Impact of Outlier-Adjusted Lee–Carter Model on the Valuation of Life Annuities
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-85254-2_30
Reference20 articles.
1. Biffis E (2005) Affine processes for dynamic mortality and actuarial valuations. Insur Math Econ 37:443–468. https://doi.org/10.1016/j.insmatheco.2005.05.003
2. Brouhns N, Denuit M, Vermunt JK (2002) A Poisson log-bilinear regression approach to the construction of projected lifetables. Insur Math Econ 31:373–393. https://doi.org/10.1016/S0167-6687(02)00185-3
3. Cairns AJG, Dowd K (2006) A two-factor model for stochastic mortality with parameter uncertainty 73:687–718
4. Carpenter G (2005) Tsunami: Indian Ocean event and investigation into potential global risks. See the report release in Mar 2005
5. Chang I, Tiao GC, Chen C, Chang I (2016) American Society for quality estimation of time series parameters in the presence of outliers linked references are available on JSTOR for this article: estimation of time series parameters in the presence of outliers 30:193–204
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