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2. Multi-population mortality modeling with economic, environmental and lifestyle variables. (2025). Dimai, Matteo.
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1. Clustering of mortality paths with the Hellinger distance and visualization through the DISTATIS technique. (2025). Dimai, Matteo.
   In: Statistical Methods & Applications.
   RePEc:spr:stmapp:v:34:y:2025:i:2:d:10.1007_s10260-024-00770-0.

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2. Space, mortality, and economic growth. (2024). Boonen, Tim J ; Jevti, Petar ; Cupido, Kyran.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:5:p:1321-1337.

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3. Income, health, and cointegration. (2024). Ionides, Edward L.
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4. Locally-coherent multi-population mortality modelling via neural networks. (2023). Scognamiglio, Salvatore ; Perla, Francesca.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00382-x.

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5. Multi-population mortality projection: The augmented common factor model with structural breaks. (2023). Vahid, Farshid ; Wang, Pengjie ; Pantelous, Athanasios A.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:1:p:450-469.

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6. Optimal longevity risk transfer under asymmetric information. (2023). Schultze, Mark B ; Li, Hong ; Chen, AN.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004163.

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7. The relationship between longevity and lifespan variation. (2022). Levantesi, Susanna ; Barbi, Elisabetta ; Nigri, Andrea.
   In: Statistical Methods & Applications.
   RePEc:spr:stmapp:v:31:y:2022:i:3:d:10.1007_s10260-021-00584-4.

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8. Pricing and hedging of longevity basis risk through securitization. (2022). Devolder, Pierre ; Zeddouk, Fadoua.
   In: LIDAM Discussion Papers ISBA.
   RePEc:aiz:louvad:2022038.

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9. Longevity risk and economic growth in sub-populations: evidence from Italy. (2021). Menzietti, Massimiliano ; Levantesi, Susanna ; Bozzo, Giuseppina.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00275-x.

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10. Mortality Forecasting with an Age-Coherent Sparse VAR Model. (2021). Li, Hong ; Shi, Yanlin.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:2:p:35-:d:494260.

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11. A Study on Link Functions for Modelling and Forecasting Old-Age Survival Probabilities of Australia and New Zealand. (2021). Liu, Jacie Jia.
    In: Risks.
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12. Common Factor Cause-Specific Mortality Model. (2021). Alonso-Garcia, Jennifer ; Zittersteyn, Geert.
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13. Gompertz law revisited: Forecasting mortality with a multi-factor exponential model. (2021). Li, Hong ; Zhu, Wenjun ; Tuljapurkar, Shripad ; Tan, Ken Seng.
    In: Insurance: Mathematics and Economics.
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14. Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Li, Hong ; Shi, Yanlin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:100:y:2021:i:c:p:59-75.

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15. Modeling mortality and pricing life annuities with Lévy processes. (2015). Ahmadi, Seyed Saeed ; Gaillardetz, Patrice.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:64:y:2015:i:c:p:337-350.

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16. The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds. (2015). Liu, Yanxin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:64:y:2015:i:c:p:135-150.

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17. Mortality surface by means of continuous time cohort models. (2013). luciano, elisa ; Jevti, Petar ; Vigna, Elena.
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    RePEc:eee:insuma:v:53:y:2013:i:1:p:122-133.

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18. Etablierung eines außerbörslichen Kapitalmarktes für das Langlebigkeitsrisiko. (2012). Bohm, Thomas ; Waldvogel, Felix .
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19. Multistate models in health insurance. (2012). Christiansen, Marcus.
    In: AStA Advances in Statistical Analysis.
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20. Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy.. (2012). Favero, Carlo ; Bisetti, Emilio.
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21. Market-consistent embedded value in non-life insurance: how to measure it and why. (2012). Eling, Martin ; Diers, Dorothea ; Kraus, Christian ; Reu, Andreas .
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:13:y:2012:i:4:p:320-346.

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22. Optimal retirement consumption with a stochastic force of mortality. (2012). Milevsky, Moshe ; Salisbury, Thomas S. ; Huang, Huaxiong.
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23. Longevity risks and capital markets: The 2010-2011 update. (2011). Blake, David ; MacMinn, Richard ; Sherris, Michael ; Courbage, Christophe.
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    RePEc:pra:mprapa:34279.

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24. Longevity hedge effectiveness: a decomposition. (2011). Blake, David ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew.
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25. Longevity risk and capital markets: The 2009-2010 update. (2011). Blake, David ; Cox, Samuel ; MacMinn, Richard ; Brockett, Patrick.
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    RePEc:pra:mprapa:28868.

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26. Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities. (2011). Mitchell, Olivia ; Kartashov, Vasily ; Rogalla, Ralph ; Maurer, Raimond.
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27. Progress in Medicine, Limits to Life and Forecasting Mortality. (2011). Favero, Carlo ; Giacoletti, Marco.
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28. A recursive approach to mortality-linked derivative pricing. (2011). Dhaene, Jan ; Shang, Zhaoning ; Goovaerts, Marc.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:49:y:2011:i:2:p:240-248.

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29. Time-simultaneous prediction bands: A new look at the uncertainty involved in forecasting mortality. (2011). Chan, Wai-Sum ; Li, Johnny Siu-Hang.
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30. Calibrating affine stochastic mortality models using term assurance premiums. (2011). Fabozzi, Frank ; Russo, Vincenzo ; Rachev, Svetlozar ; Ortobelli, Sergio ; Giacometti, Rosella.
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31. Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives. (2011). Sherris, Michael ; Ngai, Andrew .
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    RePEc:eee:insuma:v:49:y:2011:i:1:p:100-114.

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32. Mortality density forecasts: An analysis of six stochastic mortality models. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David ; Cairns, Andrew J. G., .
    In: Insurance: Mathematics and Economics.
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33. A comparative study of parametric mortality projection models. (2011). Haberman, Steven ; Renshaw, Arthur.
    In: Insurance: Mathematics and Economics.
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34. Pricing Longevity Bonds Using Affine-Jump Diffusion Models. (2011). Bravo, Jorge.
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35. Canonical Valuation of Mortality‐Linked Securities. (2011). Li, Johnny Siuhang ; Ng, Andrew CheukYin .
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36. Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models. (2011). Hyndman, Rob ; Booth, Heather ; Yasmeen, Farah .
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37. Sharing longevity risk: Why governments should issue longevity bonds. (2010). Blake, David ; Boardman, Tom ; Cairns, Andrew.
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38. On the robustness of longevity risk pricing. (2010). Zhao, Lin ; Zhang, Lihong ; Chen, Bingzheng.
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39. Evaluating the goodness of fit of stochastic mortality models. (2010). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David ; Cairns, Andrew J. G., .
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40. Pricing longevity risk with the parametric bootstrap: A maximum entropy approach. (2010). Li, Johnny Siu-Hang.
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41. A linear algebraic method for pricing temporary life annuities and insurance policies. (2010). Mamon, R. ; Date, P. ; Jalen, L. ; Wang, I. C..
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42. An additive stochastic model of mortality rates: An application to longevity risk in reserve evaluation. (2010). Lin, Tzuling ; Tzeng, Larry Y..
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43. Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models. (2010). Yang, Sharon S. ; Yue, Jack C. ; Huang, Hong-Chih.
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44. On the optimal product mix in life insurance companies using conditional value at risk. (2010). Tsai, Jeffrey ; Tzeng, Larry Y. ; Wang, Jennifer L..
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45. A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions. (2010). Kurachi, Yoshiyuki ; Kogure, Atsuyuki.
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46. On the pricing of longevity-linked securities. (2010). Borger, Matthias ; Ru, Jochen ; Bauer, Daniel.
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47. Hedging Pure Endowments with Mortality Derivatives. (2010). Young, Virginia R. ; Wang, Ting.
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48. Real World Pricing of Long Term Contracts. (2009). Platen, Eckhard.
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49. NDC v FDC: Pros, cons and replication. (2009). Blake, David.
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50. On stochastic mortality modeling. (2009). Plat, Richard.
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51. On age-period-cohort parametric mortality rate projections. (2009). Haberman, Steven ; Renshaw, Arthur.
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52. Stochastic portfolio specific mortality and the quantification of mortality basis risk. (2009). Plat, Richard.
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53. Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities. (2009). Milevsky, Moshe ; Bayraktar, Erhan ; Young, Virginia R. ; Promislow, David S..
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54. A policyholders utility indifference valuation model for the guaranteed annuity option. (2009). Silla, Sebastiano ; Grasselli, Matheus R.
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55. Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers. (2008). Blake, David ; Dowd, Kevin ; Cairns, Andrew.
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56. Quadratic stochastic intensity and prospective mortality tables. (2008). Monfort, Alain ; gourieroux, christian.
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57. Valuation of the interest rate guarantee embedded in defined contribution pension plans. (2008). Yang, Sharon S. ; Yueh, Meng-Lan ; Tang, Chun-Hua.
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58. Longevity risk and the Grim Reapers toxic tail: The survivor fan charts. (2008). Blake, David ; Dowd, Kevin ; Cairns, Andrew J. G., .
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59. Assessing the cost of capital for longevity risk. (2008). Pitacco, Ermanno ; Olivieri, Annamaria.
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60. Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities. (2008). Milevsky, Moshe ; Bayraktar, Erhan ; Young, Virginia ; Promislow, David .
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61. Assessing Investment and Longevity Risks within Immediate Annuities. (2007). Weber, Frederik ; Bauer, Daniel.
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62. Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk. (2006). Webb, Anthony ; Friedberg, Leora.
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63. The Impact of Aggregate Mortality Risk on Defined Benefit Pension Plans. (2006). Webb, Anthony ; Friedberg, Leora ; Dushi, Irena.
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