1. Multi-population mortality modeling with economic, environmental and lifestyle variables. (2025). Dimai, Matteo.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:59:y:2025:i:1:d:10.1007_s11135-024-01971-1.

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2. Sensitivity and uncertainty in the Lee–Carter mortality model. (2025). Tuljapurkar, Shripad ; Zuo, Wenyun ; Damle, Anil.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:41:y:2025:i:2:p:781-797.

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3. Boosting domain-specific models with shrinkage: An application in mortality forecasting. (2025). Li, Han ; Panagiotelis, Anastasios.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:41:y:2025:i:1:p:191-207.

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4. Estimating the impact of COVID-19 on mortality using granular data. (2025). van Berkum, Frank ; Melenberg, Bertrand ; Vellekoop, Michel.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:121:y:2025:i:c:p:144-156.

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5. A comprehensive database of estimates and forecasts of Spanish sex–age death rates by climate area, income level, and habitat size (2010–2050). (2025). Pava, Jose M ; Sifre-Armengol, Celia ; Benito, Josep Lled.
   In: Demographic Research.
   RePEc:dem:demres:v:52:y:2025:i:1.

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6. A simplified model for measuring longevity risk for life insurance products. (2024). Atance, David ; Navarro, Eliseo.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00515-0.

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7. Benefit volatility-targeting strategies in lifetime pension pools. (2024). Begin, Jean-Franois ; Sanders, Barbara.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:118:y:2024:i:c:p:72-94.

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8. A Bayesian model for age at death with cohort effects. (2024). Brabec, Marek ; Dimai, Matteo.
   In: Demographic Research.
   RePEc:dem:demres:v:51:y:2024:i:33.

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9. Backtesting stochastic mortality models by prediction interval-based metrics. (2023). Scognamiglio, Salvatore ; Marino, Mario.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01537-z.

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10. An Age–Period–Cohort Model in a Dirichlet Framework: A Coherent Causes of Death Estimation. (2023). Nigri, Andrea ; Graziani, Rebecca.
    In: SocArXiv.
    RePEc:osf:socarx:856yw_v1.

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11. An Age–Period–Cohort Model in a Dirichlet Framework: A Coherent Causes of Death Estimation. (2023). Graziani, Rebecca ; Nigri, Andrea.
    In: SocArXiv.
    RePEc:osf:socarx:856yw.

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12. Modelling French and Portuguese Mortality Rates with Stochastic Differential Equation Models: A Comparative Study. (2023). Brites, Nuno M ; Santos, Daniel Dos.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:22:p:4648-:d:1280455.

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13. Thirty years on: A review of the Lee–Carter method for forecasting mortality. (2023). Basellini, Ugofilippo ; Booth, Heather ; Camarda, Carlo Giovanni.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:3:p:1033-1049.

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14. Bayesian model averaging for mortality forecasting using leave-future-out validation. (2023). Salhi, Yahia ; Loisel, Stephane ; Goffard, Pierre-Olivier ; Barigou, Karim.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:2:p:674-690.

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15. Intergenerational actuarial fairness when longevity increases: Amending the retirement age. (2023). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:113:y:2023:i:c:p:161-184.

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16. Thirty years on: A review of the Lee-Carter method for forecasting mortality. (2022). Booth, Heather ; Camarda, Carlo Giovanni ; Basellini, Ugofilippo.
    In: SocArXiv.
    RePEc:osf:socarx:8u34d_v1.

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17. Thirty years on: A review of the Lee-Carter method for forecasting mortality. (2022). Basellini, Ugofilippo ; Booth, Heather ; Camarda, Carlo Giovanni.
    In: SocArXiv.
    RePEc:osf:socarx:8u34d.

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18. A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting. (2022). Ramli, Rozita ; Redzwan, Norkhairunnisa.
    In: Risks.
    RePEc:gam:jrisks:v:10:y:2022:i:10:p:191-:d:937118.

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19. Projecting Mortality Rates Using a Markov Chain. (2022). Spreeuw, Jaap ; Kashif, Muhammad ; Owadally, Iqbal.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:7:p:1162-:d:786437.

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20. Model mortality rates using property and casualty insurance reserving methods. (2022). Kim, Seyeon ; Tsai, Cary Chi-Liang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:106:y:2022:i:c:p:326-340.

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21. Multi-population mortality modeling: When the data is too much and not enough. (2022). Kuo, Weiyu ; MacMinn, Richard D ; Kung, Ko-Lun ; Tsai, Chenghsien Jason.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:103:y:2022:i:c:p:41-55.

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22. Pension schemes versus real estate. (2021). Sibillo, Marilena ; Di Lorenzo, Emilia ; Haberman, S ; Tizzano, R ; Damato, V.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03241-y.

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23. Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249.

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24. Life Expectancy Heterogeneity and Pension Fairness: An Italian North-South Divide. (2021). Culotta, Fabrizio.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:3:p:57-:d:519639.

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25. Mortality data correction in the absence of monthly fertility records. (2021). Elfassihi, Amal ; Boumezoued, Alexandre.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:99:y:2021:i:c:p:486-508.

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26. Longevity risk and capital markets: The 2019-20 update. (2021). Blake, David.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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27. Addressing the life expectancy gap in pension policy. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221.

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28. Cause of death specific cohort effects in U.S. mortality. (2021). Loures, Cristian Redondo.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:99:y:2021:i:c:p:190-199.

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29. Constructing dynamic life tables with a single-factor model. (2020). Navarro, Eliseo ; Atance, David ; Balbas, Alejandro.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00308-5.

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30. An age-at-death distribution approach to forecast cohort mortality. (2020). Basellini, Ugofilippo ; Kjargaard, Soren ; Camarda, Carlo Giovanni.
    In: Working Papers.
    RePEc:idg:wpaper:axafx5_3agsuwaphvlfk.

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31. Mortality data correction in the absence of monthly fertility records. (2020). Elfassihi, Amal ; Boumezoued, Alexandre.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02634631.

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32. Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?. (2020). Shang, Han Lin ; Haberman, Steven.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:3:p:69-:d:378980.

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33. A Comparison of Forecasting Mortality Models Using Resampling Methods. (2020). Navarro, Eliseo ; Atance, David ; Debon, Ana.
    In: Mathematics.
    RePEc:gam:jmathe:v:8:y:2020:i:9:p:1550-:d:411425.

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34. Incorporating crossed classification credibility into the Lee–Carter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:93:y:2020:i:c:p:353-368.

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35. The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty. (2020). Liu, Yanxin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:93:y:2020:i:c:p:1-26.

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36. An age-at-death distribution approach to forecast cohort mortality. (2020). Basellini, Ugofilippo ; Kjargaard, Soren ; Camarda, Carlo Giovanni.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:91:y:2020:i:c:p:129-143.

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37. Living Longer in High Longevity Risk. (2020). Wingenbach, Rachel ; Kim, Jong-Min ; Jung, Hojin.
    In: JODE - Journal of Demographic Economics.
    RePEc:ctl:louvde:v:86:y:2020:i:1:p:47-86.

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38. Mortality Projections for Small Populations: An Application to the Maltese Elderly. (2019). Morabito, Maria ; Menzietti, Massimiliano ; Stranges, Manuela.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:2:p:35-:d:218270.

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39. Credible Regression Approaches to Forecast Mortality for Populations with Limited Data. (2019). Pitselis, Georgios ; Bozikas, Apostolos.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:1:p:27-:d:209273.

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40. Application of Machine Learning to Mortality Modeling and Forecasting. (2019). Pizzorusso, Virginia ; Levantesi, Susanna.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:1:p:26-:d:209175.

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41. Mortality Forecasting: How Far Back Should We Look in Time?. (2019). Li, Han ; Ohare, Colin.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:1:p:22-:d:208293.

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42. An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap. (2019). Simone, Rosaria ; Russolillo, Maria ; Coppola, Mariarosaria.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:1:p:21-:d:208252.

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43. Forecasting mortality rate improvements with a high-dimensional VAR. (2019). Guibert, Quentin ; Piette, Pierrick ; Lopez, Olivier.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:88:y:2019:i:c:p:255-272.

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44. Mortality modelling. Model specification and mortality forecast accuracy. (2018). Bartkowiak, Marcin.
    In: Collegium of Economic Analysis Annals.
    RePEc:sgh:annals:i:51:y:2018:p:13-36.

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45. An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing. (2018). Pitselis, Georgios ; Bozikas, Apostolos.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:2:p:44-:d:142754.

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46. Modeling trend processes in parametric mortality models. (2018). Borger, Matthias ; Schupp, Johannes.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:369-380.

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47. Identifiability, cointegration and the gravity model. (2018). Blake, David ; Hunt, Andrew.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:360-368.

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48. Using Taiwan National Health Insurance Database to model cancer incidence and mortality rates. (2018). Leong, Yin-Yee ; Su, Wei-Ping ; Yue, Jack C ; Wang, Hsin-Chung.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:316-324.

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49. Longevity risk and capital markets: The 2015–16 update. (2018). Loisel, Stéphane ; Blake, David ; MacMinn, Richard ; el Karoui, Nicole.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173.

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50. Retirement spending and biological age. (2018). Milevsky, Moshe ; Salisbury, Thomas S ; Huang, Huaxiong.
    In: Papers.
    RePEc:arx:papers:1811.09921.

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51. Mortality in a heterogeneous population - Lee-Carters methodology. (2018). Jod, Kamil.
    In: Papers.
    RePEc:arx:papers:1803.11233.

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52. Modelling mortality: are we heading in the right direction?. (2017). Li, Youwei ; Oahare, Colin.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:2:p:170-187.

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53. Semi-parametric extensions of the Cairns–Blake–Dowd model: A one-dimensional kernel smoothing approach. (2017). Li, Han ; Ohare, Colin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:77:y:2017:i:c:p:166-176.

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54. Redistribution of longevity risk: The effect of heterogeneous mortality beliefs. (2017). De Waegenaere, Anja ; Boonen, Tim J ; Norde, Henk.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:72:y:2017:i:c:p:175-188.

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55. Retirement spending and biological age. (2017). Milevsky, Moshe ; Salisbury, T S ; Huang, H.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:84:y:2017:i:c:p:58-76.

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56. Cohort effects in mortality modelling: a Bayesian state-space approach. (2017). Shevchenko, Pavel V ; Fung, Man Chung ; Peters, Gareth W.
    In: Papers.
    RePEc:arx:papers:1703.08282.

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57. Deterministic and stochastic trends in the Lee–Carter mortality model. (2016). Haldrup, Niels ; Callot, Laurent ; Kallestrup-Lamb, Malene.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:23:y:2016:i:7:p:486-493.

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58. Models of Mortality rates - analysing the residuals. (2016). Li, Youwei ; O'Hare, Colin.
    In: MPRA Paper.
    RePEc:pra:mprapa:71394.

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59. Modelling mortality: Are we heading in the right direction?. (2016). Li, Youwei ; O'Hare, Colin.
    In: MPRA Paper.
    RePEc:pra:mprapa:71392.

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60. Predicting Human Mortality: Quantitative Evaluation of Four Stochastic Models. (2016). Novokreshchenova, Anastasia .
    In: Risks.
    RePEc:gam:jrisks:v:4:y:2016:i:4:p:45-:d:84286.

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61. Statistical emulators for pricing and hedging longevity risk products. (2016). Ludkovski, M ; Risk, J.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:68:y:2016:i:c:p:45-60.

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62. Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary. (2016). Lin, Tzuling ; Tsai, Cary Chi-Liang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:66:y:2016:i:c:p:44-58.

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63. 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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64. A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2016). Shevchenko, Pavel V ; Fung, Man Chung ; Peters, Gareth W.
    In: Papers.
    RePEc:arx:papers:1605.09484.

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65. Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index. (2016). Blake, David ; Kallestrup-Lamb, Malene ; Dowd, Kevin.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-14.

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66. Asset Liability-Management in einem selbstfinanzierenden Pensionsfonds. (2015). Goecke, Oskar.
    In: Forschung am ivwKöln.
    RePEc:zbw:thkivw:92015.

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67. Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates. (2015). Reese, Simon.
    In: Working Papers.
    RePEc:hhs:lunewp:2015_016.

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68. Modelling longevity bonds: Analysing the Swiss Re Kortis bond. (2015). Blake, David ; Hunt, Andrew.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:63:y:2015:i:c:p:12-29.

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69. A semiparametric panel approach to mortality modeling. (2015). Zhang, Xibin ; Li, Han ; Ohare, Colin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:61:y:2015:i:c:p:264-270.

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70. Age-specific copula-AR-GARCH mortality models. (2015). Lin, Tzuling ; Wang, Chou-Wen ; Tsai, Cary Chi-Liang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:61:y:2015:i:c:p:110-124.

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71. Statistical Emulators for Pricing and Hedging Longevity Risk Products. (2015). Ludkovski, Michael ; Risk, James.
    In: Papers.
    RePEc:arx:papers:1508.00310.

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72. 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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73. 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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74. Selecting stochastic mortality models for the Italian population. (2014). Biffi, Paola ; Clemente, Gian.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:37:y:2014:i:2:p:255-286.

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75. Identifying structural breaks in stochastic mortality models. (2014). Li, Youwei ; O'Hare, Colin.
    In: MPRA Paper.
    RePEc:pra:mprapa:62994.

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76. 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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77. Deterministic and stochastic trends in the Lee-Carter mortality model. (2014). Haldrup, Niels ; Callot, Laurent ; Kallestruplamb, Malene.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-44.

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78. Stochastyczne modelowanie intensywności zgonów na przykładzie Polski. (2013). Jod, Kamil.
    In: Collegium of Economic Analysis Annals.
    RePEc:sgh:annals:i:31:y:2013:p:199-213.

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79. On the mortality/longevity risk hedging with mortality immunization. (2013). Lin, Tzuling ; Tsai, Cary Chi-Liang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:580-596.

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80. Modeling and forecasting mortality rates. (2013). Mendoza-Arriaga, Rafael ; Brockett, Patrick ; Muthuraman, Kumar ; Mitchell, Daniel.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:52:y:2013:i:2:p:275-285.

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81. Pricing and securitization of multi-country longevity risk with mortality dependence. (2013). Yang, Sharon S. ; Wang, Chou-Wen.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:52:y:2013:i:2:p:157-169.

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82. The New Life Market. (2013). Blake, David ; MacMinn, Richard ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:80:y:2013:i:3:p:501-558.

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83. Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk. (2012). Boonen, T J ; Norde, H W ; De Waegenaere, A. M. B., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:666aa6f1-2d07-413c-90da-a42439e28290.

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84. Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk. (2012). Norde, Henk ; De Waegenaere, Anja ; Boonen, T. J. ; De Waegenaere, A. M. B., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:666aa6f1-2d07-413c-90da-a42439e28290.

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85. Parametric mortality improvement rate modelling and projecting. (2012). Haberman, Steven ; Renshaw, Arthur.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:3:p:309-333.

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86. Explaining young mortality. (2012). Li, Youwei ; Ohare, Colin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:1:p:12-25.

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87. Sickness recovery intensities for short term health insurance in Greece. (2011). Kiochos, Peter ; Mavridoglou, George.
    In: SPOUDAI Journal of Economics and Business.
    RePEc:spd:journl:v:61:y:2011:i:1-2:p:39-54.

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88. One-year Value-at-Risk for longevity and mortality. (2011). Plat, Richard.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:49:y:2011:i:3:p:462-470.

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1. Biffis, E., Denuit, M., Devolder, P., 2006. Stochastic mortality under measure changes. Pensions Institute Discussion Paper PI-0512
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2. Booth, H. ; Maindonald, J. ; Smith, L. Applying Lee–Carter under conditions of variable mortality decline. 2002 Population Studies. 56 325-336
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3. Brouhns, N. ; Denuit, M. ; van Keilegom, I. Bootstrapping the Poisson log-bilinear model for mortality forecasting. 2005 Scandinavian Actuarial Journal. 3 212-224
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1. A stochastic forward-looking model to assess the profitability and solvency of European insurers. (2016). Pancaro, Cosimo ; Kok, Christoffer ; Berdin, Elia ; Sorensen, Christoffer Kok.
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2. A stochastic forward-looking model to assess the profitability and solvency of European insurers. (2016). Pancaro, Cosimo ; Kok, Christoffer ; Berdin, Elia ; Sorensen, Christoffer Kok.
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3. Robustness and convergence in the Lee–Carter model with cohort effects. (2015). Hunt, Andrew ; Villegas, Andres M.
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4. The forecasting performance of mortality models. (2013). Hansen, Hendrik.
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5. Development of Life Expectancy in the Czech Republic in Years 1920-2010 with an Outlook to 2050. (2013). Arltová, Markéta ; Arltova, Marketa ; Langhamrova, Jitka.
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6. Modelling and projecting mortality improvement rates using a cohort perspective. (2013). Haberman, Steven ; Renshaw, Arthur.
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7. Mortality surface by means of continuous time cohort models. (2013). luciano, elisa ; Jevti, Petar ; Vigna, Elena.
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8. Mortality Surface by Means of Continuous Time Cohort Models. (2013). luciano, elisa ; Jevtic, Petar ; Vigna, Elena.
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9. Analyzing surplus appropriation schemes in participating life insurance from the insurer’s and the policyholder’s perspective. (2012). Gatzert, Nadine ; Bohnert, Alexander.
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10. Model effect on projected mortality indicators. (2012). Otranto, Edoardo ; Haberman, S. ; Montes, F. ; Debon, A..
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11. Prospective Lifetables: Life Insurance Pricing and Hedging in a Stochastic Mortality Environment. (2012). Bravo, Jorge ; da Silva, Carlos Pereira.
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12. Longevity hedge effectiveness: a decomposition. (2011). Blake, David ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew.
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13. Longevity risk and capital markets: The 2009-2010 update. (2011). Blake, David ; Cox, Samuel ; MacMinn, Richard ; Brockett, Patrick.
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14. A dynamic parameterization modeling for the age-period-cohort mortality. (2011). Haberman, S. ; Hatzopoulos, P..
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15. Calibrating affine stochastic mortality models using term assurance premiums. (2011). Fabozzi, Frank ; Russo, Vincenzo ; Rachev, Svetlozar ; Ortobelli, Sergio ; Giacometti, Rosella.
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16. 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., .
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17. Pricing Longevity Bonds Using Affine-Jump Diffusion Models. (2011). Bravo, Jorge.
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18. Longevity Risk. (2010). De Waegenaere, Anja.
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19. 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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20. Pricing longevity risk with the parametric bootstrap: A maximum entropy approach. (2010). Li, Johnny Siu-Hang.
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21. 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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22. The conversion option in life insurance. (2010). Su, Karen C..
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23. 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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24. 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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25. Longevity risk in pension annuities with exchange options: The effect of product design. (2010). De Waegenaere, Anja ; Stevens, Ralph ; Melenberg, Bertrand.
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26. A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions. (2010). Kurachi, Yoshiyuki ; Kogure, Atsuyuki.
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27. A simple model of mortality trends aiming at universality: Lee Carter + Cohort. (2010). Debonneuil, Edouard.
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28. Mortality-Indexed Annuities. (2009). Weber, Frederik ; Richter, Andreas.
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29. Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency. (2009). Post, Thomas ; Hanewald, Katja ; Gründl, Helmut ; Grundl, Helmut.
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30. Mortality modeling: Lee-Carter and the macroeconomy. (2009). Hanewald, Katja.
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31. On stochastic mortality modeling. (2009). Plat, Richard.
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32. Stochastic portfolio specific mortality and the quantification of mortality basis risk. (2009). Plat, Richard.
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33. A parameterized approach to modeling and forecasting mortality. (2009). Haberman, S. ; Hatzopoulos, P..
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34. Perturbations extrêmes sur la dérive de mortalité anticipée. (2008). Thérond, Pierre-Emmanuel ; PLANCHET, Frédéric ; Therond, Pierre-Emanuel ; Juillard, Marc.
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35. Stochastic population forecasts using functional data models for mortality, fertility and migration. (2008). Hyndman, Rob ; Booth, Heather.
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36. Quadratic stochastic intensity and prospective mortality tables. (2008). Monfort, Alain ; gourieroux, christian.
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37. Assessing the cost of capital for longevity risk. (2008). Pitacco, Ermanno ; Olivieri, Annamaria.
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38. Comonotonic approximations to quantiles of life annuity conditional expected present value. (2008). Denuit, Michel.
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39. Longevity risk in portfolios of pension annuities. (2008). Nijman, Theo ; Melenberg, Bertrand ; De Waegenaere, Anja ; Hari, Norbert.
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40. Estimating the term structure of mortality. (2008). Nijman, Theo ; Melenberg, Bertrand ; De Waegenaere, Anja ; Hari, Norbert.
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41. Modelling residuals dependence in dynamic life tables: A geostatistical approach. (2008). Bevilacqua, M. ; Mateu, J. ; Montes, F. ; Porcu, E. ; Debon, A..
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42. Assessing Investment and Longevity Risks within Immediate Annuities. (2007). Weber, Frederik ; Bauer, Daniel.
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43. Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk. (2006). Webb, Anthony ; Friedberg, Leora.
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44. Stochastic population forecasts using functional data models for mortality, fertility and migration. (2006). Hyndman, Rob ; Booth, Heather.
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45. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; de Jong, Piet ; Tickle, Leonie ; Booth, Heather.
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46. Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts. (2006). Romanyuk, Yuliya ; Romaniuk, Yulia ; Melnikov, Alexander.
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47. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; de Jong, Piet ; Tickle, Leonie ; Booth, Heather.
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48. Non mean reverting affne processes for stochastic mortality. (2006). luciano, elisa ; Vigna, Elena.
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49. Bayesian Poisson log-bilinear mortality projections. (2005). Denuit, Michel ; Czado, Claudia ; Delwarde, Antoine.
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50. Survival models in a dynamic context: a survey. (2004). Pitacco, Ermanno.
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