Exchangeable mortality projection
The increasing of the life expectancy has serious financial implications. Changes in mortality need to be accurately predicted because the government policies, funds allocation for government services, pricing life annuities and reserve calculations have to be based on reliable mortality forecasting. The most popular model for mortality forecasting is the classical Lee-Carter model in which it is supposed that mortality is a function of age and year of death. Authors of the paper analyse various modification of the Lee-Carter model and derive the new multi-population Lee-Carter type model in which the exchangeability is allowed between parameters of a group of populations. The proposed forecasting model is being tested for several groups of countries.
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Mortality, longevity and experiments with the Lee-Carter model
- On age-period-cohort parametric mortality rate projections
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
- Extending Lee–Carter Mortality Forecasting
- A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
- A Bayesian forecasting model: predicting U.S. male mortality
- A common age effect model for the mortality of multiple populations
- A comparative study of two-population models for the assessment of basis risk in longevity hedges
- A Flexible and Powerful Bayesian Hierarchical Model for ChIP-Chip Experiments
- A gravity model of mortality rates for two related populations
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Adaptive Rejection Sampling for Gibbs Sampling
- Application of the Poisson log-bilinear projection model to the G5 mortality experience
- Bayesian Estimation of Means for the Random Effect Model
- Bayesian Estimation of the Two-Parameter Gamma Distribution
- Bayesian methods for binomial data
- Bayesian methods. A social and behavioral sciences approach
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Bayesian Poisson log-bilinear mortality projections
- Closing and projecting life tables using log-linear models
- Cohort extensions of the Poisson common factor model for modelling both genders jointly
- EXACT INFERENCE IN FOUR-PARAMETER GENERALIZED GAMMA DISTRIBUTIONS
- Extending the Lee-Carter model: a three-way decomposition
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
- Hierarchical Bayes estimation of mortality rates for disease mapping
- scientific article; zbMATH DE number 5713282 (Why is no real title available?)
- scientific article; zbMATH DE number 3390110 (Why is no real title available?)
- scientific article; zbMATH DE number 3405374 (Why is no real title available?)
- scientific article; zbMATH DE number 3026923 (Why is no real title available?)
- Lee-Carter mortality forecasting with age-specific enhancement.
- Measuring Basis Risk in Longevity Hedges
- Modeling and forecasting U.S. mortality. (With discussion)
- Modeling period effects in multi-population mortality models: applications to Solvency II
- On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England
- Pricing and securitization of multi-country longevity risk with mortality dependence
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The choice of sample size for mortality forecasting: a Bayesian learning approach
- The role of exchangeability in inference
- Using the Lee-Carter Method to Forecast Mortality for Populations with Limited Data*
- The forecasting performance of mortality models
- Modeling stochastic mortality with O-U type processes
- Discussion on: ``Exchangeable mortality projection
- A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward
- Mortality projections for non-converging groups of populations
- A DSA algorithm for mortality forecasting
- A minimum cross entropy model for forecasting mortality
- A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data
- On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England
- Mortality modeling and regression with matrix distributions
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