Bayesian Poisson log-bilinear models for mortality projections with multiple populations
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Publication:903671
DOI10.1007/S13385-015-0115-6zbMATH Open1329.91111OpenAlexW2157281098MaRDI QIDQ903671FDOQ903671
Authors: Katrien Antonio, A. Bardoutsos, Wilbert Ouburg 
Publication date: 15 January 2016
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/625697
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Bayesian statisticsPoisson regressionLi-Lee modelaugmented common factor modelmulti-population stochastic mortality modelsone factor Lee-Carter modelprojected life tablestwo factor Lee-Carter model
Bayesian inference (62F15) Mathematical geography and demography (91D20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Numerical methods (including Monte Carlo methods) (91G60)
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Cited In (32)
- Semiparametric regression for dual population mortality
- A Bayesian joint model for population and portfolio-specific mortality
- PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE
- Bayesian Poisson log-bilinear mortality projections
- Segmentation of mortality surfaces by hidden Markov models
- A comparative study of two-population models for the assessment of basis risk in longevity hedges
- A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Coherent mortality forecasting by the weighted multilevel functional principal component approach
- Mortality projections for non-converging groups of populations
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- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- Multi-population modelling and forecasting life-table death counts
- Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
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