Edit Profile (opens in new tab) Renshaw, Arthur E. Co-Author Distance Author ID: renshaw.arthur-e Published as: Renshaw, A. E.; Renshaw, Arthur; Renshaw, Arthur E. more...less Documents Indexed: 20 Publications since 1992 Co-Authors: 2 Co-Authors with 19 Joint Publications 171 Co-Co-Authors Co-Authors 1 single-authored 19 Haberman, Steven 3 Denuit, Michel M. all top 5 Serials 10 Insurance Mathematics & Economics 2 North American Actuarial Journal 2 European Actuarial Journal 1 Lifetime Data Analysis 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Methodology and Computing in Applied Probability 1 Applied Stochastic Models in Business and Industry 1 ASTIN Bulletin Fields 16 Statistics (62-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 18 Publications have been cited 586 times in 320 Documents Cited by ▼ Year ▼ A cohort-based extension to the Lee-Carter model for mortality reduction factors. Zbl 1168.91418Renshaw, A. E.; Haberman, S. 187 2006 Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371Renshaw, A. E.; Haberman, S. 116 2003 Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359Renshaw, Arthur; Haberman, Steven 66 2003 On age-period-cohort parametric mortality rate projections. Zbl 1231.91195Haberman, Steven; Renshaw, Arthur 38 2009 On the forecasting of mortality reduction factors. Zbl 1025.62041Renshaw, A. E.; Haberman, S. 38 2003 Parametric mortality improvement rate modelling and projecting. Zbl 1237.91129Haberman, Steven; Renshaw, Arthur 37 2012 On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. Zbl 1152.91598Renshaw, A. E.; Haberman, S. 32 2008 Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236Haberman, Steven; Renshaw, Arthur 18 2013 Longevity-indexed life annuities. Zbl 1213.91088Denuit, Michel; Haberman, Steven; Renshaw, Arthur 12 2011 Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities. Zbl 0971.62065Renshaw, A. E.; Haberman, S. 10 2000 On the graduations associated with a multiple state model for permanent health insurance. Zbl 0835.62104Renshaw, A. E.; Haberman, S. 9 1995 Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162Denuit, M.; Haberman, S.; Renshaw, A. E. 8 2010 Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205Haberman, Steven; Renshaw, Arthur 7 2008 Dual modelling and select mortality. Zbl 0911.62097Renshaw, A. E.; Haberman, S. 3 1997 Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186Renshaw, Arthur; Haberman, Steven 2 2021 Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. 1 2013 Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality. Zbl 1168.62384Haberman, S.; Renshaw, A. E. 1 2009 A simple graphical method for the comparison of two mortality experiences. Zbl 0961.91022Haberman, S.; Renshaw, A. E. 1 1999 Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186Renshaw, Arthur; Haberman, Steven 2 2021 Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236Haberman, Steven; Renshaw, Arthur 18 2013 Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. 1 2013 Parametric mortality improvement rate modelling and projecting. Zbl 1237.91129Haberman, Steven; Renshaw, Arthur 37 2012 Longevity-indexed life annuities. Zbl 1213.91088Denuit, Michel; Haberman, Steven; Renshaw, Arthur 12 2011 Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162Denuit, M.; Haberman, S.; Renshaw, A. E. 8 2010 On age-period-cohort parametric mortality rate projections. Zbl 1231.91195Haberman, Steven; Renshaw, Arthur 38 2009 Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality. Zbl 1168.62384Haberman, S.; Renshaw, A. E. 1 2009 On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. Zbl 1152.91598Renshaw, A. E.; Haberman, S. 32 2008 Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205Haberman, Steven; Renshaw, Arthur 7 2008 A cohort-based extension to the Lee-Carter model for mortality reduction factors. Zbl 1168.91418Renshaw, A. E.; Haberman, S. 187 2006 Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371Renshaw, A. E.; Haberman, S. 116 2003 Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359Renshaw, Arthur; Haberman, Steven 66 2003 On the forecasting of mortality reduction factors. Zbl 1025.62041Renshaw, A. E.; Haberman, S. 38 2003 Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities. Zbl 0971.62065Renshaw, A. E.; Haberman, S. 10 2000 A simple graphical method for the comparison of two mortality experiences. Zbl 0961.91022Haberman, S.; Renshaw, A. E. 1 1999 Dual modelling and select mortality. Zbl 0911.62097Renshaw, A. E.; Haberman, S. 3 1997 On the graduations associated with a multiple state model for permanent health insurance. Zbl 0835.62104Renshaw, A. E.; Haberman, S. 9 1995 all cited Publications top 5 cited Publications all top 5 Cited by 450 Authors 42 Haberman, Steven 17 Renshaw, Arthur E. 16 Denuit, Michel M. 16 Li, Johnny Siu-Hang 14 Tsai, Cary Chi-Liang 13 Blake, David 11 Cairns, Andrew J. G. 11 Lin, Tzuling 9 Li, Jackie 8 Wang, Chou-Wen 7 D’Amato, Valeria 7 De Waegenaere, Anja 6 Debón, Ana 6 Huang, Hong-Chih 6 Hunt, Andrew 6 Liu, Yanxin 6 Piscopo, Gabriella 6 Russolillo, Maria 6 Villegas, Andrés M. 5 Dowd, Kevin 5 Hatzopoulos, Peter 5 MacMinn, Richard D. 5 Melenberg, Bertrand 5 Montes, Francisco 5 Nielsen, Jens Perch 5 Shang, Han Lin 5 Sherris, Michael 5 Shi, Yanlin 5 Yang, Sharon S. 5 Yue, Jack C. 4 Antonio, Katrien 4 Chang, Le 4 Hainaut, Donatien 4 Huang, Fei 4 Jarner, Søren Fiig 4 Jevtić, Petar 4 Loisel, Stéphane 4 Wang, Jennifer L. 3 Balasooriya, Uditha 3 Bravo, Jorge Miguel 3 Chan, Wai-Sum 3 Christiansen, Marcus Christian 3 Coughlan, Guy D. 3 Delwarde, Antoine 3 Di Lorenzo, Emilia 3 Djehiche, Boualem 3 Giacometti, Rosella 3 Kleinow, Torsten 3 Levantesi, Susanna 3 Li, Han 3 Li, Hong 3 Mammen, Enno 3 Millossovich, Pietro 3 O’Hare, Colin 3 Pitacco, Ermanno 3 Salhi, Yahia 3 Scognamiglio, Salvatore 3 Sibillo, Marilena 3 Tzeng, Larry Yu-Ren 3 Vellekoop, Michel H. 3 Venter, Gary G. 3 Zhou, Kenneth Q. 3 Zhou, Rui 3 Ziveyi, Jonathan 2 Ahmadi, Seyed Saeed 2 Albrecher, Hansjörg 2 Aro, Helena 2 Bar-Lev, Shaul K. 2 Basellini, Ugofilippo 2 Boumezoued, Alexandre 2 Bozikas, Apostolos 2 Brockett, Patrick L. 2 Brouhns, Natacha 2 Chen, An 2 Currie, Iain D. 2 Czado, Claudia 2 de Jong, Piet 2 Dhaene, Jan 2 El Karoui, Nicole 2 Epstein, David 2 Fabozzi, Frank J. 2 Fernandes, Cristiano Augusto Coelho 2 Forster, Jonathan J. 2 Gbari, Samuel 2 Guillen, Montserrat 2 Hardy, Mary Rosalyn 2 Hári, Norbert 2 Jalen, Luka 2 Kaishev, Vladimir K. 2 Kogure, Atsuyuki 2 Koissi, Marie-Claire 2 Kung, Ko-Lun 2 Lazăr, Dorina 2 Lee, Yung-Tsung 2 Leng, Xuan 2 Li, Siu-Hang 2 Liu, Xiaoming 2 Löfdahl, Björn 2 Lu, Yang 2 Ludkovski, Michael ...and 350 more Authors all top 5 Cited in 41 Serials 122 Insurance Mathematics & Economics 44 North American Actuarial Journal 41 Scandinavian Actuarial Journal 31 ASTIN Bulletin 18 European Actuarial Journal 4 Communications in Statistics. Theory and Methods 4 Computational Statistics and Data Analysis 4 Lifetime Data Analysis 4 Decisions in Economics and Finance 4 The Annals of Applied Statistics 3 Journal of Applied Statistics 3 Methodology and Computing in Applied Probability 3 Statistical Modelling 2 Biometrical Journal 2 Applied Stochastic Models in Business and Industry 1 Journal of the American Statistical Association 1 Journal of Computational and Applied Mathematics 1 Journal of Economic Theory 1 Journal of Optimization Theory and Applications 1 Statistics 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Mathematical and Computer Modelling 1 Annals of Operations Research 1 European Journal of Operational Research 1 Mathematical Methods of Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Soft Computing 1 CEJOR. Central European Journal of Operations Research 1 Probability in the Engineering and Informational Sciences 1 Quantitative Finance 1 Missouri Journal of Mathematical Sciences 1 SORT. Statistics and Operations Research Transactions 1 Computational Management Science 1 Journal of Forecasting 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 AStA. Advances in Statistical Analysis 1 Electronic Journal of Statistics 1 East Asian Mathematical Journal 1 The Scientific World Journal. Probability and Statistics 1 Journal of the Japan Statistical Society. Japanese Issue all top 5 Cited in 13 Fields 285 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 197 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 8 Computer science (68-XX) 7 Numerical analysis (65-XX) 7 Biology and other natural sciences (92-XX) 5 General and overarching topics; collections (00-XX) 2 Partial differential equations (35-XX) 1 Mathematical logic and foundations (03-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year