Matches in SemOpenAlex for { <https://semopenalex.org/work/W2261567064> ?p ?o ?g. }
- W2261567064 abstract "We present a methodology to forecast mortality rates and estimate longevity and mortality risks. The methodology uses Generalized Dynamic Factor Models fitted over the differences of the log-mortality rates. We compare prediction performance with models previously proposed in the literature, such as the traditional Static Factor Model fitted over the level of log-mortality rates. We also construct risk measures by the means of vinecopulae simulations, taking into account the dependence between the idiosyncratic components of the mortality rates. The methodology is implemented to project the mortality rates of the United Kingdom, for which we consider a portfolio and study longevity and mortality risks." @default.
- W2261567064 created "2016-06-24" @default.
- W2261567064 creator A5067906415 @default.
- W2261567064 creator A5068231981 @default.
- W2261567064 creator A5082958390 @default.
- W2261567064 date "2015-03-01" @default.
- W2261567064 modified "2023-10-03" @default.
- W2261567064 title "Mortality and longevity risks in the United Kingdom: Dynamic factor models and copula-functions" @default.
- W2261567064 cites W1529468743 @default.
- W2261567064 cites W1542184596 @default.
- W2261567064 cites W154409144 @default.
- W2261567064 cites W1590831612 @default.
- W2261567064 cites W1688082232 @default.
- W2261567064 cites W1811309682 @default.
- W2261567064 cites W1819151015 @default.
- W2261567064 cites W1969498530 @default.
- W2261567064 cites W1970562500 @default.
- W2261567064 cites W1978020605 @default.
- W2261567064 cites W1980877032 @default.
- W2261567064 cites W1985118187 @default.
- W2261567064 cites W1986408318 @default.
- W2261567064 cites W1991135386 @default.
- W2261567064 cites W1992105816 @default.
- W2261567064 cites W1992373804 @default.
- W2261567064 cites W1994110039 @default.
- W2261567064 cites W1994403842 @default.
- W2261567064 cites W1995964035 @default.
- W2261567064 cites W1996294333 @default.
- W2261567064 cites W1998453619 @default.
- W2261567064 cites W1998493616 @default.
- W2261567064 cites W1999674596 @default.
- W2261567064 cites W2004553889 @default.
- W2261567064 cites W2014780470 @default.
- W2261567064 cites W2019810218 @default.
- W2261567064 cites W2038386801 @default.
- W2261567064 cites W2039894932 @default.
- W2261567064 cites W2041306723 @default.
- W2261567064 cites W2042636783 @default.
- W2261567064 cites W2044780409 @default.
- W2261567064 cites W2045959544 @default.
- W2261567064 cites W2057268325 @default.
- W2261567064 cites W2073236404 @default.
- W2261567064 cites W2074545309 @default.
- W2261567064 cites W2077151678 @default.
- W2261567064 cites W2079036145 @default.
- W2261567064 cites W2079563517 @default.
- W2261567064 cites W2086298688 @default.
- W2261567064 cites W2089262981 @default.
- W2261567064 cites W2108450721 @default.
- W2261567064 cites W2108502677 @default.
- W2261567064 cites W2110603299 @default.
- W2261567064 cites W2111133330 @default.
- W2261567064 cites W2120297822 @default.
- W2261567064 cites W2134603754 @default.
- W2261567064 cites W2144380346 @default.
- W2261567064 cites W2153562738 @default.
- W2261567064 cites W2157867081 @default.
- W2261567064 cites W2159706540 @default.
- W2261567064 cites W2162453183 @default.
- W2261567064 cites W2163170877 @default.
- W2261567064 cites W2166854359 @default.
- W2261567064 cites W2170202041 @default.
- W2261567064 cites W2171918740 @default.
- W2261567064 cites W2249217595 @default.
- W2261567064 cites W2252514747 @default.
- W2261567064 cites W2284766505 @default.
- W2261567064 cites W2291009425 @default.
- W2261567064 cites W2311077040 @default.
- W2261567064 cites W2483464204 @default.
- W2261567064 cites W2553194777 @default.
- W2261567064 cites W2571446175 @default.
- W2261567064 cites W2583688474 @default.
- W2261567064 cites W2759056275 @default.
- W2261567064 cites W2907233437 @default.
- W2261567064 cites W3022575776 @default.
- W2261567064 cites W3122205792 @default.
- W2261567064 cites W3122243285 @default.
- W2261567064 cites W3122589099 @default.
- W2261567064 cites W3122640013 @default.
- W2261567064 cites W3124022115 @default.
- W2261567064 cites W3124921759 @default.
- W2261567064 cites W3125058693 @default.
- W2261567064 cites W3125070724 @default.
- W2261567064 cites W3125483132 @default.
- W2261567064 cites W3125590267 @default.
- W2261567064 cites W3125802477 @default.
- W2261567064 cites W3126106951 @default.
- W2261567064 cites W3146166473 @default.
- W2261567064 cites W3147070131 @default.
- W2261567064 cites W974736093 @default.
- W2261567064 hasPublicationYear "2015" @default.
- W2261567064 type Work @default.
- W2261567064 sameAs 2261567064 @default.
- W2261567064 citedByCount "1" @default.
- W2261567064 countsByYear W22615670642015 @default.
- W2261567064 crossrefType "posted-content" @default.
- W2261567064 hasAuthorship W2261567064A5067906415 @default.
- W2261567064 hasAuthorship W2261567064A5068231981 @default.
- W2261567064 hasAuthorship W2261567064A5082958390 @default.
- W2261567064 hasConcept C105795698 @default.