Mortality projections for non-converging groups of populations

DOI10.1007/s13385-019-00213-1zbMath1433.91132OpenAlexW3123667052WikidataQ127391577 ScholiaQ127391577MaRDI QIDQ2303997

Lukas Josef Hahn, Marcus C. Christiansen

Publication date: 6 March 2020

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

Full work available at URL: https://doi.org/10.1007/s13385-019-00213-1

zbMATH Keywords

Markov chain Monte CarloBayesian estimationvector error correction modelextended Cairns-Blake-Dowd modelheterogeneous collection of populationsmulti-population mortality forecasting

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (1)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach

Uses Software

• Human Mortality

Cites Work

• Unnamed Item
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• Multi-population mortality models: fitting, forecasting and comparisons
• BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

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