The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
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DOI: 10.1016/j.insmatheco.2020.04.001
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Cited by:
- Yanxin Liu & Johnny Siu-Hang Li, 2023. "Disentangling Trend Risk and Basis Risk with Functional Time Series," Risks, MDPI, vol. 11(12), pages 1-18, November.
- Li, Johnny Siu-Hang & Liu, Yanxin, 2021. "Recent declines in life expectancy: Implication on longevity risk hedging," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 376-394.
- Yang Qiao & Chou-Wen Wang & Wenjun Zhu, 2024. "Machine learning in long-term mortality forecasting," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(2), pages 340-362, April.
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Keywords
Cohort effects; Longevity risk; Mortality improvement rates; Mortality heat maps; Stochastic mortality modeling;All these keywords.
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