Understanding Patterns of Mortality Homogeneity and Heterogeneity Across Countries and Their Role in Modeling Mortality Dynamics and Hedging Longevity Risk

DOI10.1080/10920277.2019.1662315zbMath1465.91098OpenAlexW2994751143WikidataQ126589742 ScholiaQ126589742MaRDI QIDQ4987095

Hong-Chih Huang, Sharon S. Yang, Jack C. Yue, Yu-Yun Yeh

Publication date: 28 April 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2019.1662315

zbMATH Keywords

insurancelongevity riskmotrality

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (1)

Longevity risk and capital markets: the 2019--20 update

Cites Work

• Modeling and Forecasting U.S. Mortality
• On the forecasting of mortality reduction factors
• Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Extending the Lee–Carter model: a three-way decomposition
• Measuring Basis Risk in Longevity Hedges
• A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
• On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England

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