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Longevity 12 Articles

A Bayesian Approach to Modeling and Projecting Cohort Effects

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Read on this site (4)

Andrew Hunt & Andrés M. Villegas. (2023) Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness. North American Actuarial Journal 27:1, pages 47-73.
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Andrew Hunt & David Blake. (2021) Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies. North American Actuarial Journal 25:sup1, pages S508-S533.
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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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David Blake, Richard MacMinn, Jason Chenghsien Tsai & Jennifer Wang. (2021) Longevity Risk and Capital Markets: The 2017–2018 Update. North American Actuarial Journal 25:sup1, pages S280-S308.
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Articles from other publishers (6)

Yaser Awad, Shaul K. Bar-Lev & Udi Makov. (2022) A New Class of Counting Distributions Embedded in the Lee–Carter Model for Mortality Projections: A Bayesian Approach. Risks 10:6, pages 111.
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Dilan SriDaran, Michael Sherris, Andrés M. Villegas & Jonathan Ziveyi. (2021) A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS. ASTIN Bulletin 52:1, pages 247-289.
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David Blake & Andrew J.G. Cairns. (2021) Longevity risk and capital markets: The 2019-20 update. Insurance: Mathematics and Economics 99, pages 395-439.
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David Blake & Andrew J. G. Cairns. (2020) Longevity risk and capital markets: the 2018–19 update. Annals of Actuarial Science 14:2, pages 219-261.
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Andrew Hunt & David Blake. (2020) Identifiability in age/period/cohort mortality models. Annals of Actuarial Science 14:2, pages 500-536.
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PENGJIE WANG, Athanasios A. Pantelous & Farshid Vahid. (2020) Multi-population Mortality Projection: The Augmented Common Factor Model with Structural Breaks. SSRN Electronic Journal.
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