평균회귀확률과정을 이용한 2요인 사망률 모형

' 평균회귀확률과정을 이용한 2요인 사망률 모형' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • 2요인 사망률 모형
  • longevitybond
  • meanrevertingstochasticprocess
  • metropolisalgorithm
  • mortality improvement
  • two factor mortality model
  • 메트로 폴리스 알고리듬
  • 사망률 개선
  • 장수채권
  • 평균회귀 확률과정
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
27 0

0.0%

' 평균회귀확률과정을 이용한 2요인 사망률 모형' 의 참고문헌

  • 사망관련 선진 유동화시장 진단 및 관련 논제에 대한 고찰
    성주호 보험학회지 77 (77) : 291 ~ 324 [2007]
  • 불완전 자료에 대한 Metropolis-Hastings Expectation Maximization 알고리즘 연구
    전수영 응용통계연구 25 (1) : 183 ~ 196 [2012]
  • Smoothing and forecasting mortality rates with P-splines, Talk given at the Institute of Actuaries
  • Pricing death: Frameworks for the valuation and securitization of mortality risk
    Cairns, A. J. ASTIN Bulletin 36 : 79 ~ 120 [2006]
  • On stochastic mortality modeling
    Plat, R. Insurance : Mathematics and Economics 45 : 393 ~ 404 [2009]
  • On some experiments in the graduation of mortality statistics
    Perks, W. Journal of the Institute of Actuaries 63 : 12 ~ 57 [1932]
  • Mortality assumptions, 2012-based national population projections
  • Modeling and forecasting US mortality
    Lee, R. Journal of the American Statistical Association 87 : 659 ~ 671 [1992]
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    Lynch, S. M. Springer [2007]
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  • CAT bonds and other risk-linked securities: State of the market and recent devel-opments
    Cummins, J. D. Risk Management and Insurance Review 11 : 23 ~ 47 [2008]
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    Cairns, A. J. Journal of Risk and Insurance 73 : 687 ~ 718 [2006]
  • A quantitative comparison of stochastic mortality models using data from England & Wales and the United States
    Cairns, A. J. North American Actuarial Journal 13 : 1 ~ 35 [2009]
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    Renshaw, A. Insurance: Mathematics and Economics 38 : 255 ~ 272 [2006]