Predictive Modeling of Threshold Life Tables
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Publication:5139820
DOI10.1080/10920277.2019.1633929zbMath1455.91225OpenAlexW2973954393MaRDI QIDQ5139820
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Publication date: 11 December 2020
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2019.1633929
Bayesian inferencelongevitymaximum likelihood estimateMCMC algorithmGompertz lawlife tablethreshold life table
Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)
Uses Software
Cites Work
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- Bayesian Analysis of Mortality Data
- An Extreme Value Analysis Of Advanced Age Mortality Data
- Threshold Life Tables and Their Applications
- Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death
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