Modeling and forecasting duration-dependent mortality rates

DOI10.1016/j.csda.2014.09.017OpenAlexW2089501628MaRDI QIDQ1623772

Marcus C. Christiansen, Lucia Teigiszerová, Andreas Niemeyer

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.09.017

zbMATH Keywords

disability insuranceduration dependenceLee-Carter modelstochastic mortalityLexis diagram

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

Integral and differential equations for the moments of multistate models in health insurance

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