Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach

DOI10.1007/s13385-022-00323-3zbMath1518.91232OpenAlexW4283579722MaRDI QIDQ6173890

Kenneth Q. Zhou, Xiaobai Zhu

Publication date: 13 July 2023

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

Full work available at URL: https://doi.org/10.1007/s13385-022-00323-3

zbMATH Keywords

Bayesian estimationexternal informationLasso penaltyMIM-2021 modelspline mortality modelingstochastic mortality forecasting

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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