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Point and interval forecasts of death rates using neural networks
Schnürch, Simon; Korn, Ralf - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 333-360
Persistent link: https://www.econbiz.de/10012805749
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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
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Modern life-care tontines
Hieber, Peter; Lucas, Nathalie - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 563-589
Persistent link: https://www.econbiz.de/10013270077
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Target volatility strategies for group self-annuity portfolios
Olivieri, Annamaria; Thirurajah, Samuel; Ziveyi, Jonathan - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 591-617
Persistent link: https://www.econbiz.de/10013270078
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A new inference strategy for general population mortality tables
Boumezoued, Alexandre; Hoffmann, Marc; Jeunesse, Paulien - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 325-356
Persistent link: https://www.econbiz.de/10012243332
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Forecasting multiple functional time series in a group structure : an application to mortality
Shang, Han Lin; Haberman, Steven - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 357-379
Persistent link: https://www.econbiz.de/10012243333
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Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 381-417
Persistent link: https://www.econbiz.de/10012243342
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Wavelet-based feature extraction for mortality projection
Hainaut, Donatien; Denuit, Michel - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 675-707
Persistent link: https://www.econbiz.de/10012307393
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Natural hedges with immunization strategies of mortality and interest rates
Lin, Tzuling; Tsai, Cary Chi-liang - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 155-185
Persistent link: https://www.econbiz.de/10012194116
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Mortality forecasting with a spatially penalized smoothed VAR model
Chang, Le; Shi, Yanlin - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 161-189
Persistent link: https://www.econbiz.de/10012437277