Forecasting mortality rates with a general stochastic mortality trend model

DOI10.31801/CFSUASMAS.478265zbMath1489.91199OpenAlexW3027958609MaRDI QIDQ5083683

Etkin Hasgül, Yeliz Yolcu-Okur, A. Sevtap Selcuk-Kestel

Publication date: 20 June 2022

Published in: Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.31801/cfsuasmas.478265

zbMATH Keywords

simulationrandom walkGLMweighted least squaresLee-Cartermortality trend model

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Mathematical geography and demography (91D20)

Uses Software

• Human Mortality

Cites Work

• Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
• Modelling Adult Mortality in Small Populations: The Saint Model
• Measuring Basis Risk in Longevity Hedges

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