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Forecasting longevity gains using a seemingly unrelated time series model
Neves, César da Rocha; Fernandes, Cristiano Augusto Coelho - In: Journal of forecasting 34 (2015) 8, pp. 661-674
Persistent link: https://www.econbiz.de/10011397657
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Forecasting surrender rates using elliptical copulas and financial variables
Neves, César; Fernandes, Cristiano Augusto Coelho; … - In: North American actuarial journal 18 (2014) 2, pp. 343-362
Persistent link: https://www.econbiz.de/10011338999
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Forecasting longevity gains for a population with short time series using a structural SUTSE model : an application to Brazilian annuity plans
Neves, César da Rocha; Fernandes, Cristiano Augusto Coelho - In: North American actuarial journal 20 (2016) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10011721323
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Five different distributions for the Lee-Carter model of mortality forecasting : a comparison using GAS models
Neves, César da Rocha; Fernandes, Cristiano Augusto Coelho - In: Insurance / Mathematics & economics 75 (2017), pp. 48-57
Persistent link: https://www.econbiz.de/10011740710
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Time series models for count or qualitative observations
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 4, pp. 407-417
Persistent link: https://www.econbiz.de/10001075379
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Investigating the use of statistical process control charts for index tracking portfolios
Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1622-1638
Persistent link: https://www.econbiz.de/10012214352