Published papers

Displaying 11 - 15 of 40

Filter Published Papers

Publication date

DownloadA stochastic implementation of the APCI model for mortality projections (2019) by S. J. Richards, I. D. Currie, T. Kleinow and G. P. Ritchie, British Actuarial Journal, 24, pages 1-26

Mortality projections

DownloadA stochastic implementation of the APCI model for mortality projections (2017)

Mortality projections

DownloadParameter risk in time-series mortality forecasts (2016) by T. Kleinow and S. J. Richards, Scandinavian Actuarial Journal, 2016(10), pages 1-25

Mortality projections

DownloadMis-estimation risk: measurement and impact (2016) by S. J. Richards, British Actuarial Journal, 21(3), pages 429-475 (including discussion)

Annuities and pensions

DownloadCreating portfolio-specific mortality tables: a case study (2013) by S. J. Richards, K. Kaufhold and S. Rosenbusch, European Actuarial Journal, 3(2), pages 295-319

Annuities and pensions