No. 1, 331--349 (2010; Zbl 1189.62162) Full Text: DOI OpenURL
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin; Coughlan, Guy D.; Epstein, David; Ong, Alen; Balevich, Igor A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. (English) Zbl 1484.91376 N. Am. Actuar. J. 13, No. 1, 1-35 (2009). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., N. Am. Actuar. J. 13, No. 1, 1--35 (2009; Zbl 1484.91376) Full Text: DOI Link OpenURL
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 PDF BibTeX XML Cite \textit{Q. Gao} and \textit{C. Hu}, Insur. Math. Econ. 45, No. 3, 410--423 (2009; Zbl 1231.91187) Full Text: DOI OpenURL
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 OpenURL
Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria Modelling longevity dynamics for pensions and annuity business. (English) Zbl 1163.91005 Oxford: Oxford University Press (ISBN 978-0-19-954727-2/hbk). xix, 395 p. (2009). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-02 91B30 PDF BibTeX XML Cite \textit{E. Pitacco} et al., Modelling longevity dynamics for pensions and annuity business. Oxford: Oxford University Press (2009; Zbl 1163.91005) 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
Orlando, Albina; Politano, Massimiliano Further remarks on risk profiles for life insurance participating policies. (English) Zbl 1136.91018 Perna, Cira (ed.) et al., Mathematical and statistical methods in insurance and finance. Papers presented at the MAF2006 conference, Salerno, Italy, October 11–13, 2006. Milan: Springer (ISBN 978-88-470-0703-1/hbk). 181-187 (2008). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 65C05 60G99 PDF BibTeX XML Cite \textit{A. Orlando} and \textit{M. Politano}, in: Mathematical and statistical methods in insurance and finance. Papers presented at the MAF2006 conference, Salerno, Italy, October 11--13, 2006. Milano: Springer. 181--187 (2008; Zbl 1136.91018) OpenURL
Coppola, Mariarosaria; D’Amato, Valeria; Sibillo, Marilena Remarks on insured loan valuations. (English) Zbl 1137.91492 Perna, Cira (ed.) et al., Mathematical and statistical methods in insurance and finance. Papers presented at the MAF2006 conference, Salerno, Italy, October 11–13, 2006. Milan: Springer (ISBN 978-88-470-0703-1/hbk). 91-98 (2008). MSC: 91B30 90B35 91B82 PDF BibTeX XML Cite \textit{M. Coppola} et al., in: Mathematical and statistical methods in insurance and finance. Papers presented at the MAF2006 conference, Salerno, Italy, October 11--13, 2006. Milano: Springer. 91--98 (2008; Zbl 1137.91492) 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
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 OpenURL
Pedroza, Claudia A Bayesian forecasting model: predicting U.S. male mortality. (English) Zbl 1170.62397 Biostatistics 7, No. 4, 530-550 (2006). MSC: 62P10 62F15 PDF BibTeX XML Cite \textit{C. Pedroza}, Biostatistics 7, No. 4, 530--550 (2006; Zbl 1170.62397) 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
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 OpenURL
Li, Siu-Hang; Chan, Wai-Sum Outlier analysis and mortality forecasting: the United Kingdom and Scandinavian countries. (English) Zbl 1092.91050 Scand. Actuar. J. 2005, No. 3, 187-211 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{S.-H. Li} and \textit{W.-S. Chan}, Scand. Actuar. J. 2005, No. 3, 187--211 (2005; Zbl 1092.91050) Full Text: DOI OpenURL