Coherent extrapolation of mortality rates at old ages applied to long term care

DOI10.1007/S13385-023-00360-6MaRDI QIDQ6550184zbMATH OpenFDO

Authors Léonie Le Bastard

Publication date 4 June 2024

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

Full work available at URL https://doi.org/10.1007/S13385-023-00360-6

zbMATH Keywords

actuarial modellingextrapolationgeneralized linear modelslong-term care insuranceP-splinespenalization

Mathematics Subject Classification ID

Spline approximation (41A15) Actuarial mathematics (91G05)

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Cites work

• Calibrating intensities for long-term care multiple-state Markov insurance model
• Direct generalized additive modeling with penalized likelihood.
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Flexible smoothing with P-splines: a unified approach
• Modelling mortality with actuarial applications
• Smoothing and forecasting mortality rates
• Sums of smooth exponentials to decompose complex series of counts
• The plateau of human mortality: demography of longevity pioneers

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