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A continuous-time stochastic model for the mortality surface of multiple populations
Jevtić, Petar; Regis, Luca - In: Insurance / Mathematics & economics 88 (2019), pp. 181-195
Persistent link: https://www.econbiz.de/10012105562
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Assessing the solvency of insurance portfolios via a continuous-time cohort model
Jevtić, Petar; Regis, Luca - In: Insurance / Mathematics & economics 61 (2015), pp. 36-47
Persistent link: https://www.econbiz.de/10010515932
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Longevity-linked assets and pre-retirement consumption/portfolio decisions
Menoncin, Francesco; Regis, Luca - In: Insurance / Mathematics & economics 76 (2017), pp. 75-86
Persistent link: https://www.econbiz.de/10011774776
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Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk
Luciano, Elisa; Regis, Luca - In: Insurance / Mathematics & economics 55 (2014), pp. 68-77
Persistent link: https://www.econbiz.de/10010366205
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Mortality forecasting using factor models : time-varying or time-invariant factor loadings?
He, Lingyu; Huang, Fei; Shi, Jianjie; Yang, Yanrong - In: Insurance / Mathematics & economics 98 (2021), pp. 14-34
Persistent link: https://www.econbiz.de/10012545273
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Modelling life tables with advanced ages : an extreme value theory approach
Huang, Fei; Maller, Ross A.; Ning, Xu - In: Insurance / Mathematics & economics 93 (2020), pp. 95-115
Persistent link: https://www.econbiz.de/10012294066
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Cause-of-death mortality forecasting using adaptive penalized tensor decompositions
Zhang, Xuanming; Huang, Fei; Hui, Francis K. C.; … - In: Insurance / Mathematics & economics 111 (2023), pp. 193-213
Persistent link: https://www.econbiz.de/10014317145