The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates

DOI10.1080/10920277.2017.1330157zbMath1414.91216OpenAlexW3124953094WikidataQ59202971 ScholiaQ59202971MaRDI QIDQ5379247

Zixi Li, Michael Sherris, Adam W. Shao

Publication date: 28 May 2019

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

Full work available at URL: https://doi.org/10.1080/10920277.2017.1330157

zbMATH Keywords

disability and mortality rates uncertaintymultistate latent factor intensity model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (6)

Optimal Portfolio Choice with Health-Contingent Income Products: The Value of Life Care Annuities ⋮ Joint life care annuities to help retired couples to finance the cost of long-term care ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty ⋮ Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach ⋮ MODERN LIFE-CARE TONTINES

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