A Bayesian forecasting model: predicting U.S. male mortality
From MaRDI portal
(Redirected from Publication:159205)
Recommendations
- Bayesian Poisson log-bilinear mortality projections
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Extending Lee–Carter Mortality Forecasting
- Forecasting mortality rates via density ratio modeling
Cited in
(51)- The locally linear Cairns-Blake-Dowd model: a note on delta-nuga hedging of longevity risk
- Bayesian population projections for the united nations
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Longevity hedge effectiveness: a decomposition
- Multivariate long-memory cohort mortality models
- Extending the Lee-Carter model with variational autoencoder: A fusion of neural network and Bayesian approach
- Bayesian Poisson common factor model with overdispersion for mortality forecasting in multiple populations
- Bayesian Poisson log-bilinear mortality projections
- Segmentation of mortality surfaces by hidden Markov models
- Accounting for smoking in forecasting mortality and life expectancy
- Longevity Risk and Capital Markets: The 2017–2018 Update
- A Markovian Aging Process Forecasting Model: Predicting U.S. Mortality
- Case study of Swiss mortality using Bayesian modeling
- scientific article; zbMATH DE number 7387617 (Why is no real title available?)
- Bayesian value-at-risk backtesting: the case of annuity pricing
- Modeling and Forecasting Subnational Mortality in the Presence of Aggregated Data
- A Bayesian approach to modeling and projecting cohort effects
- Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach
- Longevity risk and capital markets: the 2019--20 update
- BayesMortalityPlus
- A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
- Hierarchical Bayesian modeling of multi-country mortality rates
- Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models
- Projecting dynamic life tables using data cloning
- Multivariate time series modeling, estimation and prediction of mortalities
- A Bayesian non-parametric model for small population mortality
- A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
- Longevity Risk and Capital Markets: The 2012–2013 Update
- A multivariate evolutionary credibility model for mortality improvement rates
- A comparative study of pricing approaches for longevity instruments
- A class of random field memory models for mortality forecasting
- Estimating and forecasting the smoking-attributable mortality fraction for both genders jointly in over 60 countries
- Editorial: Longevity risk and capital markets: the 2013--14 update
- The choice of sample size for mortality forecasting: a Bayesian learning approach
- Pricing reverse mortgages in Spain
- Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
- Robust parameter estimation for the Lee-Carter family: a probabilistic principal component approach
- Exchangeable mortality projection
- Multi-population mortality modelling: a Bayesian hierarchical approach
- Longevity risk and capital markets: the 2015--16 update
- Small population bias and sampling effects in stochastic mortality modelling
- Identification and forecasting in mortality models
- Forecasting mortality rates via density ratio modeling
- Prediction of U.S. Cancer Mortality Counts Using Semiparametric Bayesian Techniques
- Bayesian mortality modelling with pandemics: a vanishing jump approach
- Modelling mortality: A bayesian factor-augmented var (favar) approach
- Stochastic mortality modeling: key drivers and dependent residuals
- Modelling residuals dependence in dynamic life tables: a geostatistical approach
- Modeling mortality with a Bayesian vector autoregression
- Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment
- Bayesian mortality forecasting with overdispersion
This page was built for publication: A Bayesian forecasting model: predicting U.S. male mortality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q159205)
