Small population bias and sampling effects in stochastic mortality modelling

DOI10.1007/s13385-016-0143-xzbMath1394.91201OpenAlexW2582501327WikidataQ59614209 ScholiaQ59614209MaRDI QIDQ1707555

Andrew J. G. Cairns, Liang Chen, Torsten Kleinow

Publication date: 3 April 2018

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

Full work available at URL: http://europepmc.org/articles/pmc5744643

zbMATH Keywords

bootstraplikelihood ratio testparameter uncertaintycohort effectpower of testage effectperiod effectsmall populationsystematic parameter difference

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

Related Items (5)

A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme ⋮ Mortality models and longevity risk for small populations ⋮ MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX ⋮ Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP ⋮ Using Graduation to Modify the Estimation of Lee–Carter Model for Small Populations

Uses Software

• BayesDA

Cites Work

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