Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach

DOI10.1080/10920277.2019.1653202MaRDI QIDQ4987115zbMATH OpenOpenAlexFDO

Authors Atsuyuki Kogure, Takahiro Fushimi, Shinichi Kamiya

Publication date 28 April 2021

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

Full work available at URL https://doi.org/10.1080/10920277.2019.1653202

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

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Cites work

• A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
• A Bayesian forecasting model: predicting U.S. male mortality
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Bayesian Poisson log-bilinear mortality projections
• Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts
• Managing longevity and disability risks in life annuities with long term care
• Modeling and forecasting U.S. mortality. (With discussion)
• Multistate actuarial models of functional disability
• Product pricing and solvency capital requirements for long-term care insurance
• The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates

Cited in

(10)

• On the use of multi-state multi-census techniques for modelling the survival of elderly people in institutional long-term care
• Life expectancy and lifespan disparity forecasting: a long short-term memory approach
• scientific article; zbMATH DE number 7387617 (Why is no real title available?)
• Longevity risk and capital markets: the 2019--20 update
• A framework for predicting gross institutional long-term care cost arising from known commitments at local authority level
• Bayesian projection of cohort healthy life expectancies with long-term care insurance data
• On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
• Mortality models and longevity risk for small populations
• Bayesian joint modelling of life expectancy and healthy life expectancy and valuation of retirement village contract
• Coherent extrapolation of mortality rates at old ages applied to long term care

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