Li, Deyuan; Ling, Chen; Liu, Qing; Peng, Liang Inference for the Lee-Carter model with an AR(2) process. (English) Zbl 07554094 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 07554094) 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 07540870 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 07540870) Full Text: DOI OpenURL
Jarner, Søren F.; Jallbjørn, Snorre The SAINT model: a decade later. (English) Zbl 07540869 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 07540869) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang Hierarchical Bayesian modeling of multi-country mortality rates. (English) Zbl 07540571 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 07540571) 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 07483116 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 07483116) 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
Hasgül, Etkin; Selcuk-Kestel, A. Sevtap; Yolcu-Okur, Yeliz Forecasting mortality rates with a general stochastic mortality trend model. (English) Zbl 07544932 Commun. Fac. Sci. Univ. Ank., Sér. A1, Math. Stat. 69, No. 1, 910-928 (2020). MSC: 91D20 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 07544932) 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
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 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
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
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 06984124 Comput. Stat. Data Anal. 83, 65-81 (2015). MSC: 62-XX PDF BibTeX XML Cite \textit{M. C. Christiansen} et al., Comput. Stat. Data Anal. 83, 65--81 (2015; Zbl 06984124) 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
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 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
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 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
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
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
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 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
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