Incorporating hierarchical credibility theory into modelling of multi-country mortality rates

DOI10.1016/j.insmatheco.2020.01.001zbMath1435.91160OpenAlexW2999296244MaRDI QIDQ2306089

Cary Chi-Liang Tsai, Adelaide Di Wu

Publication date: 20 March 2020

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.01.001

zbMATH Keywords

Lee-Carter modelmulti-population mortality modelannual mortality decrementBühlmann credibility theoryhierarchical credibility theory

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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