A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2021/09/27
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Journal
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Indian UGC (journal)
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Refrences22
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Citations3
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Petar Jevtić
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Luca Regis
Abstract
Cite
Jevtić, Petar, and Luca Regis. “A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws”. Mathematics, vol. 9, no. 19, 2021, p. 2402, https://doi.org/10.3390/math9192402.
Jevtić, P., & Regis, L. (2021). A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws. Mathematics, 9(19), 2402. https://doi.org/10.3390/math9192402
Jevtić, Petar, and Luca Regis. “A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws”. Mathematics 9, no. 19 (2021): 2402. https://doi.org/10.3390/math9192402.
Jevtić P, Regis L. A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws. Mathematics. 2021;9(19):2402.
Journal Category
Science
Mathematics
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Term-Structure Models: A Graduate Course | 2009 | |||
| Multi-Sensor Data Fusion with MATLAB® | 2009 | |||
| Modelling Longevity Dynamics for Pensions and Annuity Business | 2009 | |||
| Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches | 2006 | |||
| 10.1023/A:1024736903090 |
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Multi-population mortality modeling with Lévy processes | Decisions in Economics and Finance |
| 2023 | |
| Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models | North American Actuarial Journal |
| 2023 | |
Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models | Risks |
| 3 | 2022 |
Citations Analysis
| Category | Category Repetition |
|---|---|
| Social Sciences: Finance | 2 |
| Social Sciences: Statistics | 1 |
| Social Sciences: Finance: Insurance | 1 |
The category
Social Sciences: Finance 2
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models and was published in 2022. The most recent citation comes from a 2023 study titled Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models. This article reached its peak citation in 2023, with 2 citations. It has been cited in 3 different journals, 33% of which are open access. Among related journals, the North American Actuarial Journal cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.