A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates

DOI10.1080/03461238.2018.1563911MaRDI QIDQ5376477zbMATH OpenOpenAlexFDO

Authors Cary Chi-Liang Tsai, Ying Zhang

Publication date 10 May 2019

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL http://summit.sfu.ca/item/17433

zbMATH Keywords

Bühlmann credibility theoryCBD modelLee-Carter modelmortality model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
• Bayesian Poisson log-bilinear models for mortality projections with multiple populations
• A Bühlmann credibility approach to modeling mortality rates
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
• Incorporating hierarchical credibility theory into modelling of multi-country mortality rates

Cites work

• A Bühlmann credibility approach to modeling mortality rates
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• A course in credibility theory and its applications
• A generalized crossed classification credibility model
• A gravity model of mortality rates for two related populations
• A linear regression approach to modeling mortality rates of different forms
• A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
• Age-specific copula-AR-GARCH mortality models
• Claim dependence with common effects in credibility models
• scientific article; zbMATH DE number 3609032 (Why is no real title available?)
• scientific article; zbMATH DE number 3314912 (Why is no real title available?)
• Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
• Measuring Basis Risk in Longevity Hedges
• Modeling and forecasting mortality rates
• Modeling and forecasting U.S. mortality. (With discussion)
• Modelling dependent data for longevity projections
• Multi-population mortality models: a factor copula approach
• On stochastic mortality modeling
• The credibility estimator with general dependence structure over risks
• The credibility premiums for models with dependence induced by common effects
• Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach

Cited in

(10)

• Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
• Multi-population mortality modeling: when the data is too much and not enough
• A multivariate evolutionary credibility model for mortality improvement rates
• Multi-population mortality models: fitting, forecasting and comparisons
• Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
• Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
• Multi-population mortality forecasting using tensor decomposition
• A Bühlmann credibility approach to modeling 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

This page was built for publication: A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5376477)