SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES

DOI10.1017/asb.2017.44zbMath1390.91204WikidataQ58295279 ScholiaQ58295279MaRDI QIDQ4562942

Tian Kang Lim, David H. Pitt, Jackie Li

Publication date: 6 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2017.44

zbMATH Keywords

smoothing; generalised linear models; Poisson common factor model; joint modelling of both sexes

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91D20: Mathematical geography and demography

Related Items

A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE, Dispersion modelling of mortality for both sexes with Tweedie distributions, Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach, Longevity risk and capital markets: the 2019--20 update

Uses Software

• gamair

Cites Work

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