Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
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Publication:4575474
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Cites work
- scientific article; zbMATH DE number 3698269 (Why is no real title available?)
- scientific article; zbMATH DE number 3551731 (Why is no real title available?)
- scientific article; zbMATH DE number 739281 (Why is no real title available?)
- scientific article; zbMATH DE number 3314912 (Why is no real title available?)
- A course in credibility theory and its applications
- A linear regression approach to modeling mortality rates of different forms
- A maximum-entropy approach to the linear credibility formula
- A new approach to the credibility formula
- A simple linear regression approach to modeling and forecasting mortality rates
- Age-specific copula-AR-GARCH mortality models
- Bonus-malus system using an exponential loss function with an inverse Gaussian distribution
- Credibility evaluation for the exponential dispersion family
- Credibility theory based on trimming
- Estimating the term structure of mortality
- Loss models. From data to decisions
- Modeling and forecasting U.S. mortality. (With discussion)
- Modeling and forecasting mortality rates
- Modelling dependent data for longevity projections
- Mortality risk modeling: applications to insurance securitization
- On age-period-cohort parametric mortality rate projections
- On stochastic mortality modeling
- On the consistency of credibility premiums regarding Esscher principle
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach
- Quantile credibility models
- The credibility approach to experience rating
Cited in
(13)- Longevity Risk and Capital Markets: The 2017–2018 Update
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
- Longevity risk and capital markets: the 2019--20 update
- Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
- Hierarchical Bayesian modeling of multi-country mortality rates
- Hedging Mortality/Longevity Risks for Multiple Years
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- A credibility approach of the Makeham mortality law
- Correlated age-specific mortality model: an application to annuity portfolio management
- A Bühlmann credibility approach to modeling mortality rates
- A synthesis mortality model for the elderly
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
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