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. Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model. (2025). Shang, Han Lin ; Yang, Yang ; Chen, Sizhe.
   In: Journal of Population Research.
   RePEc:spr:joprea:v:42:y:2025:i:1:d:10.1007_s12546-024-09352-z.

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3. 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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4. Frailty-based Lee–Carter family of stochastic mortality models. (2024). Carannante, Maria ; Menzietti, Massimiliano ; Haberman, Steven ; Damato, Valeria.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:58:y:2024:i:6:d:10.1007_s11135-023-01786-6.

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5. Climate Risk and its Impact on Insurance. (2024). Milhaud, Xavier ; Popp, Max ; Garrido, Jose ; Olympio, Anani.
   In: Post-Print.
   RePEc:hal:journl:hal-04684634.

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6. 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.
   RePEc:wly:jforec:v:42:y:2023:i:4:p:813-834.

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7. 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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8. 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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9. 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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10. Pricing extreme mortality risk in the wake of the COVID-19 pandemic. (2023). Yuan, Zhongyi ; Tang, Qihe ; Li, Han ; Liu, Haibo.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:108:y:2023:i:c:p:84-106.

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11. 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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12. 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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13. 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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14. 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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15. Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments. (2022). Hatzopoulos, Peter ; Galanopoulos, Nikolaos G ; Sagianou, Aliki ; Milionis, Alexandros E.
    In: Working Papers.
    RePEc:bog:wpaper:297.

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16. A calendar year mortality model in continuous time. (2022). Hainaut, Donatien.
    In: LIDAM Discussion Papers ISBA.
    RePEc:aiz:louvad:2022019.

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17. A Deep Learning Integrated Cairns-Blake-Dowd (CBD) Sytematic Mortality Risk Model. (2021). Ngare, Philip ; Weke, Patrick ; Odhiambo, Joab.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:259-:d:570932.

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18. Do Different Models Induce Changes in Mortality Indicators? That Is a Key Question for Extending the Lee-Carter Model. (2021). Otranto, Edoardo ; Haberman, Steven ; Montes, Francisco ; Debon, Ana.
    In: IJERPH.
    RePEc:gam:jijerp:v:18:y:2021:i:4:p:2204-:d:504578.

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19. The economics of sharing macro-longevity risk. (2021). Broeders, Dirk ; Mehlkopf, Roel ; van Ool, Annick.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:99:y:2021:i:c:p:440-458.

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20. 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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21. Recent declines in life expectancy: Implication on longevity risk hedging. (2021). Liu, Yanxin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:99:y:2021:i:c:p:376-394.

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22. 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.
    RePEc:eee:insuma:v:99:y:2021:i:c:p:268-281.

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23. 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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24. 80 will be the new 70: Old‐age mortality postponement in the United States and its likely effect on the finances of the OASI program. (2021). McCarthy, David.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:88:y:2021:i:2:p:381-412.

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25. The impact of economic growth in mortality modelling for selected OECD countries. (2020). Seklecka, Malgorzata ; Dutton, Lydia ; Pantelous, Athanasios A.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:3:p:533-550.

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26. 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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27. Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect. (2020). Loisel, Stéphane ; Salhi, Yahia ; Barigou, Karim.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2020:i:1:p:5-:d:467790.

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28. A more meaningful parameterization of the Lee–Carter model. (2020). de Jong, Piet ; Tickle, Leonie ; Xu, Jianhui.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:94:y:2020:i:c:p:1-8.

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29. Longevity forecasting by socio‐economic groups using compositional data analysis. (2020). Ergemen, Yunus Emre ; Kjargaard, Sren ; Bergeronboucher, Mariepier ; Kallestruplamb, Malene ; Oeppen, Jim.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:183:y:2020:i:3:p:1167-1187.

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30. Stochastic modeling of assets and liabilities with mortality risk. (2020). Pennanen, Teemu ; Maffra, Sergio Alvares ; Armstrong, John.
    In: Papers.
    RePEc:arx:papers:2005.09974.

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31. 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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32. The valuation of no-negative equity guarantees and equity release mortgages. (2019). Fry, John ; Blake, David ; Dowd, Kevin ; Buckner, Dean.
    In: Economics Letters.
    RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303349.

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33. Quantifying Life Insurance Risk using Least-Squares Monte Carlo. (2019). Lempertseder, Robert ; Pfaffel, Oliver ; Krebs, Johannes ; Baumgart, Claus.
    In: Papers.
    RePEc:arx:papers:1910.03951.

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34. Longevity forecasting by socio-economic groups using compositional data analysis. (2019). Ergemen, Yunus Emre ; Kjargaard, Soren ; Boucher, Marie-Pier Bergeron ; Kallestrup-Lamb, Malene ; Oeppen, Jim.
    In: CREATES Research Papers.
    RePEc:aah:create:2019-08.

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35. Equity Release: Another Equitable in the Making. (2018). Dowd, Kevin ; Buckner, Dean.
    In: Studies in Applied Economics.
    RePEc:ris:jhisae:0129.

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36. A Bayesian non-parametric model for small population mortality. (2018). Lu, Yang ; Li, Hong.
    In: Post-Print.
    RePEc:hal:journl:hal-02419000.

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37. 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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38. Do actuaries believe in longevity deceleration?. (2018). PLANCHET, Frédéric ; Loisel, Stéphane ; Debonneuil, Edouard.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:325-338.

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39. A strategy for hedging risks associated with period and cohort effects using q-forwards. (2018). Liu, Yanxin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:267-285.

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40. Unisex pricing of German participating life annuities—Boon or bane for customer and insurance company?. (2018). Bruszas, Sandy ; Maurer, Raimond ; Siegelin, Ivonne ; Kaschutzke, Barbara.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:230-245.

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41. 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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42. The economics of sharing macro-longevity risk. (2018). Mehlkopf, Roel ; Broeders, Dirk ; van Ool, Annick.
    In: Working Papers.
    RePEc:dnb:dnbwpp:618.

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

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44. Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement. (2018). Ludkovski, Michael ; Risk, James.
    In: Papers.
    RePEc:arx:papers:1710.05204.

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45. 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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46. Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach. (2017). Li, Hong ; Boonen, Tim J.
    In: Demography.
    RePEc:spr:demogr:v:54:y:2017:i:5:d:10.1007_s13524-017-0610-2.

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47. Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts. (2017). Rau, Roland ; Ebeling, Marcus ; Bohk-Ewald, Christina.
    In: Demography.
    RePEc:spr:demogr:v:54:y:2017:i:4:d:10.1007_s13524-017-0584-0.

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48. 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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49. Evaluation of credit value adjustment in K-forward. (2017). Hao, Xuemiao ; Wei, Linghua ; Liang, Chunli.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:76:y:2017:i:c:p:95-103.

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50. 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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51. 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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52. A quantitative comparison of stochastic mortality models on Italian population data. (2017). Carfora, M F ; Cutillo, L ; Orlando, A.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:112:y:2017:i:c:p:198-214.

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53. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Morales, Marco ; Blake, David ; Li, Hong ; Melenberg, Bertrand ; Waegenaere, Anja.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:459-475.

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54. Small area forecasts of cause-specific mortality: application of a Bayesian hierarchical model to US vital registration data. (2017). Best, Nicky ; Ezzati, Majid ; Foreman, Kyle J ; Li, Guangquan.
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:66:y:2017:i:1:p:121-139.

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55. Stochastic modelling of the hybrid survival curve. (2016). Balasooriya, Uditha ; Li, Johnny Siu-Hang ; It, Chong.
    In: Journal of Population Research.
    RePEc:spr:joprea:v:33:y:2016:i:4:d:10.1007_s12546-016-9168-x.

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56. Projection des taux de mortalité par ges pour la population algérienne. (2016). Flici, Farid.
    In: MPRA Paper.
    RePEc:pra:mprapa:98784.

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

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58. The future of longevity and life annuities pricing in Algeria: comparison of mortality models. (2016). Flici, Farid.
    In: SocArXiv.
    RePEc:osf:socarx:2tdgm_v1.

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59. The future of longevity and life annuities pricing in Algeria: comparison of mortality models. (2016). Flici, Farid.
    In: SocArXiv.
    RePEc:osf:socarx:2tdgm.

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60. Cohort mortality risk or adverse selection in annuity markets?. (2016). Tonks, Ian ; Cannon, Edmund.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:141:y:2016:i:c:p:68-81.

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61. A multilevel functional data method for forecasting population, with an application to the United Kingdom. (2016). Shang, Han Lin ; Bijak, Jakub ; Winiowski, Arkadiusz.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:3:p:629-649.

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

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63. Inference pitfalls in Lee–Carter model for forecasting mortality. (2016). Leng, Xuan ; Peng, Liang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:70:y:2016:i:c:p:58-65.

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64. Valuing inflation-linked death benefits under a stochastic volatility framework. (2016). Liang, Zongxia ; Sheng, Wenlong.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:69:y:2016:i:c:p:45-58.

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65. 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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66. 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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67. The Cost of Counterparty Risk and Collateralization in Longevity Swaps. (2016). Blake, David ; Pitotti, Lorenzo ; Biffis, Enrico ; Sun, Ariel .
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:83:y:2016:i:2:p:387-419.

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

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69. Do actuaries believe in longevity deceleration?. (2015). PLANCHET, Frédéric ; Loisel, Stéphane ; Debonneuil, Edouard.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01219270.

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70. Robustness and convergence in the Lee–Carter model with cohort effects. (2015). Hunt, Andrew ; Villegas, Andres M.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:64:y:2015:i:c:p:186-202.

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71. Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: A practical approach. (2015). Bertschi, Ljudmila ; Wan, Cheng.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:63:y:2015:i:c:p:66-75.

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72. The choice of sample size for mortality forecasting: A Bayesian learning approach. (2015). Li, Hong ; De Waegenaere, Anja ; Melenberg, Bertrand.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:63:y:2015:i:c:p:153-168.

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73. A step-by-step guide to building two-population stochastic mortality models. (2015). Zhou, Rui ; Hardy, Mary ; Li, Johnny Siu-Hang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:63:y:2015:i:c:p:121-134.

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74. 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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75. Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk. (2015). Balasooriya, Uditha ; Li, Jackie ; Yang, Bowen.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:62:y:2015:i:c:p:16-27.

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76. Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions. (2015). Uribe, Jorge ; Guillen, Montserrat ; Chuliá, Helena.
    In: Working Papers.
    RePEc:bak:wpaper:201503.

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77. 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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78. 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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79. Identifying structural breaks in stochastic mortality models. (2014). Li, Youwei ; O'Hare, Colin.
    In: MPRA Paper.
    RePEc:pra:mprapa:62994.

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80. Parametric mortality indexes: From index construction to hedging strategies. (2014). Balasooriya, Uditha ; Li, Johnny Siu-Hang ; Tan, Chong It .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:59:y:2014:i:c:p:285-299.

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81. Coherent mortality forecasting with generalized linear models: A modified time-transformation approach. (2014). Ahmadi, Seyed Saeed ; Li, Johnny Siu-Hang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:59:y:2014:i:c:p:194-221.

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82. Joint probabilistic projection of female and male life expectancy. (2014). Gerland, Patrick ; Lalic, Nevena ; Heilig, Gerhard ; Raftery, Adrian.
    In: Demographic Research.
    RePEc:dem:demres:v:30:y:2014:i:27.

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83. Including the Smoking Epidemic in Internationally Coherent Mortality Projections. (2013). Wissen, Leo ; Janssen, Fanny ; Kunst, Anton.
    In: Demography.
    RePEc:spr:demogr:v:50:y:2013:i:4:p:1341-1362.

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84. 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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85. 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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86. Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands. (2013). Stoeldraijer, Lenny ; L. J. G van Wissen, ; Janssen, Fanny ; van Duin, Coen .
    In: Demographic Research.
    RePEc:dem:demres:v:29:y:2013:i:13.

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87. Pricing Standardized Mortality Securitizations: A Two-Population Model With Transitory Jump Effects. (2013). Zhou, Rui ; Tan, Ken Seng ; Li, Johnny Siu-Hang.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:80:y:2013:i:3:p:733-774.

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88. 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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89. Explaining young mortality. (2012). Li, Youwei ; Ohare, Colin.
    In: Insurance: Mathematics and Economics.
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90. The cost of counterparty risk and collateralization in longevity swaps. (2011). Blake, David ; Biffis, Enrico ; Pitotti, Lorenzo ; Sun, Ariel .
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91. A gravity model of mortality rates for two related populations. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew.
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92. Longevity risks and capital markets: The 2010-2011 update. (2011). Blake, David ; MacMinn, Richard ; Sherris, Michael ; Courbage, Christophe.
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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.
    In: Insurance: Mathematics and Economics.
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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., .
    In: Insurance: Mathematics and Economics.
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17. Pricing Longevity Bonds Using Affine-Jump Diffusion Models. (2011). Bravo, Jorge.
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18. From the General to the Specific. (2011). Volz, Ulrich ; Reade, J.
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19. Longevity Risk. (2010). De Waegenaere, Anja.
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20. The power Log-GARCH model. (2010). Sucarrat, Genaro ; Escribano, Alvaro.
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21. 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., .
    In: Insurance: Mathematics and Economics.
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22. Pricing longevity risk with the parametric bootstrap: A maximum entropy approach. (2010). Li, Johnny Siu-Hang.
    In: Insurance: Mathematics and Economics.
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23. 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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24. The conversion option in life insurance. (2010). Su, Karen C..
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25. 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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26. 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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27. 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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28. A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions. (2010). Kurachi, Yoshiyuki ; Kogure, Atsuyuki.
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29. The power log-GARCH model. (2010). Escribano, Alvaro ; Saez, lvaro Escribano ; Sucarrat, Genaro.
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30. On the Choice of Control Variables in the Crime Equation. (2010). Marvell, Thomas B. ; Moody, Carlisle E..
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31. A simple model of mortality trends aiming at universality: Lee Carter + Cohort. (2010). Debonneuil, Edouard.
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32. Forecast Evaluation of Explanatory Models of Financial Variability. (2009). Sucarrat, Genaro.
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33. Mortality-Indexed Annuities. (2009). Weber, Frederik ; Richter, Andreas.
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34. Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency. (2009). Post, Thomas ; Hanewald, Katja ; Gründl, Helmut ; Grundl, Helmut.
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35. Mortality modeling: Lee-Carter and the macroeconomy. (2009). Hanewald, Katja.
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36. On stochastic mortality modeling. (2009). Plat, Richard.
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37. Stochastic portfolio specific mortality and the quantification of mortality basis risk. (2009). Plat, Richard.
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38. A parameterized approach to modeling and forecasting mortality. (2009). Haberman, S. ; Hatzopoulos, P..
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39. Automated financial multi-path GETS modelling. (2009). Sucarrat, Genaro ; Escribano, Alvaro ; Saez, lvaro Escribano .
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40. Econometric reduction theory and philosophy. (2009). Sucarrat, Genaro.
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41. Perturbations extrêmes sur la dérive de mortalité anticipée. (2008). Thérond, Pierre-Emmanuel ; PLANCHET, Frédéric ; Therond, Pierre-Emanuel ; Juillard, Marc.
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42. Stochastic population forecasts using functional data models for mortality, fertility and migration. (2008). Hyndman, Rob ; Booth, Heather.
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43. Quadratic stochastic intensity and prospective mortality tables. (2008). Monfort, Alain ; gourieroux, christian.
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44. Assessing the cost of capital for longevity risk. (2008). Pitacco, Ermanno ; Olivieri, Annamaria.
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45. Comonotonic approximations to quantiles of life annuity conditional expected present value. (2008). Denuit, Michel.
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46. Longevity risk in portfolios of pension annuities. (2008). Nijman, Theo ; Melenberg, Bertrand ; De Waegenaere, Anja ; Hari, Norbert.
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47. Estimating the term structure of mortality. (2008). Nijman, Theo ; Melenberg, Bertrand ; De Waegenaere, Anja ; Hari, Norbert.
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    RePEc:eee:insuma:v:42:y:2008:i:2:p:492-504.

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48. 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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49. Assessing Investment and Longevity Risks within Immediate Annuities. (2007). Weber, Frederik ; Bauer, Daniel.
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50. Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk. (2006). Webb, Anthony ; Friedberg, Leora.
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51. Stochastic population forecasts using functional data models for mortality, fertility and migration. (2006). Hyndman, Rob ; Booth, Heather.
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52. 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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53. 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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54. 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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55. Non mean reverting affne processes for stochastic mortality. (2006). luciano, elisa ; Vigna, Elena.
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56. Bayesian Poisson log-bilinear mortality projections. (2005). Denuit, Michel ; Czado, Claudia ; Delwarde, Antoine.
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57. Survival models in a dynamic context: a survey. (2004). Pitacco, Ermanno.
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