Predictive Modeling of Threshold Life Tables

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

zbMATH Keywords

Bayesian inferencelongevitymaximum likelihood estimateMCMC algorithmGompertz lawlife tablethreshold life table

Mathematics Subject Classification ID

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

• QRM

Cites Work

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• A hybrid Pareto model for asymmetric fat-tailed data: the univariate case
• Longevity bond premiums: the extreme value approach and risk cubic pricing
• A semiparametric Bayesian approach to extreme value estimation
• Adaptive Bayes estimators for parameters of the Gompertz survival model
• Bayesian estimation of the expected time of first arrival past a truncated time \(T\): the case of NHPP with power law intensity
• Bayesian analysis of extreme events with threshold estimation
• 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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