A Bayesian non-parametric model for small population mortality

DOI10.1080/03461238.2017.1418420MaRDI QIDQ4583624zbMATH OpenOpenAlexFDO

Authors 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

autoregressive gammacredibilityparameter uncertaintytwo-population mortality model

Mathematics Subject Classification ID

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

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Cites work

• A Bayesian forecasting model: predicting U.S. male mortality
• A Bayesian joint model for population and portfolio-specific mortality
• A credibility approach of the Makeham mortality law
• A Credibility Approach to Mortality Risk
• A gravity model of mortality rates for two related populations
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Bayesian Poisson log-bilinear models for mortality projections with multiple populations
• Bayesian Poisson log-bilinear mortality projections
• Filtering via Simulation: Auxiliary Particle Filters
• Life tables in actuarial models: from the deterministic setting to a Bayesian approach
• Markov Beta and Gamma Processes for Modelling Hazard Rates
• Modeling and forecasting U.S. mortality. (With discussion)
• Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
• Prospective mortality tables: taking heterogeneity into account
• Semi-parametric accelerated hazard relational models with applications to mortality projections
• State space models with finite dimensional dependence

Cited in

(17)

• Small population bias and sampling effects in stochastic mortality modelling
• Nonparametric adaptive inference of birth and death models in a large population limit
• Forecasting mortality with international linkages: a global vector-autoregression approach
• A Bayesian analysis of US mortality curves for race-sex domains by small area
• Modelling adult mortuality in small populations the saint model
• Case study of Swiss mortality using Bayesian modeling
• A Bayesian joint model for population and portfolio-specific mortality
• Bayesian Analysis of Mortality Data
• The choice of sample size for mortality forecasting: a Bayesian learning approach
• Semiparametric regression for dual population mortality
• 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
• Modelling mortality: A bayesian factor-augmented var (favar) approach
• Forecasting short-term mortality trends using Bernstein polynomials
• Actuarial aspects of subjective survival probabilities with applications in insurance pricing

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Uses Software

• BGPhazard

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