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20162023
most citedModelling Censored Losses Using Splicing: a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions

66 citations · 166 across the 13 of their papers we have counts for

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q-fin.RM2021

Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model

Jens Robben, Katrien Antonio, Sander Devriendt

We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortali…