Cadena, Meitner; Denuit, Michel Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models. (English) Zbl 1531.91207 Decis. Econ. Finance 46, No. 2, 569-582 (2023). Reviewer: Andrius Grigutis (Vilnius) MSC: 91G05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Sridaran, Dilan; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan A group regularisation approach for constructing generalised age-period-cohort mortality projection models. (English) Zbl 1484.91405 ASTIN Bull. 52, No. 1, 247-289 (2022). MSC: 91G05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Cadena, Meitner; Denuit, Michel A new measure of mortality differentials based on precedence probability. (English) Zbl 1480.91190 Eur. Actuar. J. 11, No. 2, 717-724 (2021). MSC: 91G05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Li, Jackie; Lee, Maggie; Guthrie, Simon A double common factor model for mortality projection using best-performance mortality rates as reference. (English) Zbl 1471.91471 ASTIN Bull. 51, No. 2, 349-374 (2021). MSC: 91G05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Apicella, Giovanna; Dacorogna, Michel; Di Lorenzo, Emilia; Sibillo, Marilena Improving the forecast of longevity by combining models. (English) Zbl 1410.91253 N. Am. Actuar. J. 23, No. 2, 298-319 (2019). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Jackie; Liu, Jia A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes. (English) Zbl 1411.91300 Scand. Actuar. J. 2019, No. 2, 97-112 (2019). MSC: 91B30 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Ree Yongqing; Millossovich, Pietro Sex-specific mortality forecasting for UK countries: a coherent approach. (English) Zbl 1416.91163 Eur. Actuar. J. 8, No. 1, 69-95 (2018). MSC: 91B30 62P05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Börger, Matthias; Schupp, Johannes Modeling trend processes in parametric mortality models. (English) Zbl 1400.91241 Insur. Math. Econ. 78, 369-380 (2018). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Hunt, Andrew; Blake, David Identifiability, cointegration and the gravity model. (English) Zbl 1400.91248 Insur. Math. Econ. 78, 360-368 (2018). MSC: 91B30 91D20 × Cite Format Result Cite Review PDF Full Text: DOI Link
van Berkum, Frank; Antonio, Katrien; Vellekoop, Michel A Bayesian joint model for population and portfolio-specific mortality. (English) Zbl 1390.91223 ASTIN Bull. 47, No. 3, 681-713 (2017). MSC: 91B30 62F15 62P05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C. A multivariate evolutionary credibility model for mortality improvement rates. (English) Zbl 1369.91097 Insur. Math. Econ. 69, 70-81 (2016). MSC: 91B30 62P05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Cadena, Meitner; Denuit, Michel Semi-parametric accelerated hazard relational models with applications to mortality projections. (English) Zbl 1373.62513 Insur. Math. Econ. 68, 1-16 (2016). MSC: 62P05 91B30 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Gbari, Samuel; Denuit, Michel Stochastic approximations in CBD mortality projection models. (English) Zbl 1331.91096 J. Comput. Appl. Math. 296, 102-115 (2016). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Lemoine, Killian Mortality regimes and longevity risk in a life annuity portfolio. (English) Zbl 1401.91163 Scand. Actuar. J. 2015, No. 8, 689-724 (2015). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Gbari, Samuel; Denuit, Michel Efficient approximations for numbers of survivors in the Lee-Carter model. (English) Zbl 1306.91076 Insur. Math. Econ. 59, 71-77 (2014). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. (English) Zbl 1270.91029 Eur. Actuar. J. 3, No. 1, 191-201 (2013). MSC: 91B30 62P05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Denuit, M.; Haberman, S.; Renshaw, A. E. Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. (English) Zbl 1189.62162 Astin Bull. 40, No. 1, 331-349 (2010). MSC: 62P05 91B30 62M10 65C60 62E17 × Cite Format Result Cite Review PDF Full Text: DOI
Denuit, Michel M. An index for longevity risk transfer. (English) Zbl 1173.91443 J. Comput. Appl. Math. 230, No. 2, 411-417 (2009). MSC: 91D20 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Denuit, Michel Comonotonic approximations to quantiles of life annuity conditional expected present value. (English) Zbl 1152.91576 Insur. Math. Econ. 42, No. 2, 831-838 (2008). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E. Longevity risk in portfolios of pension annuities. (English) Zbl 1152.91586 Insur. Math. Econ. 42, No. 2, 505-519 (2008). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Delwarde, Antoine; Denuit, Michel; Eilers, Paul Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting: a penalized log-likelihood approach. (English) Zbl 07257671 Stat. Model. 7, No. 1, 29-48 (2007). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Denuit, Michel; Frostig, Esther Association and heterogeneity of insured lifetimes in the Lee-Carter framework. (English) Zbl 1141.91025 Scand. Actuar. J. 2007, No. 1, 1-19 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Denuit, Michel; Dhaene, Jan Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. (English) Zbl 1110.62140 J. Comput. Appl. Math. 203, No. 1, 169-176 (2007). MSC: 62N99 60E15 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Dewi, Sonya; Chesson, Peter Age-structured population growth rates in constant and variable environments: a near equilibrium approach. (English) Zbl 1105.92026 Theor. Popul. Biol. 65, No. 1, 75-88 (2004). MSC: 92D25 92D40 91D20 15A99 39A99 × Cite Format Result Cite Review PDF Full Text: DOI
Schmidbauer, Harald; Rösch, Angi Populations with constant immigration. (English) Zbl 0873.92036 Math. Popul. Stud. 5, No. 4, 341-358 (1995). MSC: 91D20 60J20 60J10 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Ronald D.; Carter, Lawrence R. Modeling and forecasting U.S. mortality. (With discussion). (English) Zbl 1351.62186 J. Am. Stat. Assoc. 87, No. 419, 659-675 (1992). MSC: 62P20 91B84 62M10 62M20 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Pickens, Gary T.; Mode, Charles J. Projection of mean and variance functions for population processes with time-homogeneous laws of evolution. (English) Zbl 0612.92011 IMA J. Math. Appl. Med. Biol. 3, 1-22 (1986). MSC: 92D25 60J85 × Cite Format Result Cite Review PDF
Mode, Charles J.; Busby, Robert C. Algorithms for a projection model of demographic indicators based on generalized age-dependent branching processes. (English) Zbl 0468.92014 Math. Biosci. 57, 83-107 (1981). MSC: 92D25 60J85 65C20 60K10 × Cite Format Result Cite Review PDF Full Text: DOI