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Robustness and convergence in the Lee-Carter model with cohort effects
Hunt, Andrew; Villegas, Andrés M. - In: Insurance / Mathematics & economics 64 (2015), pp. 186-202
Persistent link: https://www.econbiz.de/10011398002
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Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew; Blake, David - In: Insurance / Mathematics & economics 63 (2015), pp. 12-29
Persistent link: https://www.econbiz.de/10011349873
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Identifiability, cointegration and the gravity model
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011318347
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Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011318350
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A general procedure for constructing mortality models
Hunt, Andrew; Blake, David - 2013
Persistent link: https://www.econbiz.de/10009728653
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Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew; Blake, David - 2016
Persistent link: https://www.econbiz.de/10011449869
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Identifiability in age/period mortality models
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011412888
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Basis risk and pensions schemes : a relative modelling approach
Hunt, Andrew; Blake, David - 2016
Persistent link: https://www.econbiz.de/10011412911
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Identifiability in age/period mortality models
Hunt, Andrew; Blake, David - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 461-499
Persistent link: https://www.econbiz.de/10012307370
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Identifiability in age/period/cohort mortality models
Hunt, Andrew; Blake, David - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 500-536
Persistent link: https://www.econbiz.de/10012307373