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~person:"Lin, Tzuling"
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Lee-Carter model
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Mortality
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2
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Estimation theory
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Lee–Carter model
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Life insurance
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Lin, Tzuling
Booth, Heather
10
Tsai, Cary Chi-Liang
10
Haberman, Steven
9
Shang, Han Lin
7
Li, Jackie
6
Ayuso, Mercedes
5
Fang, Lei
5
Hanewald, Katja
5
Scognamiglio, Salvatore
5
Shi, Yanlin
5
Tickle, Leonie
5
Denuit, Michel
4
Holzmann, Robert
4
Hyndman, Rob J
4
Kogure, Atsuyuki
4
Levantesi, Susanna
4
Li, Johnny Siu-Hang
4
Yasmeen, Farah
4
Bauer, Daniel
3
Bozikas, Apostolos
3
Carter, Jimmy
3
Ediev, Dalkhat M.
3
Gründl, Helmut
3
Guillén, Montserrat
3
Hyndman, Rob
3
Ornelas, Arelly
3
Peng, Liang
3
Perla, Francesca
3
Pitselis, Georgios
3
Post, Thomas
3
Russolillo, Maria
3
Sarferaz, Samad
3
Schnürch, Simon
3
Wang, Chou-Wen
3
Weber, Frederik
3
Zhou, Kenneth Q.
3
Arnold-Gaille, Séverine
2
Bravo, Jorge Miguel
2
Christiansen, Marcus C.
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Insurance / Mathematics & economics
2
Scandinavian actuarial journal
2
Insurance: Mathematics and Economics
1
Journal of forecasting
1
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ECONIS (ZBW)
5
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1
Hierarchical Bayesian modeling of multi-country mortality rates
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Scandinavian actuarial journal
2022
(
2022
)
5
,
pp. 375-398
Persistent link: https://www.econbiz.de/10013370697
Saved in:
2
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
Tsai, Cary Chi-Liang
;
Lin, Tzuling
- In:
Scandinavian actuarial journal
(
2017
)
5
,
pp. 419-440
Persistent link: https://www.econbiz.de/10011772204
Saved in:
3
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
Saved in:
4
A simple linear regression approach to modeling and forecasting mortality rates
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 543-559
Persistent link: https://www.econbiz.de/10011390452
Saved in:
5
Age-specific copula-AR-GARCH mortality models
Lin, Tzuling
;
Wang, Chou-Wen
;
Tsai, Cary Chi-Liang
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 110-124
Persistent link: https://www.econbiz.de/10010515911
Saved in:
6
Age-specific copula-AR-GARCH mortality models
Lin, Tzuling
;
Wang, Chou-Wen
;
Tsai, Cary Chi-Liang
- In:
Insurance: Mathematics and Economics
61
(
2015
)
C
,
pp. 110-124
higher degree of coverage than the Lee–
Carter
model. Finally, we numerically illustrate with mortality data of Japan that VaR …
Persistent link: https://www.econbiz.de/10011263849
Saved in:
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