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Items where Author is "Hunt, A."

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Number of items: 11.

Article

Hunt, A. and Blake, D. (2020). A Bayesian approach to modelling and projecting cohort effects. North American Actuarial Journal, doi: 10.1080/10920277.2019.1649157

Hunt, A. and Blake, D. (2020). On the Structure and Classification of Mortality Models. North American Actuarial Journal, doi: 10.1080/10920277.2019.1649156

Hunt, A. and Blake, D. ORCID: 0000-0002-2453-2090 (2020). Identifiability in Age/Period Mortality Models. Annals of Actuarial Science, 14(2), pp. 461-499. doi: 10.1017/S1748499520000111

Hunt, A. and Blake, D. ORCID: 0000-0002-2453-2090 (2020). Identifiability in Age/Period/Cohort Mortality Models. Annals of Actuarial Science, 14(2), pp. 500-536. doi: 10.1017/S1748499520000123

Hunt, A. and Blake, D. (2017). Identifiability, cointegration and the gravity model. Insurance: Mathematics and Economics, doi: 10.1016/j.insmatheco.2017.09.014

Hunt, A. and Blake, D. (2017). Modelling Mortality for Pension Schemes. ASTIN Bulletin, doi: 10.1017/asb.2016.40

Hunt, A. and Blake, D. (2015). Modelling longevity bonds: Analysing the Swiss Re Kortis bond. Insurance: Mathematics and Economics, 63, pp. 12-29. doi: 10.1016/j.insmatheco.2015.03.017

Hunt, A. and Blake, D. (2014). A General Procedure for Constructing Mortality Models. North American Actuarial Journal, 18(1), pp. 116-138. doi: 10.1080/10920277.2013.852963

Monograph

Blake, D. and Hunt, A. (2016). Basis Risk and Pension Schemes: A Relative Modelling Approach (PI-1601). London, UK: Pensions Institute.

Report

Hunt, A. and Blake, D. ORCID: 0000-0002-2453-2090 (2016). The Good, the Bad and the Healthy: The Medical Underwriting Revolution in the Defined Benefit De-Risking Market. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

Thesis

Hunt, A. (2015). Mortality modelling and longevity risk management. (Unpublished Doctoral thesis, City University London)

This list was generated on Fri Jan 15 05:46:29 2021 UTC.