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Author ID: renshaw.arthur-e Recent zbMATH articles by "Renshaw, Arthur E."
Published as: Renshaw, A. E.; Renshaw, Arthur; Renshaw, Arthur E.
Documents Indexed: 20 Publications since 1992
Co-Authors: 2 Co-Authors with 19 Joint Publications
162 Co-Co-Authors

Co-Authors

1 single-authored
19 Haberman, Steven
3 Denuit, Michel M.

Publications by Year

Citations contained in zbMATH Open

17 Publications have been cited 531 times in 287 Documents Cited by Year
A cohort-based extension to the Lee-Carter model for mortality reduction factors. Zbl 1168.91418
Renshaw, A. E.; Haberman, S.
168
2006
Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371
Renshaw, A. E.; Haberman, S.
105
2003
Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359
Renshaw, Arthur; Haberman, Steven
62
2003
On the forecasting of mortality reduction factors. Zbl 1025.62041
Renshaw, A. E.; Haberman, S.
37
2003
On age-period-cohort parametric mortality rate projections. Zbl 1231.91195
Haberman, Steven; Renshaw, Arthur
36
2009
Parametric mortality improvement rate modelling and projecting. Zbl 1237.91129
Haberman, Steven; Renshaw, Arthur
32
2012
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. Zbl 1152.91598
Renshaw, A. E.; Haberman, S.
30
2008
Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236
Haberman, Steven; Renshaw, Arthur
16
2013
Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities. Zbl 0971.62065
Renshaw, A. E.; Haberman, S.
10
2000
Longevity-indexed life annuities. Zbl 1213.91088
Denuit, Michel; Haberman, Steven; Renshaw, Arthur
9
2011
On the graduations associated with a multiple state model for permanent health insurance. Zbl 0835.62104
Renshaw, A. E.; Haberman, S.
8
1995
Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162
Denuit, M.; Haberman, S.; Renshaw, A. E.
8
2010
Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205
Haberman, Steven; Renshaw, Arthur
4
2008
Dual modelling and select mortality. Zbl 0911.62097
Renshaw, A. E.; Haberman, S.
3
1997
Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality. Zbl 1168.62384
Haberman, S.; Renshaw, A. E.
1
2009
A simple graphical method for the comparison of two mortality experiences. Zbl 0961.91022
Haberman, S.; Renshaw, A. E.
1
1999
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029
Denuit, Michel; Haberman, Steven; Renshaw, Arthur E.
1
2013
Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236
Haberman, Steven; Renshaw, Arthur
16
2013
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029
Denuit, Michel; Haberman, Steven; Renshaw, Arthur E.
1
2013
Parametric mortality improvement rate modelling and projecting. Zbl 1237.91129
Haberman, Steven; Renshaw, Arthur
32
2012
Longevity-indexed life annuities. Zbl 1213.91088
Denuit, Michel; Haberman, Steven; Renshaw, Arthur
9
2011
Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162
Denuit, M.; Haberman, S.; Renshaw, A. E.
8
2010
On age-period-cohort parametric mortality rate projections. Zbl 1231.91195
Haberman, Steven; Renshaw, Arthur
36
2009
Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality. Zbl 1168.62384
Haberman, S.; Renshaw, A. E.
1
2009
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. Zbl 1152.91598
Renshaw, A. E.; Haberman, S.
30
2008
Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205
Haberman, Steven; Renshaw, Arthur
4
2008
A cohort-based extension to the Lee-Carter model for mortality reduction factors. Zbl 1168.91418
Renshaw, A. E.; Haberman, S.
168
2006
Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371
Renshaw, A. E.; Haberman, S.
105
2003
Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359
Renshaw, Arthur; Haberman, Steven
62
2003
On the forecasting of mortality reduction factors. Zbl 1025.62041
Renshaw, A. E.; Haberman, S.
37
2003
Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities. Zbl 0971.62065
Renshaw, A. E.; Haberman, S.
10
2000
A simple graphical method for the comparison of two mortality experiences. Zbl 0961.91022
Haberman, S.; Renshaw, A. E.
1
1999
Dual modelling and select mortality. Zbl 0911.62097
Renshaw, A. E.; Haberman, S.
3
1997
On the graduations associated with a multiple state model for permanent health insurance. Zbl 0835.62104
Renshaw, A. E.; Haberman, S.
8
1995
all top 5

Cited by 410 Authors

40 Haberman, Steven
17 Renshaw, Arthur E.
16 Denuit, Michel M.
14 Li, Johnny Siu-Hang
13 Blake, David
13 Tsai, Cary Chi-Liang
11 Cairns, Andrew J. G.
11 Lin, Tzuling
9 Li, Jackie Ji
8 Wang, Chou-Wen
7 D’Amato, Valeria
7 De Waegenaere, Anja
6 Debón, Ana
6 Liu, Yanxin
6 Piscopo, Gabriella
6 Russolillo, Maria
5 Dowd, Kevin
5 Hatzopoulos, Peter
5 Huang, Hong-Chih
5 Hunt, Andrew
5 MacMinn, Richard D.
5 Melenberg, Bertrand
5 Montes, Francisco
5 Nielsen, Jens Perch
5 Yue, Jack C.
4 Antonio, Katrien
4 Jarner, Søren Fiig
4 Loisel, Stéphane
4 Shang, Han Lin
4 Sherris, Michael
4 Villegas, Andrés M.
4 Wang, Jennifer L.
4 Yang, Sharon S.
3 Balasooriya, Uditha
3 Chan, Wai-Sum
3 Christiansen, Marcus Christian
3 Coughlan, Guy D.
3 Delwarde, Antoine
3 Di Lorenzo, Emilia
3 Djehiche, Boualem
3 Giacometti, Rosella
3 Hainaut, Donatien
3 Huang, Fei
3 Kleinow, Torsten
3 Li, Han
3 Mammen, Enno
3 Millossovich, Pietro
3 O’Hare, Colin
3 Pitacco, Ermanno
3 Salhi, Yahia
3 Shi, Yanlin
3 Sibillo, Marilena
3 Tzeng, Larry Yu-Ren
3 Vellekoop, Michel H.
3 Zhou, Rui
2 Ahmadi, Seyed Saeed
2 Aro, Helena
2 Bar-Lev, Shaul K.
2 Basellini, Ugofilippo
2 Boumezoued, Alexandre
2 Bozikas, Apostolos
2 Bravo, Jorge Miguel
2 Brockett, Patrick L.
2 Brouhns, Natacha
2 Chang, Le
2 Currie, Iain D.
2 Czado, Claudia
2 de Jong, Piet
2 Dhaene, Jan
2 El Karoui, Nicole
2 Epstein, David
2 Fabozzi, Frank J.
2 Fernandes, Cristiano Augusto Coelho
2 Forster, Jonathan J.
2 Gbari, Samuel
2 Guillen, Montserrat
2 Hardy, Mary Rosalyn
2 Hári, Norbert
2 Jalen, Luka
2 Jevtić, Petar
2 Kaishev, Vladimir K.
2 Kogure, Atsuyuki
2 Koissi, Marie-Claire
2 Kung, Ko-Lun
2 Lazăr, Dorina
2 Lee, Yung-Tsung
2 Leng, Xuan
2 Levantesi, Susanna
2 Li, Siu-Hang
2 Liu, Xiaoming
2 Löfdahl, Björn
2 Ludkovski, Michael
2 Mamon, Rogemar S.
2 Maurer, Raimond H.
2 Neves, César
2 Nijman, Theo E.
2 Ortobelli, Sergio
2 Ouburg, Wilbert
2 Park, Byeong Uk
2 Peng, Liang
...and 310 more Authors
all top 5

Cited in 39 Serials

115 Insurance Mathematics & Economics
40 North American Actuarial Journal
39 Scandinavian Actuarial Journal
24 ASTIN Bulletin
16 European Actuarial Journal
4 Computational Statistics and Data Analysis
4 Lifetime Data Analysis
3 Communications in Statistics. Theory and Methods
3 Methodology and Computing in Applied Probability
3 Statistical Modelling
3 The Annals of Applied Statistics
2 Applied Stochastic Models in Business and Industry
2 Decisions in Economics and Finance
1 Biometrical Journal
1 Journal of the American Statistical Association
1 Journal of Computational and Applied Mathematics
1 Journal of Economic Theory
1 Journal of Optimization Theory and Applications
1 Statistics
1 Statistical Science
1 Journal of Economic Dynamics & Control
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 European Journal of Operational Research
1 Mathematical Methods of Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Applied Statistics
1 CEJOR. Central European Journal of Operations Research
1 Quantitative Finance
1 Missouri Journal of Mathematical Sciences
1 SORT. Statistics and Operations Research Transactions
1 Computational Management Science
1 Journal of Forecasting
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 AStA. Advances in Statistical Analysis
1 Electronic Journal of Statistics
1 East Asian Mathematical Journal
1 The Scientific World Journal. Probability and Statistics
1 Journal of the Japan Statistical Society. Japanese Issue

Citations by Year