Modeling The Mortality Trend Under Modern Solvency Regimes
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Cited by:
- Rokas Gylys & Jonas Šiaulys, 2019. "Revisiting Calibration of the Solvency II Standard Formula for Mortality Risk: Does the Standard Stress Scenario Provide an Adequate Approximation of Value-at-Risk?," Risks, MDPI, vol. 7(2), pages 1-24, May.
- Börger, Matthias & Schupp, Johannes, 2018. "Modeling trend processes in parametric mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 369-380.
- Guibert, Quentin & Lopez, Olivier & Piette, Pierrick, 2019. "Forecasting mortality rate improvements with a high-dimensional VAR," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 255-272.
- Boonen, Tim J. & De Waegenaere, Anja & Norde, Henk, 2017. "Redistribution of longevity risk: The effect of heterogeneous mortality beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 175-188.
- Li, Hong & De Waegenaere, Anja & Melenberg, Bertrand, 2015. "The choice of sample size for mortality forecasting: A Bayesian learning approach," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 153-168.
- Börger, Matthias & Freimann, Arne & Ruß, Jochen, 2021. "A combined analysis of hedge effectiveness and capital efficiency in longevity hedging," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 309-326.
- Jose M. Pavía & Josep Lledó, 2022. "Estimation of the combined effects of ageing and seasonality on mortality risk: An application to Spain," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(2), pages 471-497, April.
- Börger, Matthias & Russ, Jochen & Schupp, Johannes, 2021. "It takes two: Why mortality trend modeling is more than modeling one mortality trend," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 222-232.
- Jens Robben & Katrien Antonio & Sander Devriendt, 2022.
"Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model,"
Risks, MDPI, vol. 10(2), pages 1-33, January.
- Jens Robben & Katrien Antonio & Sander Devriendt, 2021. "Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model," Papers 2111.10164, arXiv.org.
- Lledó, Josep & Pavía, Jose M. & Morillas-Jurado, Francisco G., 2019. "Incorporating big microdata in life table construction: A hypothesis-free estimator," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 138-150.
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