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Mortality models incorporating long memory for life table estimation : a comprehensive analysis
Yan, Hongxuan; Peters, Gareth; Chan, Jennifer - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 3, pp. 567-604
Persistent link: https://www.econbiz.de/10012656709
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Statistical features of persistence and long memory in mortality data
Peters, Gareth; Yan, Hongxuan; Chan, Jennifer - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 291-317
Persistent link: https://www.econbiz.de/10012593582
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A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung; Peters, Gareth; Shevchenko, Pavel V. - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
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Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing
Peters, Gareth; Chudtong, Mantana; De Gaetano, Andrea - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 2, pp. 285-327
Persistent link: https://www.econbiz.de/10014320038
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Package AdvEMDpy : algorithmic variations of empirical mode decomposition in Python
Jaarsveldt, Cole van; Ames, Matthew; Peters, Gareth; … - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 3, pp. 606-642
Persistent link: https://www.econbiz.de/10014436792