Matches in SemOpenAlex for { <https://semopenalex.org/work/W2017409449> ?p ?o ?g. }
Showing items 1 to 59 of
59
with 100 items per page.
- W2017409449 abstract "The last decennium a vast literature on stochastic mortality models has been developed. All well known models have nice features but also disadvantages. In this paper a stochastic mortality model is proposed that aims at combining the nice features from existing models, while eliminating the disadvantages. More specifically, the model fits historical data very well, is applicable to a full age range, captures the cohort effect, has a non-trivial (but not too complex) correlation structure and has no robustness problems, while the structure of the model remains relatively simple. Also, the paper describes how to incorporate parameter uncertainty in the model. Furthermore, a risk neutral version of the model is given, that can be used for pricing." @default.
- W2017409449 created "2016-06-24" @default.
- W2017409449 creator A5038155292 @default.
- W2017409449 date "2009-01-01" @default.
- W2017409449 modified "2023-10-16" @default.
- W2017409449 title "On Stochastic Mortality Modeling" @default.
- W2017409449 cites W1781698703 @default.
- W2017409449 cites W2003599805 @default.
- W2017409449 cites W2017071447 @default.
- W2017409449 cites W2021581080 @default.
- W2017409449 cites W2035003768 @default.
- W2017409449 cites W2040375181 @default.
- W2017409449 cites W2042636783 @default.
- W2017409449 cites W2057268325 @default.
- W2017409449 cites W2080490750 @default.
- W2017409449 cites W2084013956 @default.
- W2017409449 cites W2101759220 @default.
- W2017409449 cites W2120297822 @default.
- W2017409449 cites W3124388706 @default.
- W2017409449 cites W3125457320 @default.
- W2017409449 doi "https://doi.org/10.2139/ssrn.1362487" @default.
- W2017409449 hasPublicationYear "2009" @default.
- W2017409449 type Work @default.
- W2017409449 sameAs 2017409449 @default.
- W2017409449 citedByCount "22" @default.
- W2017409449 countsByYear W20174094492012 @default.
- W2017409449 countsByYear W20174094492013 @default.
- W2017409449 countsByYear W20174094492014 @default.
- W2017409449 countsByYear W20174094492015 @default.
- W2017409449 countsByYear W20174094492016 @default.
- W2017409449 countsByYear W20174094492017 @default.
- W2017409449 countsByYear W20174094492020 @default.
- W2017409449 crossrefType "journal-article" @default.
- W2017409449 hasAuthorship W2017409449A5038155292 @default.
- W2017409449 hasConcept C149782125 @default.
- W2017409449 hasConcept C162118730 @default.
- W2017409449 hasConcept C162324750 @default.
- W2017409449 hasConcept C41008148 @default.
- W2017409449 hasConceptScore W2017409449C149782125 @default.
- W2017409449 hasConceptScore W2017409449C162118730 @default.
- W2017409449 hasConceptScore W2017409449C162324750 @default.
- W2017409449 hasConceptScore W2017409449C41008148 @default.
- W2017409449 hasLocation W20174094491 @default.
- W2017409449 hasOpenAccess W2017409449 @default.
- W2017409449 hasPrimaryLocation W20174094491 @default.
- W2017409449 hasRelatedWork W1522504334 @default.
- W2017409449 hasRelatedWork W1973538245 @default.
- W2017409449 hasRelatedWork W2023446719 @default.
- W2017409449 hasRelatedWork W2030617584 @default.
- W2017409449 hasRelatedWork W2056210026 @default.
- W2017409449 hasRelatedWork W2161519270 @default.
- W2017409449 hasRelatedWork W2899084033 @default.
- W2017409449 hasRelatedWork W3149328373 @default.
- W2017409449 hasRelatedWork W331667891 @default.
- W2017409449 hasRelatedWork W2142213187 @default.
- W2017409449 isParatext "false" @default.
- W2017409449 isRetracted "false" @default.
- W2017409449 magId "2017409449" @default.
- W2017409449 workType "article" @default.