Marwa Khalaf-Allah

J.P. Morgan

Executive Director

25 Bank Street

London, E14 5JP

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

665

SSRN CITATIONS
Rank 15,437

SSRN RANKINGS

Top 15,437

in Total Papers Citations

24

CROSSREF CITATIONS

34

Scholarly Papers (4)

1.

Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models

Pensions Institute Discussion Paper No. PI-0801
Number of pages: 70 Posted: 10 Feb 2009 Last Revised: 10 Jul 2009
Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Nottingham University Business School (NUBS), Pacific Global Advisors, J.P. Morgan Chase & Co. and J.P. Morgan
Downloads 339 (91,583)
Citation 41

Abstract:

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Stochastic mortality model, cohort erect, fan charts, model risk, fore-casting, model selection criteria

2.

Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period Ahead-Density Forecasts

Number of pages: 43 Posted: 29 Apr 2009 Last Revised: 10 Jul 2009
Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Pacific Global Advisors, J.P. Morgan Chase & Co. and J.P. Morgan
Downloads 195 (161,354)
Citation 25

Abstract:

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backtesting, forecasting performance, mortality models

3.

Evaluating the Goodness of Fit of Stochastic Mortality Models

Number of pages: 53 Posted: 04 May 2009
Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Pacific Global Advisors, J.P. Morgan Chase & Co. and J.P. Morgan
Downloads 131 (226,234)
Citation 16

Abstract:

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goodness of fit, mortality models

4.

A Gravity Model of Mortality Rates for Two Related Populations

North American Actuarial Journal, Vol. 15, No. 2, 2011
Posted: 24 Jan 2012
City University London - Sir John Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Pacific Global Advisors and J.P. Morgan

Abstract:

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