A Credibility Approach to Mortality Risk

DOI10.2143/AST.28.2.519070zbMath1162.91415MaRDI QIDQ3632884

Harry H. Panjer, Mary R. Hardy

Publication date: 15 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (9)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Life tables in actuarial models: from the deterministic setting to a Bayesian approach ⋮ A credibility approach of the Makeham mortality law ⋮ AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY ⋮ A Bayesian non-parametric model for small population mortality ⋮ Market Value of Liabilities Mortality Risk ⋮ Proportional Hazard Estimation Adjusted by Continuous Credibility ⋮ Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data ⋮ Assessment of longevity risk: credibility approach

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