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On the structure and classification of mortality models
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011412917
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On the structure and classification of mortality models
Hunt, Andrew; Blake, David - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S215-S234
Persistent link: https://www.econbiz.de/10012440437
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A Bayesian approach to modeling and projecting cohort effects
Hunt, Andrew; Blake, David - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S235-S254
Persistent link: https://www.econbiz.de/10012440438
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Forward mortality rates in discrete time I, calibration and securities pricing
Hunt, Andrew; Blake, David - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S482-S507
Persistent link: https://www.econbiz.de/10012440451
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Forward mortality rates in discrete time II, longevity risk and hedging strategies
Hunt, Andrew; Blake, David - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S508-S533
Persistent link: https://www.econbiz.de/10012440452
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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
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Identifiability, cointegration and the gravity model
Hunt, Andrew; Blake, David - In: Insurance / Mathematics & economics 78 (2018), pp. 360-368
Persistent link: https://www.econbiz.de/10011825323
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Modelling mortality for pension schemes
Hunt, Andrew; Blake, David - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 601-629
Persistent link: https://www.econbiz.de/10011729641
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An analysis of new firm survival using a hazard function
Holmes, Philip; Hunt, Andrew; Stone, Ian - In: Applied economics 42 (2010) 1/3, pp. 185-195
Persistent link: https://www.econbiz.de/10003923264