A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

DOI10.1080/10920277.2009.10597538zbMath1484.91376OpenAlexW3125590267MaRDI QIDQ5029052

David Epstein, Alen Ong, Igor Balevich, Kevin Dowd, Andrew J. G. Cairns, Guy D. Coughlan, David Blake

Publication date: 11 February 2022

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

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.217.7034

zbMATH Keywords

cohort effect Lee-Carter model stochastic mortality models Cairns-Blake-Dowd model Renshaw-Haberman model

Mathematics Subject Classification ID

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

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