Gao, Guangyuan; Shi, Yanlin Age-coherent extensions of the Lee-Carter model. (English) Zbl 07483116 Scand. Actuar. J. 2021, No. 10, 998-1016 (2021). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{G. Gao} and \textit{Y. Shi}, Scand. Actuar. J. 2021, No. 10, 998--1016 (2021; Zbl 07483116) Full Text: DOI OpenURL
Wang, Chou-Wen; Zhang, Jinggong; Zhu, Wenjun Neighbouring prediction for mortality. (English) Zbl 1480.91248 ASTIN Bull. 51, No. 3, 689-718 (2021). MSC: 91G05 68T07 PDF BibTeX XML Cite \textit{C.-W. Wang} et al., ASTIN Bull. 51, No. 3, 689--718 (2021; Zbl 1480.91248) Full Text: DOI OpenURL
Diao, Liqun; Meng, Yechao; Weng, Chengguo A DSA algorithm for mortality forecasting. (English) Zbl 1479.91318 N. Am. Actuar. J. 25, No. 3, 438-458 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{L. Diao} et al., N. Am. Actuar. J. 25, No. 3, 438--458 (2021; Zbl 1479.91318) Full Text: DOI OpenURL
Bozikas, Apostolos; Pitselis, Georgios Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach. (English) Zbl 1479.91307 Eur. Actuar. J. 11, No. 1, 231-267 (2021). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{A. Bozikas} and \textit{G. Pitselis}, Eur. Actuar. J. 11, No. 1, 231--267 (2021; Zbl 1479.91307) Full Text: DOI OpenURL
Shapovalov, Vered; Landsman, Zinoviy; Makov, Udi Exchangeable mortality projection. (English) Zbl 1482.91189 Eur. Actuar. J. 11, No. 1, 113-133 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{V. Shapovalov} et al., Eur. Actuar. J. 11, No. 1, 113--133 (2021; Zbl 1482.91189) Full Text: DOI OpenURL
Chang, Le; Shi, Yanlin Mortality forecasting with a spatially penalized smoothed VAR model. (English) Zbl 1471.91452 ASTIN Bull. 51, No. 1, 161-189 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. Chang} and \textit{Y. Shi}, ASTIN Bull. 51, No. 1, 161--189 (2021; Zbl 1471.91452) Full Text: DOI OpenURL
Li, Hong; Shi, Yanlin Forecasting mortality with international linkages: a global vector-autoregression approach. (English) Zbl 1471.91470 Insur. Math. Econ. 100, 59-75 (2021). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{H. Li} and \textit{Y. Shi}, Insur. Math. Econ. 100, 59--75 (2021; Zbl 1471.91470) Full Text: DOI OpenURL
Blake, David (ed.); Cairns, Andrew J. G. (ed.) Longevity risk and capital markets: the 2019–20 update. (English) Zbl 07368206 Insur. Math. Econ. 99, 395-439 (2021). MSC: 00B25 92D25 PDF BibTeX XML Cite \textit{D. Blake} (ed.) and \textit{A. J. G. Cairns} (ed.), Insur. Math. Econ. 99, 395--439 (2021; Zbl 07368206) Full Text: DOI OpenURL
Alvarez, Jesús-Adrián; Kallestrup-Lamb, Malene; Kjærgaard, Søren Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (English) Zbl 1467.91125 Insur. Math. Econ. 99, 363-375 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J.-A. Alvarez} et al., Insur. Math. Econ. 99, 363--375 (2021; Zbl 1467.91125) Full Text: DOI OpenURL
Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun Gompertz law revisited: forecasting mortality with a multi-factor exponential model. (English) Zbl 1467.91146 Insur. Math. Econ. 99, 268-281 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{H. Li} et al., Insur. Math. Econ. 99, 268--281 (2021; Zbl 1467.91146) Full Text: DOI OpenURL
Zhou, Rui; Ji, Min Modelling mortality dependence: an application of dynamic vine copula. (English) Zbl 1467.91155 Insur. Math. Econ. 99, 241-255 (2021). MSC: 91G05 62P05 62H05 PDF BibTeX XML Cite \textit{R. Zhou} and \textit{M. Ji}, Insur. Math. Econ. 99, 241--255 (2021; Zbl 1467.91155) Full Text: DOI OpenURL
Bravo, Jorge M.; Ayuso, Mercedes; Holzmann, Robert; Palmer, Edward Addressing the life expectancy gap in pension policy. (English) Zbl 1467.91135 Insur. Math. Econ. 99, 200-221 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{J. M. Bravo} et al., Insur. Math. Econ. 99, 200--221 (2021; Zbl 1467.91135) Full Text: DOI OpenURL
McCarthy, David; Wang, Po-Lin An analysis of period and cohort mortality shocks in international data. (English) Zbl 1461.91255 N. Am. Actuar. J. 25, Suppl. 1, S385-S409 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{D. McCarthy} and \textit{P.-L. Wang}, N. Am. Actuar. J. 25, S385--S409 (2021; Zbl 1461.91255) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David A Bayesian approach to modeling and projecting cohort effects. (English) Zbl 1461.91245 N. Am. Actuar. J. 25, Suppl. 1, S235-S254 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S235--S254 (2021; Zbl 1461.91245) Full Text: DOI OpenURL
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David Hedging annuity risks with the age-period-cohort two-population gravity model. (English) Zbl 1461.91243 N. Am. Actuar. J. 25, Suppl. 1, S170-S181 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{K. Dowd} et al., N. Am. Actuar. J. 25, S170--S181 (2021; Zbl 1461.91243) Full Text: DOI Link OpenURL
Blake, David (ed.); MacMinn, Richard (ed.); Tsai, Jason Chenghsien (ed.); Wang, Jennifer (ed.) Longevity risk and capital markets: the 2017–2018 update. (English) Zbl 07341011 N. Am. Actuar. J. 25, Suppl. 1, S280-S308 (2021). MSC: 00B15 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., N. Am. Actuar. J. 25, S280--S308 (2021; Zbl 07341011) Full Text: DOI OpenURL
Li, Johnny Siu-Hang; Liu, Yanxin The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty. (English) Zbl 1446.91066 Insur. Math. Econ. 93, 1-26 (2020). MSC: 91G05 35K05 35Q92 PDF BibTeX XML Cite \textit{J. S. H. Li} and \textit{Y. Liu}, Insur. Math. Econ. 93, 1--26 (2020; Zbl 1446.91066) Full Text: DOI OpenURL
Jarner, Søren F.; Jallbjørn, Snorre Pitfalls and merits of cointegration-based mortality models. (English) Zbl 1431.91334 Insur. Math. Econ. 90, 80-93 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{S. F. Jarner} and \textit{S. Jallbjørn}, Insur. Math. Econ. 90, 80--93 (2020; Zbl 1431.91334) Full Text: DOI OpenURL
Amato, Valeria D.; Haberman, Steven; Piscopo, Gabriella The dependency premium based on a multifactor model for dependent mortality data. (English) Zbl 07431586 Commun. Stat., Theory Methods 48, No. 1, 50-61 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{V. D. Amato} et al., Commun. Stat., Theory Methods 48, No. 1, 50--61 (2019; Zbl 07431586) Full Text: DOI OpenURL
Hahn, Lukas Josef; Christiansen, Marcus Christian Mortality projections for non-converging groups of populations. (English) Zbl 1433.91132 Eur. Actuar. J. 9, No. 2, 483-518 (2019). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{L. J. Hahn} and \textit{M. C. Christiansen}, Eur. Actuar. J. 9, No. 2, 483--518 (2019; Zbl 1433.91132) Full Text: DOI OpenURL
Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin Modelling socio-economic differences in mortality using a new affluence index. (English) Zbl 1427.91201 ASTIN Bull. 49, No. 3, 555-590 (2019). MSC: 91D20 60J85 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., ASTIN Bull. 49, No. 3, 555--590 (2019; Zbl 1427.91201) Full Text: DOI Link OpenURL
Guibert, Quentin; Lopez, Olivier; Piette, Pierrick Forecasting mortality rate improvements with a high-dimensional VAR. (English) Zbl 1425.91223 Insur. Math. Econ. 88, 255-272 (2019). MSC: 91B30 62P05 62M20 91D20 PDF BibTeX XML Cite \textit{Q. Guibert} et al., Insur. Math. Econ. 88, 255--272 (2019; Zbl 1425.91223) Full Text: DOI Link OpenURL
Rui, Zhou Modelling mortality dependence with regime-switching copulas. (English) Zbl 1458.91187 ASTIN Bull. 49, No. 2, 373-407 (2019). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 91D20 62P05 62H05 PDF BibTeX XML Cite \textit{Z. Rui}, ASTIN Bull. 49, No. 2, 373--407 (2019; Zbl 1458.91187) Full Text: DOI Link OpenURL
Tsai, Cary Chi-Liang; Zhang, Ying A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates. (English) Zbl 1411.91317 Scand. Actuar. J. 2019, No. 5, 406-431 (2019). MSC: 91B30 62P10 62M20 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{Y. Zhang}, Scand. Actuar. J. 2019, No. 5, 406--431 (2019; Zbl 1411.91317) Full Text: DOI Link OpenURL
Ji, Min; Zhou, Rui A general semi-Markov model for coupled lifetimes. (English) Zbl 1411.91290 N. Am. Actuar. J. 23, No. 1, 98-119 (2019). MSC: 91B30 60J85 PDF BibTeX XML Cite \textit{M. Ji} and \textit{R. Zhou}, N. Am. Actuar. J. 23, No. 1, 98--119 (2019; Zbl 1411.91290) Full Text: DOI Link OpenURL
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 PDF BibTeX XML Cite \textit{R. Y. Chen} and \textit{P. Millossovich}, Eur. Actuar. J. 8, No. 1, 69--95 (2018; Zbl 1416.91163) Full Text: DOI OpenURL
Li, Hong; Lu, Yang A Bayesian non-parametric model for small population mortality. (English) Zbl 1416.91204 Scand. Actuar. J. 2018, No. 7, 605-628 (2018). MSC: 91B30 62P05 91D20 62F15 PDF BibTeX XML Cite \textit{H. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2018, No. 7, 605--628 (2018; Zbl 1416.91204) Full Text: DOI HAL OpenURL
Hunt, Andrew; Blake, David Identifiability, cointegration and the gravity model. (English) Zbl 1400.91248 Insur. Math. Econ. 78, 360-368 (2018). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, Insur. Math. Econ. 78, 360--368 (2018; Zbl 1400.91248) Full Text: DOI Link OpenURL
Wang, Hsin-Chung; Yue, Ching-Syang Jack; Chong, Chen-Tai Mortality models and longevity risk for small populations. (English) Zbl 1400.91254 Insur. Math. Econ. 78, 351-359 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H.-C. Wang} et al., Insur. Math. Econ. 78, 351--359 (2018; Zbl 1400.91254) Full Text: DOI OpenURL
Blake, David (ed.); El Karoui, Nicole (ed.); Loisel, Stéphane (ed.); MacMinn, Richard (ed.) Longevity risk and capital markets: the 2015–16 update. (English) Zbl 1384.00062 Insur. Math. Econ. 78, 157-173 (2018). MSC: 00B15 00B25 91-06 91B30 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., Insur. Math. Econ. 78, 157--173 (2018; Zbl 1384.00062) Full Text: DOI OpenURL
Enchev, Vasil; Kleinow, Torsten; Cairns, Andrew J. G. Multi-population mortality models: fitting, forecasting and comparisons. (English) Zbl 1401.62206 Scand. Actuar. J. 2017, No. 4, 319-342 (2017). MSC: 62P05 62P25 91B30 91D20 PDF BibTeX XML Cite \textit{V. Enchev} et al., Scand. Actuar. J. 2017, No. 4, 319--342 (2017; Zbl 1401.62206) Full Text: DOI Link OpenURL
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 PDF BibTeX XML Cite \textit{F. van Berkum} et al., ASTIN Bull. 47, No. 3, 681--713 (2017; Zbl 1390.91223) Full Text: DOI OpenURL
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro A comparative study of two-population models for the assessment of basis risk in longevity hedges. (English) Zbl 1390.91215 ASTIN Bull. 47, No. 3, 631-679 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{A. M. Villegas} et al., ASTIN Bull. 47, No. 3, 631--679 (2017; Zbl 1390.91215) Full Text: DOI Link OpenURL
Hunt, Andrew; Blake, David Modelling mortality for pension schemes. (English) Zbl 1390.91189 ASTIN Bull. 47, No. 2, 601-629 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, ASTIN Bull. 47, No. 2, 601--629 (2017; Zbl 1390.91189) Full Text: DOI Link OpenURL
Li, Hong; Lu, Yang Coherent forecasting of mortality rates: a sparse vector-autoregression approach. (English) Zbl 1390.62215 ASTIN Bull. 47, No. 2, 563-600 (2017). MSC: 62P05 62M30 62M10 91B30 91D20 PDF BibTeX XML Cite \textit{H. Li} and \textit{Y. Lu}, ASTIN Bull. 47, No. 2, 563--600 (2017; Zbl 1390.62215) Full Text: DOI Link OpenURL
Liu, Yanxin; Li, Johnny Siu-Hang The locally linear Cairns-Blake-Dowd model: a note on delta-nuga hedging of longevity risk. (English) Zbl 1390.91198 ASTIN Bull. 47, No. 1, 79-151 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{J. S. H. Li}, ASTIN Bull. 47, No. 1, 79--151 (2017; Zbl 1390.91198) Full Text: DOI OpenURL
Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten Small population bias and sampling effects in stochastic mortality modelling. (English) Zbl 1394.91201 Eur. Actuar. J. 7, No. 1, 193-230 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{L. Chen} et al., Eur. Actuar. J. 7, No. 1, 193--230 (2017; Zbl 1394.91201) Full Text: DOI Link OpenURL
Salhi, Yahia; Loisel, Stéphane Basis risk modelling: a cointegration-based approach. (English) Zbl 1369.62285 Statistics 51, No. 1, 205-221 (2017). MSC: 62P05 62M10 91B30 91D20 PDF BibTeX XML Cite \textit{Y. Salhi} and \textit{S. Loisel}, Statistics 51, No. 1, 205--221 (2017; Zbl 1369.62285) Full Text: DOI Link OpenURL
Neves, César; Fernandes, Cristiano; Veiga, Álvaro Forecasting longevity gains for a population with short time series using a structural SUTSE model: an application to Brazilian annuity plans. (English) Zbl 1414.91224 N. Am. Actuar. J. 20, No. 1, 37-56 (2016). MSC: 91B30 62P05 62M10 PDF BibTeX XML Cite \textit{C. Neves} et al., N. Am. Actuar. J. 20, No. 1, 37--56 (2016; Zbl 1414.91224) Full Text: DOI OpenURL
Yang, Bowen; Li, Jackie; Balasooriya, Uditha Cohort extensions of the Poisson common factor model for modelling both genders jointly. (English) Zbl 1401.91203 Scand. Actuar. J. 2016, No. 2, 93-112 (2016). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{B. Yang} et al., Scand. Actuar. J. 2016, No. 2, 93--112 (2016; Zbl 1401.91203) Full Text: DOI OpenURL
de Jong, Piet; Tickle, Leonie; Xu, Jianhui Coherent modeling of male and female mortality using Lee-Carter in a complex number framework. (English) Zbl 1371.91114 Insur. Math. Econ. 71, 130-137 (2016). MSC: 91B30 91D20 62P05 PDF BibTeX XML Cite \textit{P. de Jong} et al., Insur. Math. Econ. 71, 130--137 (2016; Zbl 1371.91114) Full Text: DOI OpenURL
Liu, Yanxin; Li, Johnny Siu-Hang It’s all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk. (English) Zbl 1371.91103 Insur. Math. Econ. 70, 301-319 (2016). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{J. S. H. Li}, Insur. Math. Econ. 70, 301--319 (2016; Zbl 1371.91103) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. Cadena} and \textit{M. Denuit}, Insur. Math. Econ. 68, 1--16 (2016; Zbl 1373.62513) Full Text: DOI OpenURL
Biagini, Francesca; Rheinländer, Thorsten; Schreiber, Irene Risk-minimization for life insurance liabilities with basis risk. (English) Zbl 1404.91136 Math. Financ. Econ. 10, No. 2, 151-178 (2016). MSC: 91B30 62P05 62P20 60G44 PDF BibTeX XML Cite \textit{F. Biagini} et al., Math. Financ. Econ. 10, No. 2, 151--178 (2016; Zbl 1404.91136) Full Text: DOI OpenURL
Jarner, Søren Fiig; Møller, Thomas A partial internal model for longevity risk. (English) Zbl 1398.91334 Scand. Actuar. J. 2015, No. 4, 352-382 (2015). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{S. F. Jarner} and \textit{T. Møller}, Scand. Actuar. J. 2015, No. 4, 352--382 (2015; Zbl 1398.91334) Full Text: DOI OpenURL
Antonio, Katrien; Bardoutsos, Anastasios; Ouburg, Wilbert Bayesian Poisson log-bilinear models for mortality projections with multiple populations. (English) Zbl 1329.91111 Eur. Actuar. J. 5, No. 2, 245-281 (2015). MSC: 91D20 91B30 62F15 62P05 91B84 91G60 PDF BibTeX XML Cite \textit{K. Antonio} et al., Eur. Actuar. J. 5, No. 2, 245--281 (2015; Zbl 1329.91111) Full Text: DOI Link OpenURL
Wan, Cheng; Bertschi, Ljudmila Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach. (English) Zbl 1348.62248 Insur. Math. Econ. 63, 66-75 (2015). MSC: 62P05 91B30 91D20 PDF BibTeX XML Cite \textit{C. Wan} and \textit{L. Bertschi}, Insur. Math. Econ. 63, 66--75 (2015; Zbl 1348.62248) Full Text: DOI OpenURL
Chen, Hua; MacMinn, Richard; Sun, Tao Multi-population mortality models: a factor copula approach. (English) Zbl 1348.91131 Insur. Math. Econ. 63, 135-146 (2015). MSC: 91B30 62P05 62H20 62M20 PDF BibTeX XML Cite \textit{H. Chen} et al., Insur. Math. Econ. 63, 135--146 (2015; Zbl 1348.91131) Full Text: DOI OpenURL
Li, Johnny Siu-Hang; Zhou, Rui; Hardy, Mary A step-by-step guide to building two-population stochastic mortality models. (English) Zbl 1348.91164 Insur. Math. Econ. 63, 121-134 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. S. H. Li} et al., Insur. Math. Econ. 63, 121--134 (2015; Zbl 1348.91164) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David Modelling longevity bonds: analysing the Swiss Re Kortis bond. (English) Zbl 1348.91150 Insur. Math. Econ. 63, 12-29 (2015). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, Insur. Math. Econ. 63, 12--29 (2015; Zbl 1348.91150) Full Text: DOI Link OpenURL
Tan, Ken Seng (ed.) Editorial: Longevity risk and capital markets: the 2013–14 update. (English) Zbl 1321.00138 Insur. Math. Econ. 63, 1-11 (2015). MSC: 00B25 00B15 91-06 91B30 62P05 91D20 91G20 PDF BibTeX XML Cite \textit{K. S. Tan} (ed.), Insur. Math. Econ. 63, 1--11 (2015; Zbl 1321.00138) Full Text: DOI OpenURL
Li, Jackie; Haberman, Steven On the effectiveness of natural hedging for insurance companies and pension plans. (English) Zbl 1314.91142 Insur. Math. Econ. 61, 286-297 (2015). MSC: 91B30 91G70 PDF BibTeX XML Cite \textit{J. Li} and \textit{S. Haberman}, Insur. Math. Econ. 61, 286--297 (2015; Zbl 1314.91142) Full Text: DOI Link OpenURL
Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. (English) Zbl 1318.91109 Insur. Math. Econ. 62, 151-161 (2015). MSC: 91B30 91B70 91D20 PDF BibTeX XML Cite \textit{I. L. Danesi} et al., Insur. Math. Econ. 62, 151--161 (2015; Zbl 1318.91109) Full Text: DOI OpenURL
Mayhew, Les; Smith, David Gender convergence in human survival and the postponement of death. (English) Zbl 1412.91051 N. Am. Actuar. J. 18, No. 1, 194-216 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Mayhew} and \textit{D. Smith}, N. Am. Actuar. J. 18, No. 1, 194--216 (2014; Zbl 1412.91051) Full Text: DOI Link OpenURL
Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng Modeling period effects in multi-population mortality models: applications to Solvency II. (English) Zbl 1412.91060 N. Am. Actuar. J. 18, No. 1, 150-167 (2014). MSC: 91B30 62P05 62M20 PDF BibTeX XML Cite \textit{R. Zhou} et al., N. Am. Actuar. J. 18, No. 1, 150--167 (2014; Zbl 1412.91060) Full Text: DOI OpenURL
Blake, David (ed.); MacMinn, Richard (ed.); Li, Johnny Siu-Hang (ed.); Hardy, Mary (ed.) Longevity risk and capital markets: the 2012–2013 update. (English) Zbl 1458.00030 N. Am. Actuar. J. 18, No. 1, 1-13 (2014). MSC: 00B25 91-06 91G05 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., N. Am. Actuar. J. 18, No. 1, 1--13 (2014; Zbl 1458.00030) Full Text: DOI OpenURL
Nielsen, Bent; Nielsen, Jens P. Identification and forecasting in mortality models. (English) Zbl 1328.62575 Sci. World J., Probab. Stat. 2014, Article ID 347043, 24 p. (2014). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{B. Nielsen} and \textit{J. P. Nielsen}, Sci. World J., Probab. Stat. 2014, Article ID 347043, 24 p. (2014; Zbl 1328.62575) Full Text: DOI OpenURL
Tan, Chong It; Li, Jackie; Li, Johnny Siu-Hang; Balasooriya, Uditha Parametric mortality indexes: from index construction to hedging strategies. (English) Zbl 1306.91140 Insur. Math. Econ. 59, 285-299 (2014). MSC: 91G20 91B30 91D20 91B82 62P05 PDF BibTeX XML Cite \textit{C. I. Tan} et al., Insur. Math. Econ. 59, 285--299 (2014; Zbl 1306.91140) Full Text: DOI OpenURL
Ahmadi, Seyed Saeed; Li, Johnny Siu-Hang Coherent mortality forecasting with generalized linear models: a modified time-transformation approach. (English) Zbl 1306.91067 Insur. Math. Econ. 59, 194-221 (2014). MSC: 91B30 62P05 62J12 91D20 PDF BibTeX XML Cite \textit{S. S. Ahmadi} and \textit{J. S. H. Li}, Insur. Math. Econ. 59, 194--221 (2014; Zbl 1306.91067) Full Text: DOI OpenURL
Wong, Tat Wing; Chiu, Mei Choi; Wong, Hoi Ying Time-consistent mean-variance hedging of longevity risk: effect of cointegration. (English) Zbl 1304.91136 Insur. Math. Econ. 56, 56-67 (2014). MSC: 91B30 91G10 49L20 PDF BibTeX XML Cite \textit{T. W. Wong} et al., Insur. Math. Econ. 56, 56--67 (2014; Zbl 1304.91136) Full Text: DOI OpenURL
Cairns, Andrew J. G.; Dowd, Kevin; Blake, David; Coughlan, Guy D. Longevity hedge effectiveness: a decomposition. (English) Zbl 1294.91072 Quant. Finance 14, No. 2, 217-235 (2014). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., Quant. Finance 14, No. 2, 217--235 (2014; Zbl 1294.91072) Full Text: DOI Link OpenURL
Cairns, Andrew J. G. Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging. (English) Zbl 1230.91068 Insur. Math. Econ. 49, No. 3, 438-453 (2011). MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{A. J. G. Cairns}, Insur. Math. Econ. 49, No. 3, 438--453 (2011; Zbl 1230.91068) Full Text: DOI OpenURL