Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans

DOI10.1080/10920277.2015.1061442zbMath1414.91224OpenAlexW2275463016MaRDI QIDQ5379164

César Neves, Alvaro Veiga, Cristiano Fernandes

Publication date: 28 May 2019

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

Full work available at URL: https://doi.org/10.1080/10920277.2015.1061442

zbMATH Keywords

annuity plansforecasting longevity gainsmultivariate structural time series model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• Extending Lee–Carter Mortality Forecasting

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