Modelling Adult Mortality in Small Populations: The Saint Model

From MaRDI portal
Publication:2890521

DOI10.2143/AST.41.2.2136982zbMath1239.91128OpenAlexW2116285604MaRDI QIDQ2890521

Fiig Jarner Søren, Ebsen Masotti Kryger

Publication date: 11 June 2012

Full work available at URL: https://econpapers.repec.org/RePEc:cup:astinb:v:41:y:2011:i:02:p:377-418_00



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (51)

Sex-specific mortality forecasting for UK countries: a coherent approachGraphical goodness-of-fit test for mortality modelsCoherent mortality forecasting by the weighted multilevel functional principal component approachPolynomial diffusion models for life insurance liabilitiesCoherent modeling of male and female mortality using Lee-Carter in a complex number frameworkSMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXESDIFFERENCES IN EUROPEAN MORTALITY RATES: A GEOMETRIC APPROACH ON THE AGE–PERIOD PLANEMODELLING MORTALITY FOR PENSION SCHEMESA COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGESForecasting mortality rates with a general stochastic mortality trend modelMulti-population modelling and forecasting life-table death countsA partial internal model for longevity riskCohort extensions of the Poisson common factor model for modelling both genders jointlyLong guarantees with short duration: the rolling annuityMulti-population mortality modeling: when the data is too much and not enoughMultipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approachesLongevity risk and capital markets: the 2015--16 updateMortality models and longevity risk for small populationsIdentifiability, cointegration and the gravity modelModeling trend processes in parametric mortality modelsBayesian Poisson log-bilinear models for mortality projections with multiple populationsIdentification and forecasting in mortality modelsSmall population bias and sampling effects in stochastic mortality modellingMODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULASModelling and projecting mortality improvement rates using a cohort perspectiveModelling and management of longevity risk: approximations to survivor functions and dynamic hedgingStochastic portfolio specific mortality and the quantification of mortality basis riskEditorial: Longevity risk and capital markets: the 2013--14 updateModelling longevity bonds: analysing the Swiss Re Kortis bondA step-by-step guide to building two-population stochastic mortality modelsMulti-population mortality models: a factor copula approachSwiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approachLongevity Risk and Capital Markets: The 2012–2013 UpdateModeling Period Effects in Multi-Population Mortality Models: Applications to Solvency IIOn the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in EnglandHow can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approachForecasting mortality rate improvements with a high-dimensional VARLongevity risk and capital markets: the 2019--20 updateCoherent mortality forecasting with generalized linear models: a modified time-transformation approachParametric mortality indexes: from index construction to hedging strategiesPitfalls and merits of cointegration-based mortality modelsThe double-gap life expectancy forecasting modelIt's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis riskMortality projections for non-converging groups of populationsLongevity Risk and Capital Markets: The 2017–2018 UpdateUsing Graduation to Modify the Estimation of Lee–Carter Model for Small PopulationsNEIGHBOURING PREDICTION FOR MORTALITYForecasting mortality in subpopulations using Lee-Carter type models: a comparisonOn the effectiveness of natural hedging for insurance companies and pension plansTHE SAINT MODEL: A DECADE LATERCALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS




This page was built for publication: Modelling Adult Mortality in Small Populations: The Saint Model