A Credibility Approach to Mortality Risk

DOI10.2143/AST.28.2.519070MaRDI QIDQ3632884zbMATH OpenFDO

Authors Harry H. Panjer, Mary R. Hardy

Publication date 15 June 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/AST.28.2.519070

Mathematics Subject Classification ID

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Cited in

(14)

• Life tables in actuarial models: from the deterministic setting to a Bayesian approach
• Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
• A credibility approach of the Makeham mortality law
• Dependence of insurer loss on variation of mortality
• Age-specific adjustment of graduated mortality
• Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
• A Bayesian non-parametric model for small population mortality
• Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
• Survival function model based on life table on the credibility space
• Proportional Hazard Estimation Adjusted by Continuous Credibility
• Market Value of Liabilities Mortality Risk
• Assessment of longevity risk: credibility approach
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach

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