Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
DOI10.1080/03461238.2016.1167115zbMATH Open1401.91198OpenAlexW2481372441MaRDI QIDQ4575474FDOQ4575474
Authors: Cary Chi-Liang Tsai, Tzuling Lin 
Publication date: 13 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2016.1167115
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Mathematical geography and demography (91D20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to social sciences (62P25)
Cites Work
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Cited In (11)
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
- Hedging Mortality/Longevity Risks for Multiple Years
- Correlated age-specific mortality model: an application to annuity portfolio management
- Longevity Risk and Capital Markets: The 2017–2018 Update
- Longevity risk and capital markets: the 2019--20 update
- Hierarchical Bayesian modeling of multi-country mortality rates
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
- A Synthesis Mortality Model for the Elderly
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- 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
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