Mortality models and longevity risk for small populations

DOI10.1016/J.INSMATHECO.2017.09.020zbMATH Open1400.91254OpenAlexW2763044847MaRDI QIDQ1697265FDOQ1697265

Authors: Hsin-Chung Wang, Ching-Syang Jack Yue, Chen-Tai Chong 

Publication date: 15 February 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.09.020

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zbMATH Keywords

Lee-Carter modelsmall area estimationlongevity riskgraduationstandard mortality ratio

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Modeling and forecasting U.S. mortality. (With discussion)
• Loss models. From data to decisions
• Modelling adult mortuality in small populations the saint model
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• A gravity model of mortality rates for two related populations
• Extending the Lee-Carter model: a three-way decomposition
• Using the Lee-Carter Method to Forecast Mortality for Populations with Limited Data*
• Small population bias and sampling effects in stochastic mortality modelling

Cited In (8)

• A synthesis mortality model for the elderly
• Longevity Risk and Capital Markets: The 2017–2018 Update
• Mortality, health, and marriage: a study based on Taiwan's population data
• Constructing dynamic life tables with a single-factor model
• Using graduation to modify the estimation of Lee-Carter model for small populations
• Longevity risk and capital markets: the 2019--20 update
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
• Neighbouring prediction for mortality

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