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Lee-Carter mortality forecasting with age-specific enhancement
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Cited by:
- Mariarosaria Coppola & Valeria D'Amato, 2012. "Backtesting the solvency capital requirement for longevity risk," Journal of Risk Finance, Emerald Group Publishing, vol. 13(4), pages 309-319, August.
- Han Lin Shang & Steven Haberman, 2020. "Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?," Risks, MDPI, vol. 8(3), pages 1-11, July.
- Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
- Bravo, Jorge Miguel & El Mekkaoui de Freitas, Najat, 2018.
"Valuation of longevity-linked life annuities,"
Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 212-229.
- Jorge Miguel Bravo & Najat El Mekkaoui de Freitas, 2018. "Valuation of longevity-linked life annuities," Post-Print hal-04233592, HAL.
- Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard, 2018.
"Longevity risk and capital markets: The 2015–16 update,"
Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 157-173.
- David Blake & Nicole El Karoui & Stéphane Loisel & Richard Macminn, 2018. "Longevity risk and capital markets: The 2015–16 update," Post-Print hal-01995778, HAL.
- David Blake & Marco Morales & Enrico Biffis & Yijia Lin & Andreas Milidonis, 2017.
"Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 515-532, April.
- David Blake & Marco Morales & Hong Li & Anja Waegenaere & Bertrand Melenberg, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 459-475, April.
- David Blake & Marco Morales, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 273-277, April.
- David Blake & Marco Morales & Hua Chen & Richard D. MacMinn & Tao Sun, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 393-415, April.
- David Blake & Marco Morales & Kenneth Q. Zhou & Johnny Siu-Hang Li, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 417-437, April.
- David Blake & Marco Morales & Jing Ai & Patrick L. Brockett & Linda L. Golden & Wei Zhu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 319-343, April.
- David Blake & Marco Morales & Yijia Lin & Richard D. MacMinn & Ruilin Tian & Jifeng Yu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 345-365, April.
- David Blake & Marco Morales & Richard MacMinn & Patrick Brockett, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 299-317, April.
- David Blake & Marco Morales & Richard D. MacMinn & Nan Zhu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 439-458, April.
- David Blake & Marco Morales & David Blake & Marco Morales, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 279-297, April.
- David Blake & Marco Morales & Wenjun Zhu & Ken Seng Tan & Chou-Wen Wang, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 477-493, April.
- David Blake & Marco Morales & Andreas Milidonis & Maria Efthymiou, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 495-514, April.
- David Blake & Marco Morales & Yijia Lin & Tianxiang Shi & Ayşe Arik, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 367-392, April.
- Ayuso, Mercedes & Bravo, Jorge M. & Holzmann, Robert, 2021.
"Getting life expectancy estimates right for pension policy: period versus cohort approach,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(2), pages 212-231, April.
- Mercedes Ayuso & Jorge Miguel Bravo & Robert Holzman, 2018. "Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach," CESifo Working Paper Series 7349, CESifo.
- Ayuso, Mercedes & Bravo, Jorge Miguel & Holzmann, Robert, 2018. "Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach," IZA Discussion Papers 11512, Institute of Labor Economics (IZA).
- Jennifer L. Wang & H.C. Huang & Sharon S. Yang & Jeffrey T. Tsai, 2010. "An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 473-497, June.
- Niels Haldrup & Carsten P. T. Rosenskjold, 2019.
"A Parametric Factor Model of the Term Structure of Mortality,"
Econometrics, MDPI, vol. 7(1), pages 1-22, March.
- Niels Haldrup & Carsten P. T. Rosenskjold, 2018. "A Parametric Factor Model of the Term Structure of Mortality," CREATES Research Papers 2018-06, Department of Economics and Business Economics, Aarhus University.
- Heather Booth & Rob Hyndman & Leonie Tickle & Piet de Jong, 2006.
"Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions,"
Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 15(9), pages 289-310.
- Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong, 2006. "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Monash Econometrics and Business Statistics Working Papers 13/06, Monash University, Department of Econometrics and Business Statistics.
- Hyndman, Rob J. & Booth, Heather, 2008.
"Stochastic population forecasts using functional data models for mortality, fertility and migration,"
International Journal of Forecasting, Elsevier, vol. 24(3), pages 323-342.
- Rob J Hyndman & Heather Booth, 2006. "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers 14/06, Monash University, Department of Econometrics and Business Statistics.
- 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.
- Szymański Andrzej & Rossa Agnieszka, 2021. "The Complex-Number Mortality Model (CNMM) based on orthonormal expansion of membership functions," Statistics in Transition New Series, Polish Statistical Association, vol. 22(3), pages 31-57, September.
- Ufuk Beyaztas & Hanlin Shang, 2022. "Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates," Forecasting, MDPI, vol. 4(1), pages 1-15, March.
- Tsai, Jeffrey T. & Wang, Jennifer L. & Tzeng, Larry Y., 2010. "On the optimal product mix in life insurance companies using conditional value at risk," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 235-241, February.
- Daniel dos Santos Baptista & Nuno M. Brites, 2023. "Modelling French and Portuguese Mortality Rates with Stochastic Differential Equation Models: A Comparative Study," Mathematics, MDPI, vol. 11(22), pages 1-20, November.
- Hainaut, Donatien, 2012. "Multidimensional Lee–Carter model with switching mortality processes," Insurance: Mathematics and Economics, Elsevier, vol. 50(2), pages 236-246.
- Colin O’hare & Youwei Li, 2017.
"Models of mortality rates – analysing the residuals,"
Applied Economics, Taylor & Francis Journals, vol. 49(52), pages 5309-5323, November.
- O'Hare, Colin & Li, Youwei, 2016. "Models of Mortality rates - analysing the residuals," MPRA Paper 71394, University Library of Munich, Germany.
- Debón, A. & Montes, F. & Puig, F., 2008. "Modelling and forecasting mortality in Spain," European Journal of Operational Research, Elsevier, vol. 189(3), pages 624-637, September.
- Haberman, Steven & Renshaw, Arthur, 2012. "Parametric mortality improvement rate modelling and projecting," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 309-333.
- Friedberg Leora & Webb Anthony, 2007.
"Life Is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 7(1), pages 1-33, July.
- Leora Friedburg & Anthony Webb, 2005. "Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk," Working Papers, Center for Retirement Research at Boston College wp2005-13, Center for Retirement Research, revised Oct 2005.
- Leora Friedberg & Anthony Webb, 2006. "Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk," NBER Working Papers 11984, National Bureau of Economic Research, Inc.
- Bravo, Jorge M. & Ayuso, Mercedes & Holzmann, Robert & Palmer, Edward, 2023.
"Intergenerational actuarial fairness when longevity increases: Amending the retirement age,"
Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 161-184.
- Jorge Miguel Bravo & Mercedes Ayuso & Robert Holzmann & Edward Palmer, 2021. "Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age," CESifo Working Paper Series 9408, CESifo.
- Yang, Sharon S. & Wang, Chou-Wen, 2013. "Pricing and securitization of multi-country longevity risk with mortality dependence," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 157-169.
- Johann Fuchs & Doris Söhnlein & Brigitte Weber & Enzo Weber, 2018. "Stochastic Forecasting of Labor Supply and Population: An Integrated Model," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 37(1), pages 33-58, February.
- Andrzej Szymański & Agnieszka Rossa, 2021. "The Complex-Number Mortality Model (CNMM) based on orthonormal expansion of membership function," Statistics in Transition New Series, Polish Statistical Association, vol. 22(3), pages 31-57, September.
- Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko, 2017. "Cohort effects in mortality modelling: a Bayesian state-space approach," Papers 1703.08282, arXiv.org.
- Ralph Stevens, 2017. "Managing Longevity Risk by Implementing Sustainable Full Retirement Age Policies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(4), pages 1203-1230, December.
- Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2023. "Thirty years on: A review of the Lee–Carter method for forecasting mortality," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1033-1049.
- Ekheden, Erland & Hössjer, Ola, 2015. "Multivariate time series modeling, estimation and prediction of mortalities," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 156-171.
- Danesi, Ivan Luciano & Haberman, Steven & Millossovich, Pietro, 2015. "Forecasting mortality in subpopulations using Lee–Carter type models: A comparison," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 151-161.
- Luis E. Nieto-Barajas, 2022. "Bayesian nonparametric dynamic hazard rates in evolutionary life tables," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(2), pages 319-334, April.
- Francesca Perla & Salvatore Scognamiglio, 2023. "Locally-coherent multi-population mortality modelling via neural networks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(1), pages 157-176, June.
- Colin O’hare & Youwei Li, 2017.
"Modelling mortality: are we heading in the right direction?,"
Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 170-187, January.
- O'Hare, Colin & Li, Youwei, 2016. "Modelling mortality: Are we heading in the right direction?," MPRA Paper 71392, University Library of Munich, Germany.
- Katrien Antonio & Anastasios Bardoutsos & Wilbert Ouburg, 2015.
"Bayesian Poisson log-bilinear models for mortality projections with multiple populations,"
Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven
485564, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
- Katrien Antonio & Anastasios Bardoutsos & Wilbert Ouburg, 2015. "Bayesian Poisson log-bilinear models for mortality projections with multiple populations," BAFFI CAREFIN Working Papers 1505, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko, 2016. "A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting," Papers 1605.09484, arXiv.org.
- Paras Shah & Allon Guez, 2009. "Mortality forecasting using neural networks and an application to cause-specific data for insurance purposes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(6), pages 535-548.
- David Atance & Ana Debón & Eliseo Navarro, 2020. "A Comparison of Forecasting Mortality Models Using Resampling Methods," Mathematics, MDPI, vol. 8(9), pages 1-21, September.
- Poletti Laurini, Márcio & Moura, Marcelo, 2010.
"Constrained smoothing B-splines for the term structure of interest rates,"
Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 339-350, April.
- Laurini, Márcio P. & Moura, Marcelo, 2007. "Constrained Smoothing Splines for the Term Structure of Interest Rates," Insper Working Papers wpe_100, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Hatzopoulos, P. & Haberman, S., 2013. "Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 320-337.
- Rachel WINGENBACH & Jong-Min KIM & Hojin JUNG, 2020. "Living Longer in High Longevity Risk," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 86(1), pages 47-86, March.
- He, Lingyu & Huang, Fei & Shi, Jianjie & Yang, Yanrong, 2021. "Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 14-34.
- Haberman, Steven & Renshaw, Arthur, 2013. "Modelling and projecting mortality improvement rates using a cohort perspective," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 150-168.
- Michel Denuit, 2009. "Life Anuities with Stochastic Survival Probabilities: A Review," Methodology and Computing in Applied Probability, Springer, vol. 11(3), pages 463-489, September.
- Shang, Han Lin & Haberman, Steven, 2017. "Grouped multivariate and functional time series forecasting:An application to annuity pricing," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 166-179.
- Zhang, Xuanming & Huang, Fei & Hui, Francis K.C. & Haberman, Steven, 2023. "Cause-of-death mortality forecasting using adaptive penalized tensor decompositions," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 193-213.
- Weinert, Jan-Hendrik & Gründl, Helmut, 2016. "The modern tontine: An innovative instrument for longevity risk management in an aging society," ICIR Working Paper Series 22/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- D’Amato, Valeria & Di Lorenzo, Emilia & Haberman, Steven & Sagoo, Pretty & Sibillo, Marilena, 2018. "De-risking strategy: Longevity spread buy-in," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 124-136.
- Jevtić, Petar & Luciano, Elisa & Vigna, Elena, 2013.
"Mortality surface by means of continuous time cohort models,"
Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 122-133.
- Petar Jevtic & Elisa Luciano & Elena Vigna, 2012. "Mortality Surface by Means of Continuous Time Cohort Models," Carlo Alberto Notebooks 264, Collegio Carlo Alberto, revised 2013.
- Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Vasily Kartashov, 2013.
"Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 649-676, September.
- Vasily Kartashov & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011. "Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities," NBER Working Papers 17505, National Bureau of Economic Research, Inc.
- Shen, Yang & Siu, Tak Kuen, 2013. "Longevity bond pricing under stochastic interest rate and mortality with regime-switching," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 114-123.
- Ahmadi, Seyed Saeed & Li, Johnny Siu-Hang, 2014. "Coherent mortality forecasting with generalized linear models: A modified time-transformation approach," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 194-221.
- D’Amato, Valeria & Haberman, Steven & Piscopo, Gabriella & Russolillo, Maria, 2012. "Modelling dependent data for longevity projections," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 694-701.
- Lee, Yung-Tsung & Wang, Chou-Wen & Huang, Hong-Chih, 2012. "On the valuation of reverse mortgages with regular tenure payments," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 430-441.
- Şule Şahin & Selin Özen, 2024. "A Quantitative Comparison of Mortality Models with Jumps: Pre- and Post-COVID Insights on Insurance Pricing," Risks, MDPI, vol. 12(3), pages 1-24, March.
- Zhenmin Cheng & Wanwan Si & Zhiwei Xu & Kaibiao Xiang, 2022. "Prediction of China’s Population Mortality under Limited Data," IJERPH, MDPI, vol. 19(19), pages 1-13, September.
- Dorina Lazar & Michel M. Denuit, 2009. "A multivariate time series approach to projected life tables," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(6), pages 806-823, November.
- Fuchs, Johann & Söhnlein, Doris & Weber, Brigitte & Weber, Enzo, 2017. "Forecasting labour supply and population: an integrated stochastic model," IAB-Discussion Paper 201701, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Laurent Callot & Niels Haldrup & Malene Kallestrup-Lamb, 2016.
"Deterministic and stochastic trends in the Lee–Carter mortality model,"
Applied Economics Letters, Taylor & Francis Journals, vol. 23(7), pages 486-493, May.
- Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb, 2014. "Deterministic and stochastic trends in the Lee-Carter mortality model," CREATES Research Papers 2014-44, Department of Economics and Business Economics, Aarhus University.
- Kogure Atsuyuki & Kitsukawa Kenji & Kurachi Yoshiyuki, 2009. "A Bayesian Comparison of Models for Changing Mortalities toward Evaluating Longevity Risk in Japan," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(2), pages 1-22, April.
- O’Hare, Colin & Li, Youwei, 2012. "Explaining young mortality," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 12-25.
- Wang, Chou-Wen & Huang, Hong-Chih & Hong, De-Chuan, 2013. "A feasible natural hedging strategy for insurance companies," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 532-541.
- Maria Carannante & Valeria D’amato & Steven Haberman & Massimiliano Menzietti, 2024. "Frailty-based mortality models and reserving for longevity risk," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(2), pages 320-339, April.
- Apostolos Bozikas & Georgios Pitselis, 2018. "An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing," Risks, MDPI, vol. 6(2), pages 1-34, April.
- Marcos Postigo-Boix & Ramón Agüero & José L Melús-Moreno, 2019. "An alternative procedure to obtain the mortality rate with non-linear functions: Application to the case of the Spanish population," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-16, October.
- Ahmadi, Seyed Saeed & Gaillardetz, Patrice, 2015. "Modeling mortality and pricing life annuities with Lévy processes," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 337-350.
- Debón, A. & Chaves, L. & Haberman, S. & Villa, F., 2017. "Characterization of between-group inequality of longevity in European Union countries," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 151-165.
- Richter, Andreas & Weber, Frederik, 2009. "Mortality-Indexed Annuities," Discussion Papers in Business Administration 10994, University of Munich, Munich School of Management.
- Li, J.S.H. & Ng, A.C.Y. & Chan, W.S., 2013. "Stochastic life table forecasting: A time-simultaneous fan chart application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 98-107.
- Yahia Salhi & Stéphane Loisel, 2017. "Basis risk modelling: a co-integration based approach," Post-Print hal-00746859, HAL.
- Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006. "Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk," ASTIN Bulletin, Cambridge University Press, vol. 36(1), pages 79-120, May.
- Chou-Wen Wang & Hong-Chih Huang & I-Chien Liu, 2013. "Mortality Modeling With Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 775-798, September.
- Flici, Farrid, 2016. "Projection des taux de mortalité par âges pour la population algérienne [Forecasting The Age Specific Mortality Rates For The Algerian Population]," MPRA Paper 98784, University Library of Munich, Germany, revised Dec 2016.
- Wang, Hong & Koo, Bonsoo & O'Hare, Colin, 2016. "Retirement planning in the light of changing demographics," Economic Modelling, Elsevier, vol. 52(PB), pages 749-763.
- Ana Debón & Steven Haberman & Francisco Montes & Edoardo Otranto, 2021. "Do Different Models Induce Changes in Mortality Indicators? That Is a Key Question for Extending the Lee-Carter Model," IJERPH, MDPI, vol. 18(4), pages 1-16, February.
- 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.
- Valeria D’Amato & Steven Haberman & Gabriella Piscopo & Maria Russolillo, 2014. "Computational framework for longevity risk management," Computational Management Science, Springer, vol. 11(1), pages 111-137, January.
- Homa Magdalena, 2020. "Mathematical Reserves vs Longevity Risk in Life Insurances," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(1), pages 23-38, March.
- Han Lin Shang & Rob J Hyndman & Heather Booth, 2010. "A comparison of ten principal component methods for forecasting mortality rates," Monash Econometrics and Business Statistics Working Papers 8/10, Monash University, Department of Econometrics and Business Statistics.
- Carlo G. Camarda & Ugofilippo Basellini, 2021. "Smoothing, Decomposing and Forecasting Mortality Rates," European Journal of Population, Springer;European Association for Population Studies, vol. 37(3), pages 569-602, July.
- Annamaria Olivieri & Ermanno Pitacco, 2022. "Time Restrictions on Life Annuity Benefits: Portfolio Risk Profiles," Risks, MDPI, vol. 10(8), pages 1-18, August.
- Ling Wang & Mei Choi Chiu & Hoi Ying Wong, 2020. "Volterra mortality model: Actuarial valuation and risk management with long-range dependence," Papers 2009.09572, arXiv.org.
- Tomas, Julien & Planchet, Frédéric, 2015. "Prospective mortality tables: Taking heterogeneity into account," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 169-190.
- Gisou Díaz-Rojo & Ana Debón & Jaime Mosquera, 2020. "Multivariate Control Chart and Lee–Carter Models to Study Mortality Changes," Mathematics, MDPI, vol. 8(11), pages 1-17, November.
- O'Hare, Colin & Li, Youwei, 2014. "Identifying structural breaks in stochastic mortality models," MPRA Paper 62994, University Library of Munich, Germany.
- Carlo Giovanni Camarda, 2019. "Smooth constrained mortality forecasting," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(38), pages 1091-1130.
- Christina Bohk & Roland Rau & Joel E. Cohen, 2015. "Taylor's power law in human mortality," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 33(21), pages 589-610.
- Valeria D’Amato & Emilia Di Lorenzo & Marilena Sibillo, 2018. "Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans," Risks, MDPI, vol. 6(1), pages 1-21, February.