The impact of multiple structural changes on mortality predictions
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Publication:4575367
DOI10.1080/03461238.2014.987807zbMATH Open1401.91221OpenAlexW2067633625MaRDI QIDQ4575367FDOQ4575367
Katrien Antonio, M. H. Vellekoop, Frank van Berkum
Publication date: 13 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/469541
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to social sciences (62P25)
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Cited In (21)
- On the Structure and Classification of Mortality Models
- Parameter risk in time-series mortality forecasts
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Incorporating structural changes in mortality improvements for mortality forecasting
- Longevity Risk and Capital Markets: The 2017–2018 Update
- Longevity risk and capital markets: the 2019--20 update
- Recent declines in life expectancy: implication on longevity risk hedging
- THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK
- Modeling trend processes in parametric mortality models
- MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX
- Longevity Risk Modeling with the Consumer Price Index
- A Synthesis Mortality Model for the Elderly
- A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY
- Rotation in age patterns of mortality decline: statistical evidence and modeling
- The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
- Editorial: Longevity risk and capital markets: the 2013--14 update
- PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES
- Longevity risk and capital markets: the 2015--16 update
- It takes two: why mortality trend modeling is more than modeling one mortality trend
- A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
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