Sridaran, Dilan; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan A group regularisation approach for constructing generalised age-period-cohort mortality projection models. (English) Zbl 07503084 ASTIN Bull. 52, No. 1, 247-289 (2022). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{D. Sridaran} et al., ASTIN Bull. 52, No. 1, 247--289 (2022; Zbl 07503084) Full Text: DOI OpenURL
Alvares Maffra, Sergio; Armstrong, John; Pennanen, Teemu Stochastic modeling of assets and liabilities with mortality risk. (English) Zbl 1481.91161 Scand. Actuar. J. 2021, No. 8, 695-725 (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 60H10 60G99 PDF BibTeX XML Cite \textit{S. Alvares Maffra} et al., Scand. Actuar. J. 2021, No. 8, 695--725 (2021; Zbl 1481.91161) Full Text: DOI arXiv 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
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
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
Redondo Lourés, Cristian; Cairns, Andrew J. G. Cause of death specific cohort effects in U.S. mortality. (English) Zbl 1467.91149 Insur. Math. Econ. 99, 190-199 (2021). MSC: 91G05 62P05 62M20 PDF BibTeX XML Cite \textit{C. Redondo Lourés} and \textit{A. J. G. Cairns}, Insur. Math. Econ. 99, 190--199 (2021; Zbl 1467.91149) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David Forward mortality rates in discrete time. II: Longevity risk and hedging strategies. (English) Zbl 1461.91247 N. Am. Actuar. J. 25, Suppl. 1, S508-S533 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S508--S533 (2021; Zbl 1461.91247) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David Forward mortality rates in discrete time. I: Calibration and securities pricing. (English) Zbl 1461.91246 N. Am. Actuar. J. 25, Suppl. 1, S482-S507 (2021). MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S482--S507 (2021; Zbl 1461.91246) Full Text: DOI OpenURL
Liu, Yanxin; Li, Johnny Siu-Hang An efficient method for mitigating longevity value-at-risk. (English) Zbl 1465.91097 N. Am. Actuar. J. 25, Suppl. 1, S309-S340 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{J. S. H. Li}, N. Am. Actuar. J. 25, S309--S340 (2021; Zbl 1465.91097) 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
Hunt, Andrew; Blake, David On the structure and classification of mortality models. (English) Zbl 1461.91244 N. Am. Actuar. J. 25, Suppl. 1, S215-S234 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S215--S234 (2021; Zbl 1461.91244) Full Text: DOI 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
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
Medford, Anthony; Vaupel, James W. An introduction to gevistic regression mortality models. (English) Zbl 1422.91364 Scand. Actuar. J. 2019, No. 7, 604-620 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. Medford} and \textit{J. W. Vaupel}, Scand. Actuar. J. 2019, No. 7, 604--620 (2019; Zbl 1422.91364) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. Börger} and \textit{J. Schupp}, Insur. Math. Econ. 78, 369--380 (2018; Zbl 1400.91241) 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
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 PDF BibTeX XML Cite \textit{E. Schinzinger} et al., Insur. Math. Econ. 69, 70--81 (2016; Zbl 1369.91097) 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