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Elsevier电子期刊(24)

在“Elsevier电子期刊”中，命中：24条，耗时：0.0449731 秒

在所有数据库中总计命中：39条

1.Modeling mortality and pricing life annuities with L茅vy processes

作者：Seyed Saeed Ahmadi^a ; ^{saeed.ahmadi@yahoo.com" class="auth_mail" title="E-mail the corresponding author} ; Patrice Gaillardetz^b

关键词：Force of mortality ; Lé ; vy subordinator ; Generalized linear models ; Gamma process ; Variance-Gamma process

刊名：Insurance: Mathematics and Economics

出版年：2015

2.A statistical model to predict one-year risk of death in patients with cystic fibrosis

作者：Shawn D. Aaron^a ; ^{saaron@ohri.ca" class="auth_mail" title="E-mail the corresponding author} ; Anne L. Stephenson^b ; Donald W. Cameron^a ; George A. Whitmore^a ; ^c

关键词：Cystic fibrosis ; Health index ; Mortality ; Registry data ; Risk scoring tool ; Threshold regression

刊名：Journal of Clinical Epidemiology

出版年：2015

3.Longevity bond pricing under stochastic interest rate and mortality with regime-switching

作者：Yang Shen^a ; ^{skyshen87@gmail.com} ; Tak Kuen Siu^b ; ^a ; ^{ktksiu2005@gmail.com}

关键词：Longevity bond ; Stochastic interest rate ; Stochastic mortality ; Regime switching ; Stochastic flows ; Exponential affine form

刊名：Insurance: Mathematics and Economics

出版年：2013

4.Detecting the presence of depensation in collapsed fisheries: The case of the Northern cod stock

作者：Jose M. Maroto ; Manuel Moran

关键词：Stochastic population dynamics ; Compensation ; Depensation ; Northern cod collapse ; Splines ; Demographic uncertainty

刊名：Ecological Economics

出版年：January, 2014

5.Optimal retirement consumption with a stochastic force of mortality

作者：Huaxiong Huang ; Moshe A. Milevsky ; Thomas S. Salisbury

关键词：E21/G22

刊名：Insurance: Mathematics and Economics

出版年：2012

6.On the mortality/longevity risk hedging with mortality immunization

作者：Tzuling Lin ; Cary Chi-Liang Tsai

关键词：Mortality immunization ; Longevity risk ; Mortality duration ; Mortality convexity ; Hedge effectiveness

刊名：Insurance: Mathematics and Economics

出版年：November, 2013

7.Calibrating affine stochastic mortality models using term assurance premiums

作者：Vincenzo Russo^a ; ^{vincenzo.russo@unibg.it"" rel=""nofollow} ; Rosella Giacometti^a ; ^{rosella.giacometti@unibg.it"" rel=""nofollow} ; Sergio Ortobelli^a ; ^{sergio.ortobelli@unibg.it"" rel=""nofollow} ; Svetlozar Rachev^b ; ^c ; ^d ; ^{rachev@ams.sunysb.edu"" rel=""nofollow} ; Frank J. Fabozzi^e ; ^{frank.fabozzi@yale.edu"" rel=""nofollow} ; ^{fabozzi321@aol.com"" rel=""nofollow}

关键词：Affine stochastic models ; Bootstrapping ; Calibration ; Stochastic force of mortality ; Mortality risk ; Term assurance ; Vasicek model ; Cox– ; Ingersoll– ; Ross model ; Jump-extended Vasicek model

刊名：Insurance: Mathematics and Economics

出版年：2011

8.Comparison and bounds for functionals of future lifetimes consistent with life tables

作者：Christiane Barz^a ; ^{cbarz@anderson.ucla.edu} ; Alfred Mü ; ller^b

关键词：C02 ; IM10 ; IB11 ; Stochastic order ; Fractional age assumptions ; Increasing mortality rate ; Bounds

刊名：Insurance: Mathematics and Economics

出版年：2012

9.Developing and Applying a Stochastic Dynamic Population Model for Chronic Obstructive Pulmonary Disease

作者：Martine Hoogendoorn ; MSc¹ ; ^{hoogendoorn@bmg.eur.nl} ; Maureen P.M.H. Rutten-van Mö ; lken ; PhD¹ ; Rudolf T. Hoogenveen ; MSc² ; Maiwenn J. Al ; PhD¹ ; Talitha L. Feenstra ; PhD³ ; ⁴

关键词：chronic obstructive pulmonary disease ; exacerbations ; model ; progression ; probabilistic

刊名：Value in Health

出版年：2011

10.A further test of the equation of lifespan by C. elegans: Effective activation energy for aging and lifespan

作者：Hitoshi Suda ; ^a ; ^{sudasai@wing.ncc.u-tokai.ac.jp"" rel=""nofollow} ; Kazuya Sato^a ; Yuka Shimizu^a

关键词：Activation energy ; The rate theory of chemical reaction ; C. elegans ; Aging ; Lifespan ; ATP free energy ; The equation of lifespan

刊名：Experimental Gerontology

出版年：2011

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