Forecasting German mortality using panel data procedures
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Volume (Year): 21 (2008)
Issue (Month): 3 (July)
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References listed on IDEAS
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- Pitacco, Ermanno, 2004. "Survival models in a dynamic context: a survey," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 279-298, October.
- Akira Yakita, 2001. "Uncertain lifetime, fertility and social security," Journal of Population Economics, Springer;European Society for Population Economics, vol. 14(4), pages 635-640.
- Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006. "Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 36(01), pages 79-120, May.
- Yijia Lin & Samuel H. Cox, 2005. "Securitization of Mortality Risks in Life Annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(2), pages 227-252.
- Frank Denton & Christine Feaver & Byron Spencer, 2005. "Time series analysis and stochastic forecasting: An econometric study of mortality and life expectancy," Journal of Population Economics, Springer;European Society for Population Economics, vol. 18(2), pages 203-227, 06.
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