Multi-population mortality modeling: when the data is too much and not enough

DOI10.1016/j.insmatheco.2021.12.005zbMath1484.91391OpenAlexW4205641053MaRDI QIDQ2670121

Richard D. MacMinn, Ko-Lun Kung, Chenghsien Jason Tsai, Weiyu Kuo

Publication date: 10 March 2022

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.12.005

zbMATH Keywords

correlationMahalanobis distanceapproximate factor modelmulti-population mortalityidiosyncratic heteroskedasticity

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Uses Software

• Human Mortality
• MCS

Cites Work

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