An Analysis of Period and Cohort Mortality Shocks in International Data

DOI10.1080/10920277.2019.1650287zbMath1461.91255OpenAlexW2988182051WikidataQ126785457 ScholiaQ126785457MaRDI QIDQ4987107

Po-Lin Wang, David G. McCarthy

Publication date: 28 April 2021

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

Full work available at URL: https://doi.org/10.1080/10920277.2019.1650287

Mathematics Subject Classification ID

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

Related Items (2)

Longevity risk and capital markets: the 2019--20 update ⋮ Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model

Cites Work

• Modeling and Forecasting U.S. Mortality
• Editorial: Longevity risk and capital markets: the 2013--14 update
• Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
• A Gravity Model of Mortality Rates for Two Related Populations
• Measuring Basis Risk in Longevity Hedges
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
• Longevity Risk and Capital Markets: The 2012–2013 Update

This page was built for publication: An Analysis of Period and Cohort Mortality Shocks in International Data