Corrective factors for longevity projections in a dynamic context

DOI10.1007/S13385-018-0166-6zbMath1416.91148OpenAlexW2791586159WikidataQ130114623 ScholiaQ130114623MaRDI QIDQ1616047

Giovanna Apicella, Marilena Sibillo

Publication date: 31 October 2018

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

Full work available at URL: https://doi.org/10.1007/s13385-018-0166-6

zbMATH Keywords

stochastic mortality modelscorrective factorsdynamic backtesting methodslongevity-linked actuarial valuationspredictive accuracy enhancement

Mathematics Subject Classification ID

Uses Software

• Human Mortality

Cites Work

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• Modeling and Forecasting U.S. Mortality
• Adaptive forecasting in the presence of recent and ongoing structural change
• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
• Projecting Mortality Trends
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

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