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~subject:"Prognoseverfahren"
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Prognoseverfahren
Mortality
84
Sterblichkeit
84
Theorie
63
Theory
63
Risiko
28
Risk
28
Großbritannien
26
United Kingdom
26
Forecasting model
24
Risikomodell
24
Risk model
24
Altersvorsorge
21
Retirement provision
21
Hedging
20
Life insurance
17
Pension fund
17
Pensionskasse
17
China
16
Lebensversicherung
16
Portfolio selection
15
Portfolio-Management
15
Risikomanagement
13
Risk management
13
Tourism
13
Tourismus
12
Time series analysis
10
Zeitreihenanalyse
10
Risikomaß
9
Risk measure
9
Anleihe
8
Bond
8
Estimation
8
Finanzmathematik
8
Schätzung
8
Statistical test
8
Statistischer Test
8
Stochastic process
8
Stochastischer Prozess
8
USA
8
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Free
13
Undetermined
4
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Article
12
Book / Working Paper
12
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Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
8
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
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1
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1
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English
24
Author
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Cairns, Andrew
15
Dowd, Kevin
13
Blake, David
10
Kleinow, Torsten
7
Coughlan, Guy D.
6
Cairns, Andrew J. G.
4
Epstein, David
4
Blake, David P.
3
Schnürch, Simon
3
Ėpštejn, David B.
3
Coughlan, Guy
2
Khalaf-Allah, Marwa
2
Korn, Ralf
2
Wagner, Andreas
2
Enchev, Vasil
1
MacMinn, Richard D.
1
Macdonald, Angus
1
Mavros, George
1
Richards, Stephen J.
1
Streftaris, George
1
Ungolo, Francesco
1
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Discussion paper / The Pensions Institute, Cass Business School, City University
8
Insurance / Mathematics & economics
4
Scandinavian actuarial journal
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Demography : a publication of the Population Association of America ; the statistical study of human populations
1
Journal of demographic economics : JODE
1
Recreating sustainable retirement : resilience, solvency, and tail risk
1
Risks : open access journal
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
24
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Multi-population mortality models : fitting, forecasting and comparisons
Enchev, Vasil
;
Kleinow, Torsten
;
Cairns, Andrew
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 319-342
Persistent link: https://www.econbiz.de/10011772151
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2
A parsimonious approach to stochastic mortality modelling with dependent residuals
Mavros, George
;
Cairns, Andrew
;
Kleinow, Torsten
; …
-
2014
Persistent link: https://www.econbiz.de/10010362818
Saved in:
3
Accounting for COVID-19-type shocks in mortality modeling : a comparative study
Schnürch, Simon
;
Kleinow, Torsten
;
Wagner, Andreas
- In:
Journal of demographic economics : JODE
89
(
2023
)
3
,
pp. 483-512
Persistent link: https://www.econbiz.de/10014365101
Saved in:
4
The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19
Schnürch, Simon
;
Kleinow, Torsten
;
Korn, Ralf
;
Wagner, …
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
3
,
pp. 498-526
Persistent link: https://www.econbiz.de/10013469922
Saved in:
5
Modeling and management of longevity risk
Cairns, Andrew
- In:
Recreating sustainable retirement : resilience, …
,
(pp. 71-88)
.
2014
Persistent link: https://www.econbiz.de/10010458573
Saved in:
6
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
-
2011
Persistent link: https://www.econbiz.de/10009536153
Saved in:
7
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 438-453
Persistent link: https://www.econbiz.de/10009404687
Saved in:
8
Backtesting stochastic mortality models : an ex-post evaluation of multi-period-ahead density forecasts
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
;
Coughlan, Guy D.
-
2008
Persistent link: https://www.econbiz.de/10003814823
Saved in:
9
Evaluating the goodness of fit of stochastic mortality models
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
;
Coughlan, Guy D.
-
2008
Persistent link: https://www.econbiz.de/10003814826
Saved in:
10
Mortality density forecasts : an analysis of six stochastic mortality models
Cairns, Andrew
;
Blake, David
;
Dowd, Kevin
;
Coughlan, Guy D.
-
2008
Persistent link: https://www.econbiz.de/10003814829
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