Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard

DOI10.1007/s13385-017-0159-xzbMath1405.91245OpenAlexW2565790936MaRDI QIDQ1689017

Marco van der Winden, Tim Schulteis, Corné van Iersel, Erica Slagter, Egbert Kromme, Hok-Kwan Kan, Wouter de Boer, Sander Devriendt, Anja De Waegenaere, Katrien Antonio, Wilbert Ouburg, Robert de Vries, Michel H. Vellekoop

Publication date: 12 January 2018

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

Full work available at URL: http://hdl.handle.net/11245.1/d8700f7c-b309-4ee7-a946-47db1e8612d7

zbMATH Keywords

Poisson regressionlongevity riskstochastic mortality modelsLee and Carter modelLi and Lee modelpension calculationsprofessional actuarial associationsprojected mortalitystochastic multi-population mortality

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Uses Software

• LifeMetrics

Cites Work

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