Search results
Results: 52
Number of items: 52
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van Berkum, F., Antonio, K., & Vellekoop, M. (2021). Quantifying longevity gaps using micro-level lifetime data. Journal of the Royal Statistical Society. Series A: Statistics in Society, 184(2), 548-570. https://doi.org/10.1111/rssa.12631 -
Commissie Sterfte Onderzoek, & Werkgroep Prognosetafels (2020). Prognosetafel AG2020. Koninklijk Actuarieel Genootschap. https://www.actuarieelgenootschap.nl/kennisbank/prognosetafel-ag2020-1.htm
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Li, Z. M., Laeven, R. J. A., & Vellekoop, M. H. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data. Journal of Econometrics, 215(2), 536-558. https://doi.org/10.1016/j.jeconom.2019.10.004
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De Waegenaere, A., Janssen, P., Joseph, A., & Vellekoop, M. (2018). Langer zullen we delen. Actuaris, 25(6), 28-29. https://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=4742
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Commissie Sterfte Onderzoek, & Werkgroep Prognosetafels (2018). Prognosetafel AG2018. Koninklijk Actuarieel Genootschap. https://www.actuarieelgenootschap.nl/kennisbank/prognosetafel-ag2018-1.htm
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de Kort, J., & Vellekoop, M. H. (2017). Existence of optimal consumption strategies in markets with longevity risk. Insurance: Mathematics & Economics, 72, 107-121. https://doi.org/10.1016/j.insmatheco.2016.10.013
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van Berkum, F., Antonio, K., & Vellekoop, M. (2017). A Bayesian joint model for population and portfolio-specific mortality. ASTIN Bulletin, 47(3), 681-713. https://doi.org/10.1017/asb.2017.17
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