Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach
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Publication:4987115
DOI10.1080/10920277.2019.1653202zbMATH Open1461.91249OpenAlexW2990023745MaRDI QIDQ4987115FDOQ4987115
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
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Cites Work
- Modeling and forecasting U.S. mortality. (With discussion)
- A Bayesian forecasting model: predicting U.S. male mortality
- Bayesian Poisson log-bilinear mortality projections
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
- Managing longevity and disability risks in life annuities with long term care
- Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts
- 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
- Title not available (Why is that?)
- 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
- Bayesian joint modelling of life expectancy and healthy life expectancy and valuation of retirement village contract
- Mortality models and longevity risk for small populations
- Coherent extrapolation of mortality rates at old ages applied to long term care
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