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Authors: Zhang, Qin
Date: 2015
Language: eng
Resource Type: Thesis MRes
Identifier: http://hdl.handle.net/1959.14/1072039
Description: Theoretical thesis.
Full Text: Full Text
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/317968
Description: Continuing rapid changes in the level and pattern of mortality require that forecasts are available that are timely, relevant and reliable. This paper evaluates a previous forecast of the mortality an ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/156750
Description: We forecast demand for Australian passports using a number of univariate and multivariate forecasting models, and assess their relative predictive ability over a number of forecasting horizons and eva ... More
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/1145852
Description: 8 page(s)
Reviewed: Reviewed
Authors: Trück, Stefan
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/77578
Description: Migration matrices are considered a major determinant for credit risk management. They are widely used for credit value-at-risk determination, portfolio management or derivative pricing. It is well kn ... More
Reviewed: Reviewed
Authors: Booth, H | Tickle, L
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/75845
Description: Continuing increases in life expectancy beyond previously-held limits have brought to the fore the critical importance of mortality forecasting. Significant developments in mortality forecasting since ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/22023
Description: The land surface water balance components simulated by 20 atmospheric global circulation models (AGCMs) participating in phase II of the Atmospheric Model Intercomparison Project (AMIP II) are analyze ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/25337
Description: A new method for analysing and projecting mortality is proposed and examined. The method takes observed time series of survival probabilities, finds the corresponding z-scores in the standard normal d ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/75085
Description: Volatilities and correlations for equity markets rise more after negative returns shocks than after positive shocks. Allowing for these asymmetries in covariance forecasts decreases mean-variance port ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/6558
Description: The Lee-Carter method for mortality forecasting is outlined, discussed and improved utilizing standard time series approaches. The new framework, which integrates estimation and forecasting, delivers ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/13458
Description: We show that volatility spillovers are large enough to matter to investors. We demonstrate that standard deviations of returns to mean-variance portfolios of European equities fall by 1–1.5% at daily, ... More
Reviewed: Reviewed
Authors: Muhidin, Salut
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/134022
Description: Studies on population dynamic have revealed that as the trends and patterns of demographic variables have changed the distribution shapes may also change. In fertility, for example, the decline in tot ... More
Reviewed: Reviewed
Date: 2004
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/9822
Description: Most estimates and projections of life expectancy are based on period measures. This paper presents forecasts of cohort life expectancy for older generations derived using the Lee-Carter method of for ... More
Reviewed: Reviewed
Date: 2002
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/90705
Description: Medical technology is currently evolving so rapidly that its impact cannot be analysed. Robotics and telesurgery loom on the horizon, and the technology used to drive these advances has serendipitous ... More
Reviewed: Reviewed
Date: 1997
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1046730
Description: 1 page(s)