Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach

DOI10.1080/10920277.2019.1653202zbMath1461.91249OpenAlexW2990023745MaRDI QIDQ4987115

Atsuyuki Kogure, Takahiro Fushimi, Shinichi Kamiya

Publication date: 28 April 2021

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

Full work available at URL: https://doi.org/10.1080/10920277.2019.1653202

Mathematics Subject Classification ID

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

Related Items (2)

Unnamed Item ⋮ Longevity risk and capital markets: the 2019--20 update

Cites Work

• Modeling and Forecasting U.S. Mortality
• A Bayesian forecasting model: predicting U.S. male mortality
• Managing longevity and disability risks in life annuities with long term care
• A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
• Bayesian Poisson log-bilinear mortality projections
• Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Product pricing and solvency capital requirements for long-term care insurance
• Multistate Actuarial Models of Functional Disability
• The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates

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