Mortality Surface by Means of Continuous Time Cohort Models
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- Jevtić, Petar & Luciano, Elisa & Vigna, Elena, 2013. "Mortality surface by means of continuous time cohort models," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 122-133.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Anastasia Novokreshchenova, 2016. "Predicting Human Mortality: Quantitative Evaluation of Four Stochastic Models," Risks, MDPI, Open Access Journal, vol. 4(4), pages 1-28, December.
- Peter Jevtic & Luca Regis, 2016. "A continuous-time stochastic model for the mortality surface of multiple populations," Working Papers 03/2016, IMT Institute for Advanced Studies Lucca, revised Jul 2016.
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- Elisa Luciano & Luca Regis, 2012. "Demographic risk transfer: is it worth for annuity providers?," ICER Working Papers 11-2012, ICER - International Centre for Economic Research.
- Luca Regis, 2014. "Demographic uncertainty, the financing mix and the sustainability of welfare systems," Working Papers SWITCH 02-2014, Competitività, Regole, Mercati (CERM).
- Man Chung Fung & Katja Ignatieva & Michael Sherris, 2015. "Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives," Papers 1508.00090, arXiv.org.
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More about this item
Keywordsstochastic mortality; age effect; cohort effect; differential evolution algorithm; mortality forecasting.;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-09-22 (All new papers)
- NEP-DEM-2012-09-22 (Demographic Economics)
- NEP-FOR-2012-09-22 (Forecasting)
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