Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
DOI10.1016/J.INSMATHECO.2020.06.005zbMATH Open1448.91257OpenAlexW3035055818MaRDI QIDQ784458FDOQ784458
Authors: Apostolos Bozikas, Georgios Pitselis 
Publication date: 3 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.06.005
Recommendations
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
- Multiple mortality modeling in Poisson Lee-Carter framework
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
- Estimation of Structural Parameters in Crossed Classification Credibility Model Using Linear Mixed Models
- Statistical inference for Lee-Carter mortality model and corresponding forecasts
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
- Bias-corrected inference for a modified Lee-Carter mortality model
- Comparing mortality trends via Lee-Carter method in the framework of multidimensional data analysis
Lee-Carter modelcredibility theorymortality modelscrossed classification credibility modelmulti-population mortality modelling
Cites Work
- Modeling and Forecasting U.S. Mortality
- Title not available (Why is that?)
- On stochastic mortality modeling
- Loss models. From data to decisions
- Measuring Basis Risk in Longevity Hedges
- A course in credibility theory and its applications
- A Credibility Approach to Mortality Risk
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Title not available (Why is that?)
- Modeling and forecasting mortality rates
- A multivariate evolutionary credibility model for mortality improvement rates
- A parameterized approach to modeling and forecasting mortality
- A step-by-step guide to building two-population stochastic mortality models
- Multi-population mortality models: a factor copula approach
- A common age effect model for the mortality of multiple populations
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
- Detecting Common Longevity Trends by a Multiple Population Approach
- Title not available (Why is that?)
- On a multilevel hierarchical credibility algorithm
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
- Mortality models and longevity risk for small populations
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Conditional linear Bayes rules for hierarchical models
- Credibility analysis of a general hierarchical model
- Title not available (Why is that?)
- Title not available (Why is that?)
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- A Bühlmann Credibility Approach to Modeling Mortality Rates
Cited In (2)
Uses Software
This page was built for publication: Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q784458)
