Mortality models and longevity risk for small populations

DOI10.1016/j.insmatheco.2017.09.020zbMath1400.91254OpenAlexW2763044847MaRDI QIDQ1697265

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

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

zbMATH Keywords

small area estimationlongevity riskLee-Carter modelgraduationstandard mortality ratio

Mathematics Subject Classification ID

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

Related Items (7)

Constructing dynamic life tables with a single-factor model ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ Using Graduation to Modify the Estimation of Lee–Carter Model for Small Populations ⋮ A Synthesis Mortality Model for the Elderly ⋮ Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data ⋮ NEIGHBOURING PREDICTION FOR MORTALITY

Cites Work

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• Modeling and Forecasting U.S. Mortality
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Small population bias and sampling effects in stochastic mortality modelling
• Extending the Lee–Carter model: a three-way decomposition
• Modelling Adult Mortality in Small Populations: The Saint Model
• A Gravity Model of Mortality Rates for Two Related Populations
• Using the Lee-Carter Method to Forecast Mortality for Populations with Limited Data*

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