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

DOI10.1007/S13385-017-0159-XMaRDI QIDQ1689017zbMATH OpenOpenAlexFDO

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

longevity riskPoisson regressionstochastic 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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Cited in

(7)

• Periodic or generational actuarial tables: which one to choose?
• Forecasting mortality with international linkages: a global vector-autoregression approach
• Basis risk in index-based longevity hedges: a guide for longevity hedgers
• THE SAINT MODEL: A DECADE LATER
• Mortality projections for non-converging groups of populations
• Mortality modeling and regression with matrix distributions
• Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation

Describes a project that uses

Uses Software

• LifeMetrics

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