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Search: subject:"Multi-population mortality modelling"
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Mortality
6
Sterblichkeit
6
Forecasting model
5
Prognoseverfahren
5
Multi-population mortality modelling
4
Theorie
3
Theory
3
multi-population mortality modelling
3
Estimation theory
2
Lee-Carter model
2
Multivariate Verteilung
2
Multivariate distribution
2
Neural networks
2
Neuronale Netze
2
Schätztheorie
2
Archimedean copulas
1
Coherence mortality forecasting
1
Credibility
1
Credibility theory
1
Crossed classification credibility model
1
Empirical copulas
1
Estimation methods
1
Glaubwürdigkeit
1
Hedging
1
Human Mortality Database
1
Human mortality database
1
Italien
1
Italy
1
Lee–Carter model
1
Linear Bayes estimator
1
Longevity hedge
1
Losses and allocated loss adjustment expenses
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Mortality bond
1
Mortality dependence
1
Mortality modelling
1
Mortality models
1
Statistical distribution
1
Statistische Verteilung
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Scognamiglio, Salvatore
3
Bozikas, Apostolos
1
Christiansen, Marcus C.
1
Ji, Min
1
Kularatne, Thilini Dulanjali
1
Li, Jackie
1
Perla, Francesca
1
Pitselis, Georgios
1
Pitt, David C.
1
Rui, Zhou
1
Schinzinger, Edo
1
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Insurance / Mathematics & economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Astin bulletin : the journal of the International Actuarial Association
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Decisions in economics and finance : a journal of applied mathematics
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Quantitative finance and economics
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ECONIS (ZBW)
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Longevity risk analysis : applications to the Italian regional data
Scognamiglio, Salvatore
- In:
Quantitative finance and economics
6
(
2022
)
1
,
pp. 138-157
Persistent link: https://www.econbiz.de/10013498884
Saved in:
2
Locally-coherent
multi-population
mortality
modelling
via neural networks
Perla, Francesca
;
Scognamiglio, Salvatore
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 157-176
Persistent link: https://www.econbiz.de/10014321410
Saved in:
3
Calibrating the lee-carter and the Poisson Lee-Carter models via neural networks
Scognamiglio, Salvatore
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 519-561
Persistent link: https://www.econbiz.de/10013270076
Saved in:
4
On the use of Archimedean copulas for insurance modelling
Kularatne, Thilini Dulanjali
;
Li, Jackie
;
Pitt, David C.
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10012505597
Saved in:
5
Modelling mortality dependence : an application of dynamic vine copula
Rui, Zhou
;
Ji, Min
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 241-255
Persistent link: https://www.econbiz.de/10012649231
Saved in:
6
Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
Bozikas, Apostolos
;
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 353-368
Persistent link: https://www.econbiz.de/10012294142
Saved in:
7
A credibility approach for combining likelihoods of generalized linear models
Christiansen, Marcus C.
;
Schinzinger, Edo
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 531-569
Persistent link: https://www.econbiz.de/10011669729
Saved in:
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