A Bayesian Approach to Modeling and Projecting Cohort Effects

DOI10.1080/10920277.2019.1649157zbMath1461.91245OpenAlexW2555240764MaRDI QIDQ4987102

David Blake, Andrew Hunt

Publication date: 28 April 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/20463/1/A%20Bayesian%20approach%20to%20modelling%20and%20projecting%20cohort%20effects.pdf

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (3)

A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS ⋮ Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness ⋮ Longevity risk and capital markets: the 2019--20 update

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• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
• A General Procedure for Constructing Mortality Models

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