A class of random field memory models for mortality forecasting-Reference-Cited by-同舟云学术

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A class of random field memory models for mortality forecasting

Published:2017-11 Issue: Volume:77 Page:97-110
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Doukhan P.,Pommeret D.,Rynkiewicz J.,Salhi Y.

Funder

ANR

MME-DII center of excellence

BNP Paribas Cardif Chair “Data Analytics & Models for Insurance”

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference32 articles.

1. Studies in stock price volatility changes.;Black,1976

2. Bootstrapping the Poisson log-bilinear model for mortality forecasting;Brouhns;Scand. Actuar. J.,2005

3. A Poisson log-bilinear regression approach to the construction of projected lifetables;Brouhns;Insurance Math. Econom.,2002

4. A two-factor model for stochastic mortality with parameter uncertainty: theory and calibration;Cairns;J. Risk Insurance,2006

5. A quantitative comparison of stochastic mortality models using data from England and Wales and the United States;Cairns;N. Am. Actuar. J.,2009

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