On the Structure and Classification of Mortality Models
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Publication:4987101
DOI10.1080/10920277.2019.1649156zbMath1461.91244OpenAlexW2897761968MaRDI QIDQ4987101
Publication date: 28 April 2021
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/20462/1/On%20the%20Structure%20and%20Classifcation%20of%20Mortality%20Models.pdf
Related Items (7)
A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS ⋮ Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach ⋮ Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness ⋮ Intergenerational actuarial fairness when longevity increases: amending the retirement age ⋮ Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble ⋮ Addressing the life expectancy gap in pension policy ⋮ Longevity risk and capital markets: the 2019--20 update
Uses Software
Cites Work
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