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A gravity model of mortality rates for two related populations. (2011). Blake, David ; Cairns, Andrew ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy .
In: MPRA Paper.
RePEc:pra:mprapa:35738.

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  1. Extensions of the Lee–Carter model to project the data?driven rotation of age?specific mortality decline and forecast coherent mortality rates. (2023). Shi, Yanlin ; Liu, Cuixia.
    In: Journal of Forecasting.
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  2. Disentangling Trend Risk and Basis Risk with Functional Time Series. (2023). Li, Johnny Siu-Hang ; Liu, Yanxin.
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  3. Multi-population modelling and forecasting life-table death counts. (2022). Xu, Ruofan ; Haberman, Steven ; Shang, Han Lin.
    In: Insurance: Mathematics and Economics.
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  4. Coherent Mortality Forecasting for Less Developed Countries. (2021). Li, Hong ; Lu, Yang ; Lyu, Pintao.
    In: Risks.
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  5. Mortality Forecasting with an Age-Coherent Sparse VAR Model. (2021). Li, Hong ; Shi, Yanlin.
    In: Risks.
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  6. Subnational Mortality Modelling: A Bayesian Hierarchical Model with Common Factors. (2021). Hanewald, Katja ; Lu, Qian ; Wang, Xiao Jun.
    In: Risks.
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  7. Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David.
    In: Insurance: Mathematics and Economics.
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  8. Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2021). Kjargaard, Soren ; Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian.
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  9. Gompertz law revisited: Forecasting mortality with a multi-factor exponential model. (2021). Zhu, Wenjun ; Tuljapurkar, Shripad ; Tan, Ken Seng ; Li, Hong.
    In: Insurance: Mathematics and Economics.
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  10. Modelling mortality dependence: An application of dynamic vine copula. (2021). Ji, Min ; Zhou, Rui.
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  11. Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M.
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  12. Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Shi, Yanlin ; Li, Hong.
    In: Insurance: Mathematics and Economics.
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  13. Quantifying longevity gaps using micro?level lifetime data. (2021). Vellekoop, Michel ; Antonio, Katrien ; van Berkum, Frank .
    In: Journal of the Royal Statistical Society Series A.
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  14. The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty. (2020). Liu, Yanxin.
    In: Insurance: Mathematics and Economics.
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  15. Pitfalls and merits of cointegration-based mortality models. (2020). Jallbjorn, Snorre ; Jarner, Soren F.
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  16. Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2020). Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian ; Kjargaard, Soren.
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  17. Mortality Projections for Small Populations: An Application to the Maltese Elderly. (2019). Morabito, Maria ; Menzietti, Massimiliano ; Stranges, Manuela.
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  18. Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM. (2019). Ji, Min ; Xing, Guangyu ; Zhou, Rui.
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  19. Forecasting mortality rate improvements with a high-dimensional VAR. (2019). Piette, Pierrick ; Lopez, Olivier ; Guibert, Quentin.
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  20. A Bayesian non-parametric model for small population mortality. (2018). Lu, Yang ; Li, Hong.
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  21. Identifiability, cointegration and the gravity model. (2018). Blake, David ; Hunt, Andrew.
    In: Insurance: Mathematics and Economics.
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  22. Mortality models and longevity risk for small populations. (2018). Wang, Hsin-Chung ; Chong, Chen-Tai ; Yue, Ching-Syang Jack.
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  23. Longevity risk and capital markets: The 2015–16 update. (2018). Blake, David ; MacMinn, Richard ; Loisel, Stephane ; el Karoui, Nicole.
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  24. Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach. (2017). Li, Hong ; Boonen, Tim J.
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  25. Basis risk modelling: a co-integration based approach. (2017). Loisel, Stéphane ; Salhi, Yahia.
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  26. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Milidonis, Andreas ; Blake, David ; Efthymiou, Maria ; Morales, Marco.
    In: Journal of Risk & Insurance.
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  27. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Wang, Chou-Wen ; Tan, Ken Seng ; Zhu, Wenjun ; Morales, Marco.
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  28. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Li, Johnny Siu-Hang ; Zhou, Kenneth Q ; Morales, Marco.
    In: Journal of Risk & Insurance.
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  29. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Sun, Tao ; MacMinn, Richard D ; Chen, Hua ; Morales, Marco.
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  30. Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated. (2017). Wong, Tat Wing ; Chiu, Mei Choi.
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  31. Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization. (2017). Li, Johnny Siu-Hang ; Zhou, Rui ; Chan, Wai-Sum.
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  32. Projection des taux de mortalité par âges pour la population algérienne. (2016). Flici, Farid.
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  33. The future of longevity and life annuities pricing in Algeria: comparison of mortality models. (2016). Flici, Farid.
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  34. COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH. (2016). Lu, Yang ; Li, Hong.
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  35. Coherent modeling of male and female mortality using Lee–Carter in a complex number framework. (2016). de Jong, Piet ; Xu, Jianhui ; Tickle, Leonie.
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  36. It’s all in the hidden states: A longevity hedging strategy with an explicit measure of population basis risk. (2016). Liu, Yanxin .
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  37. Semi-parametric accelerated hazard relational models with applications to mortality projections. (2016). Denuit, Michel ; Cadena, Meitner .
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  38. Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index. (2016). Blake, David ; Kallestrup-Lamb, Malene ; Dowd, Kevin.
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  39. Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: A practical approach. (2015). Wan, Cheng ; Bertschi, Ljudmila .
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  40. Multi-population mortality models: A factor copula approach. (2015). Chen, Hua ; Sun, Tao ; MacMinn, Richard.
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  41. A step-by-step guide to building two-population stochastic mortality models. (2015). Li, Johnny Siu-Hang ; Hardy, Mary ; Zhou, Rui.
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  42. Modelling longevity bonds: Analysing the Swiss Re Kortis bond. (2015). Blake, David ; Hunt, Andrew.
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  43. Forecasting mortality in subpopulations using Lee–Carter type models: A comparison. (2015). Millossovich, Pietro ; Haberman, Steven ; Danesi, Ivan Luciano .
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  45. Bayesian Poisson log-bilinear models for mortality projections with multiple populations. (2015). Ouburg, Wilbert ; Bardoutsos, Anastasios ; Antonio, Katrien.
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  48. Time-consistent mean–variance hedging of longevity risk: Effect of cointegration. (2014). Wong, Hoi Ying ; Chiu, Mei Choi.
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  49. Forecasting mortality for small populations by mixing mortality data. (2014). Ahcan, Ales ; Pitacco, Ermanno ; Medved, Darko ; Olivieri, Annamaria .
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  50. International mortality modelling—An economic perspective. (2014). French, Declan .
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  51. Pricing Standardized Mortality Securitizations: A Two-Population Model With Transitory Jump Effects. (2013). Li, Johnny Siu-Hang ; Zhou, Rui ; Tan, Ken Seng.
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  52. Robust Hedging of Longevity Risk. (2013). Andrew J. G. Cairns, .
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  53. The New Life Market. (2013). Blake, David ; Cairns, Andrew ; MacMinn, Richard ; Dowd, Kevin ; Coughlan, Guy .
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  54. Basis risk modelling: a co-integration based approach. (2012). SALHI, Yahia ; Loisel, Stéphane.
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  55. Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness. (2011). Blake, David ; Cairns, Andrew ; Ye, Yijing ; Kumar, Sumit ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy .
    In: MPRA Paper.
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  56. Longevity risks and capital markets: The 2010-2011 update. (2011). Blake, David ; Courbage, Christophe ; MacMinn, Richard ; Sherris, Michael.
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  57. Longevity hedge effectiveness: a decomposition. (2011). Blake, David ; Cairns, Andrew ; Dowd, Kevin ; Coughlan, Guy .
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  58. Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging. (2011). Cairns, Andrew J. G., .
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References

References cited by this document

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  17. Does the Impact of the Tobacco Epidemic Explain Structural Changes in the Decline of Mortality?. (2016). Peters, F ; MacKenbach, J P ; Nusselder, W J.
    In: European Journal of Population.
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  18. Models of Mortality rates - analysing the residuals. (2016). Li, Youwei ; O'Hare, Colin.
    In: MPRA Paper.
    RePEc:pra:mprapa:71394.

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  19. Ein integriertes Modell zur Schätzung von Arbeitskräfteangebot und Bevölkerung. (2016). Weber, Enzo ; Sohnlein, Doris ; Fuchs, Johann.
    In: IAB-Forschungsbericht.
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  20. A Mortality Model for Multi-populations A Semi-Parametric Approach. (2016). Härdle, Wolfgang ; Park, Juhyun ; Hardle, Wolfgang K ; Fang, Lei.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2016-023.

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  21. Stochastic Forecast of the Financial Sustainability of Basic Pension in China. (2016). Tian, Yuehong ; Zhao, Xianglian .
    In: Sustainability.
    RePEc:gam:jsusta:v:8:y:2016:i:1:p:46-:d:62136.

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  22. Coherent modeling of male and female mortality using Lee–Carter in a complex number framework. (2016). de Jong, Piet ; Xu, Jianhui ; Tickle, Leonie.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:71:y:2016:i:c:p:130-137.

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  23. Retirement planning in the light of changing demographics. (2016). Wang, Hong ; O'Hare, Colin ; Koo, Bonsoo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:749-763.

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  24. Does selection of mortality model make a difference in projecting population ageing?. (2016). Scherbov, Sergei ; Ediev, Dalkhat .
    In: Demographic Research.
    RePEc:dem:demres:v:34:y:2016:i:2.

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  25. Bayesian Population Forecasting: Extending the Lee-Carter Method. (2015). Bijak, Jakub ; Raymer, James ; Forster, Jonathan ; Winiowski, Arkadiusz ; Smith, Peter.
    In: Demography.
    RePEc:spr:demogr:v:52:y:2015:i:3:p:1035-1059.

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  26. Proyecciones de tablas generacionales dinámicas de mortalidad y riesgo de longevidad en países en vías de desarrollo: El caso chileno/Projections of Dynamic Generational Mortality Tables and Longev. (2015). Tuesta, David ; Meseguer, Javier Alonso ; Muia, Begoa Villamide ; Torres, Diego Torres ; Cardenas, David Tuesta .
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:33_3_15.

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  27. Modeling and projecting mortality. A new model of heterogeneity and selection in survivorship. (2015). Hansen, Hans Oluf .
    In: Discussion Papers.
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  28. Multivariate time series modeling, estimation and prediction of mortalities. (2015). Ekheden, Erland .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:65:y:2015:i:c:p:156-171.

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  29. Prospective mortality tables: Taking heterogeneity into account. (2015). PLANCHET, Frédéric ; Tomas, Julien .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:63:y:2015:i:c:p:169-190.

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  30. Forecasting Leading Death Causes in Australia using Extended CreditRisk$+$. (2015). Shevchenko, Pavel V ; Schmock, Uwe ; Hirz, Jonas .
    In: Papers.
    RePEc:arx:papers:1507.07162.

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  31. Essays on subjective expectations and mortality trends. (2014). Niu, Geng.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:b9f72836-d8ad-478b-adca-41409e742b24.

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  32. Stochastic Population Forecasting Based on Combinations of Expert Evaluations Within the Bayesian Paradigm. (2014). Billari, Francesco ; Graziani, Rebecca ; Melilli, Eugenio.
    In: Demography.
    RePEc:spr:demogr:v:51:y:2014:i:5:p:1933-1954.

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  33. Trends in Mortality Decrease and Economic Growth. (2014). Niu, Geng ; Melenberg, Bertrand.
    In: Demography.
    RePEc:spr:demogr:v:51:y:2014:i:5:p:1755-1773.

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  34. Is mortality spatial or social?. (2014). Li, Youwei ; O'Hare, Colin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:42:y:2014:i:c:p:198-207.

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  35. A Model for Estimating The Distribution of Future Population. (2014). Ben David, Nissim ; Nissim, Ben David ; Sharon, Garyn-Tal .
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2014:p:1515-1530.

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  36. Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models. (2013). Hyndman, Rob ; Booth, Heather ; Yasmeen, Farah .
    In: Demography.
    RePEc:spr:demogr:v:50:y:2013:i:1:p:261-283.

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  37. The forecasting performance of mortality models. (2013). Hansen, Hendrik .
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:97:y:2013:i:1:p:11-31.

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  38. Mortality : a statistical approach to detect model misspecification. (2013). Thérond, Pierre-Emmanuel ; PLANCHET, Frédéric ; Croix, Jean-Charles .
    In: Post-Print.
    RePEc:hal:journl:hal-00839339.

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  39. Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands. (2013). van Duin, Coen ; Stoeldraijer, Lenny ; L. J. G van Wissen, ; Janssen, Fanny.
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  40. Basis risk modelling: a co-integration based approach. (2012). SALHI, Yahia ; Loisel, Stéphane.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00746859.

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  41. Tablas de mortalidad,. (2012). Zarruck, Armando ; Villegas, Mauricio ; Ortiz, Fabio .
    In: DOCUMENTOS DE MATEMATICA Y ESTADISTICA.
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  42. Stochastic modeling of financing longevity risk in pension insurance. (2012). Ronkainen, Vesa .
    In: Scientific Monographs.
    RePEc:bof:bofism:2012_044.

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  43. Stochastic mortality, macroeconomic risks, and life insurer solvency. (2011). Post, Thomas ; Hanewald, Katja ; Gründl, Helmut ; Grundl, Helmut.
    In: ICIR Working Paper Series.
    RePEc:zbw:icirwp:0111.

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  44. A gravity model of mortality rates for two related populations. (2011). Blake, David ; Cairns, Andrew ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy .
    In: MPRA Paper.
    RePEc:pra:mprapa:35738.

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  45. A dynamic parameterization modeling for the age-period-cohort mortality. (2011). Hatzopoulos, P. ; Haberman, S..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:49:y:2011:i:2:p:155-174.

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  46. A comparative study of parametric mortality projection models. (2011). Renshaw, Arthur ; Haberman, Steven.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:48:y:2011:i:1:p:35-55.

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  47. Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods. (2011). Shang, Han Lin ; Hyndman, Rob ; Booth, Heather .
    In: Demographic Research.
    RePEc:dem:demres:v:25:y:2011:i:5.

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  48. Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models. (2011). Hyndman, Rob ; Yasmeen, Farah ; Booth, Heather .
    In: Working Papers.
    RePEc:asb:wpaper:201116.

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  49. A comparison of ten principal component methods for forecasting mortality rates. (2010). Shang, Han Lin ; Hyndman, Rob ; Booth, Heather .
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2010-8.

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  50. Mortality modeling: Lee-Carter and the macroeconomy. (2009). Hanewald, Katja.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2009-008.

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