A Bayesian non-parametric model for small population mortality

DOI10.1080/03461238.2017.1418420zbMath1416.91204OpenAlexW2782421566MaRDI QIDQ4583624

Hong Li, Yang Lu

Publication date: 31 August 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2017.1418420

zbMATH Keywords

credibilityparameter uncertaintyautoregressive gammatwo-population mortality model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Mathematical geography and demography (91D20)

Related Items (7)

Modelling mortality: A bayesian factor-augmented var (favar) approach ⋮ Forecasting short-term mortality trends using Bernstein polynomials ⋮ Forecasting mortality with international linkages: a global vector-autoregression approach ⋮ Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach ⋮ Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables ⋮ Hierarchical Bayesian modeling of multi-country mortality rates ⋮ Sample Size Determination for Credibility Estimation

Uses Software

• BGPhazard

Cites Work

• Modeling and Forecasting U.S. Mortality
• A Bayesian forecasting model: predicting U.S. male mortality
• A credibility approach of the Makeham mortality law
• Semi-parametric accelerated hazard relational models with applications to mortality projections
• Prospective mortality tables: taking heterogeneity into account
• Bayesian Poisson log-bilinear mortality projections
• Bayesian Poisson log-bilinear models for mortality projections with multiple populations
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Life tables in actuarial models: from the deterministic setting to a Bayesian approach
• Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
• State‐space Models with Finite Dimensional Dependence
• A Gravity Model of Mortality Rates for Two Related Populations
• A Credibility Approach to Mortality Risk
• Markov Beta and Gamma Processes for Modelling Hazard Rates
• Filtering via Simulation: Auxiliary Particle Filters
• A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY

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