A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates

DOI10.1080/03461238.2018.1563911zbMath1411.91317OpenAlexW2767755523MaRDI QIDQ5376477

Cary Chi-Liang Tsai, Ying Zhang

Publication date: 10 May 2019

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://summit.sfu.ca/item/17433

zbMATH Keywords

Lee-Carter modelCBD modelmortality modelBühlmann credibility theory

Mathematics Subject Classification ID

Related Items (3)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Incorporating hierarchical credibility theory into modelling of multi-country mortality rates ⋮ Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data

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