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Scandinavian Actuarial Journal Volume 2012, 2012 - Issue 3
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ORIGINAL ARTICLES

Understanding, modelling and managing longevity risk: key issues and main challenges

Pauline Barrieu Statistics Department – London School of EconomicsCorrespondence[email protected]
,
Harry Bensusan CMAP – École Polytechnique
,
Nicole El Karoui CMAP – École Polytechnique
,
Caroline Hillairet CMAP – École Polytechnique
,
Stéphane Loisel ISFA – Université Claude Bernard Lyon 1
,
Claudia Ravanelli Ecole Polytechnique Fédérale de Lausanne
&
Yahia Salhi ISFA – Université Claude Bernard Lyon 1; R&D Longevity-Mortality – SCOR Global Life
 show all
Pages 203-231 | Accepted 01 Jul 2010, Published online: 13 Sep 2010

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Le Chang & Yanlin Shi. (2022) Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model. North American Actuarial Journal 26:4, pages 591-609.
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Andrew Hunt & David Blake. (2021) Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing. North American Actuarial Journal 25:sup1, pages S482-S507.
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Frank van Berkum, Katrien Antonio & Michel Vellekoop. (2016) The impact of multiple structural changes on mortality predictions. Scandinavian Actuarial Journal 2016:7, pages 581-603.
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Pauline M. Barrieu & Luitgard A.M. Veraart. (2016) Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models. Scandinavian Actuarial Journal 2016:2, pages 146-166.
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Jean-François Bégin, Barbara Sanders & Xueyi Xu. Modeling and Forecasting Subnational Mortality in the Presence of Aggregated Data. North American Actuarial Journal 0:0, pages 1-27.
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