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Dynamic mortality factor model with conditional heteroskedasticity
Gao, Quansheng; Hu, Chengjun - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 410-423
Persistent link: https://www.econbiz.de/10009517552
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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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Improved index insurance design and yield estimation using a dynamic factor forecasting approach
Li, Hong; Porth, Lysa; Tan, Ken Seng; Zhu, Wenjun - In: Insurance / Mathematics & economics 96 (2021), pp. 208-221
Persistent link: https://www.econbiz.de/10012482856
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Empirical analysis and forecasting of multiple yield curves
Gerhart, Christoph; Lütkebohmert-Holtz, Eva - In: Insurance / Mathematics & economics 95 (2020), pp. 59-78
Persistent link: https://www.econbiz.de/10012419243
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Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger - In: Insurance / Mathematics & economics 86 (2019), pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
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Multiple risk factor dependence structures : distributional properties
Su, Jianxi; Furman, Edward - In: Insurance / Mathematics & economics 76 (2017), pp. 56-68
Persistent link: https://www.econbiz.de/10011774770
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Multiple risk factor dependence structures : copulas and related properties
Su, Jianxi; Furman, Edward - In: Insurance / Mathematics & economics 74 (2017), pp. 109-121
Persistent link: https://www.econbiz.de/10011712411
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Bayesian graduation of mortality rates : an application to reserve evaluation
Neves, César da Rocha; Migon, Helio S. - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 424-434
Persistent link: https://www.econbiz.de/10003755765
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A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Kogure, Atsuyuki; Kurachi, Yoshiyuki - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 162-172
Persistent link: https://www.econbiz.de/10003953330
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On the consistency of credibility premiums regarding Esscher principle
Pan, Maolin; Wang, Rongming; Wu, Xianyi - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 119-126
Persistent link: https://www.econbiz.de/10003681680