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A DSA algorithm for mortality forecasting
Diao, Liqun; Meng, Yechao; Weng, Chengguo - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 3, pp. 438-458
Persistent link: https://www.econbiz.de/10012623440
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Optimal longevity risk transfer and investment strategies
Cox, Samuel H.; Lin, Yijia; Liu, Sheen - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S40-S65
Persistent link: https://www.econbiz.de/10012440425
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Mortality risk management under the factor copula framework : with applications to insurance policy pools
Hsieh, Ming-Hua; Tsai, Chenghsien Jason; Wang, Jennifer L. - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S119-S131
Persistent link: https://www.econbiz.de/10012440428
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A critique of the paper by Kanabar, R. and Simmons, P. (2016), "to defer or not to defer? UK state pension and work decisions in a lifecylce model", Applied economics, 48, 58, 5699...
Dagpunar, John - In: Applied economics 50 (2018) 60, pp. 6569-6575
Persistent link: https://www.econbiz.de/10012063900
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The valuation of no-negative equity guarantees and equity release mortgages
Dowd, Kevin; Buckner, Dean; Blake, David; Fry, John - In: Economics letters 184 (2019), pp. 1-4
Persistent link: https://www.econbiz.de/10012304786
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Asymmetries and a reconsideration of unemployment's impact upon mortality
Sameem, Sediq; Sylwester, Kevin - In: Economics letters 163 (2018), pp. 114-117
Persistent link: https://www.econbiz.de/10011982977
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Models of mortality rates : analysing the residuals
O'Hare, Colin; Li, Youwei - In: Applied economics 49 (2017) 52, pp. 5309-5323
Persistent link: https://www.econbiz.de/10011845132
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Modelling mortality : are we heading in the right direction?
O'Hare, Colin; Li, Youwei - In: Applied economics 49 (2017) 2, pp. 170-187
Persistent link: https://www.econbiz.de/10011810542
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Immigration and PAYG pension systems in the presence of increasing life expectancy
Di Liddo, Giuseppe - In: Economics letters 162 (2018), pp. 56-61
Persistent link: https://www.econbiz.de/10011939760
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Improving the forecast of longevity by combining models
Apicella, Giovanna; Dacorogna, Michel M.; Di Lorenzo, Emilia - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 2, pp. 298-319
Persistent link: https://www.econbiz.de/10012180623