References in zbMATH (referenced in 13 articles )

Showing results 1 to 13 of 13.
Sorted by year (citations)

  1. Antonio, Katrien; Devriendt, Sander; de Boer, Wouter; de Vries, Robert; De Waegenaere, Anja; Kan, Hok-Kwan; Kromme, Egbert; Ouburg, Wilbert; Schulteis, Tim; Slagter, Erica; van der Winden, Marco; van Iersel, Corné; Vellekoop, Michel: Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard (2017)
  2. Boonen, Tim J.; De Waegenaere, Anja; Norde, Henk: Redistribution of longevity risk: the effect of heterogeneous mortality beliefs (2017)
  3. Li, Jackie; Haberman, Steven: On the effectiveness of natural hedging for insurance companies and pension plans (2015)
  4. Tan, Chong It; Li, Jackie; Li, Johnny Siu-Hang; Balasooriya, Uditha: Parametric mortality indexes: from index construction to hedging strategies (2014)
  5. Yang, Sharon S.; Wang, Chou-Wen: Pricing and securitization of multi-country longevity risk with mortality dependence (2013)
  6. Giacometti, Rosella; Bertocchi, Marida; Rachev, Svetlozar T.; Fabozzi, Frank J.: A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates (2012)
  7. O’Hare, Colin; Li, Youwei: Explaining Young mortality (2012)
  8. Giacometti, R.; Ortobelli, S.; Bertocchi, M.: A stochastic model for mortality rate on italian data (2011)
  9. Li, Johnny Siu-Hang; Hardy, Mary R.: Measuring basis risk involved in longevity hedges (2011)
  10. Cox, Samuel H.; Lin, Yijia; Pedersen, Hal: Mortality risk modeling: applications to insurance securitization (2010)
  11. Dowd, Kevin; Cairns, Andrew J.G.; Blake, David; Coughlan, Guy D.; Epstein, David; Khalaf-Allah, Marwa: Evaluating the goodness of fit of stochastic mortality models (2010)
  12. Wills, Samuel; Sherris, Michael: Securitization, structuring and pricing of longevity risk (2010)
  13. Gao, Quansheng; Hu, Chengjun: Dynamic mortality factor model with conditional heteroskedasticity (2009)