Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
DOI10.1016/J.INSMATHECO.2020.01.001zbMATH Open1435.91160OpenAlexW2999296244MaRDI QIDQ2306089FDOQ2306089
Authors: Cary Chi-Liang Tsai, Adelaide Di Wu 
Publication date: 20 March 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.01.001
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Cites Work
- Modeling and forecasting U.S. mortality. (With discussion)
- Loss models. From data to decisions
- Measuring Basis Risk in Longevity Hedges
- A course in credibility theory and its applications
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- A linear regression approach to modeling mortality rates of different forms
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- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach
- A step-by-step guide to building two-population stochastic mortality models
- Multi-population mortality models: a factor copula approach
- Hierarchical credibility: analysis of a random effect linear model with nested classification
- A hierarchical credibility regression model
- A multi-level hierarchical credibility regression model
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- A Bühlmann credibility approach to modeling mortality rates
- Age-specific copula-AR-GARCH mortality models
Cited In (7)
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
- The Bühlmann-Straub estimation of claim means in random B-F reserve model
- A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
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