Socioeconomic differentials in mortality: implications on index-based longevity hedges
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Publication:6156008
DOI10.1080/03461238.2022.2104131zbMath1520.91342OpenAlexW4289173509MaRDI QIDQ6156008
Pintao Lyu, Kenneth Q. Zhou, Johnny Siu-Hang Li
Publication date: 9 June 2023
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2022.2104131
Li-Lee modeldelta hedgingS-forwardsocioeconomic differentials in mortality improvementthree-way Lee-Carter model
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Cites Work
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- Multi-population mortality models: fitting, forecasting and comparisons
- MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX
- On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England
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