A multivariate evolutionary credibility model for mortality improvement rates
DOI10.1016/J.INSMATHECO.2016.04.004zbMATH Open1369.91097OpenAlexW2342986989MaRDI QIDQ343971FDOQ343971
Authors: Edo Schinzinger, Marcus C. Christiansen, Michel Denuit 
Publication date: 21 November 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.04.004
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Mathematical geography and demography (91D20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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- A Bayesian forecasting model: predicting U.S. male mortality
- Bayesian Poisson log-bilinear mortality projections
- A course in credibility theory and its applications
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- Modeling and forecasting mortality rates
- Extending the Lee-Carter model: a three-way decomposition
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- Recursive credibility estimation
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Cited In (12)
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
- Modelling and forecasting mortality improvement rates with random effects
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Longevity risk and capital markets: the 2019--20 update
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Evolutionary Credibility Theory
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
- Evolutionary credibility risk premium
- 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
- A calendar year mortality model in continuous time
- Multidimensional credibility: a new approach based on joint distribution function
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