Coherent extrapolation of mortality rates at old ages applied to long term care

DOI10.1007/s13385-023-00360-6zbMATH Open1537.91259MaRDI QIDQ6550184

Léonie Le Bastard

Publication date: 4 June 2024

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

zbMATH Keywords

penalizationextrapolationgeneralized linear modelsP-splineslong-term care insuranceactuarial modelling

Mathematics Subject Classification ID

Spline approximation (41A15) Actuarial mathematics (91G05)

Cites Work

• Calibrating intensities for long-term care multiple-state Markov insurance model
• Direct generalized additive modeling with penalized likelihood.
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Flexible smoothing with P-splines: a unified approach
• Modelling Mortality with Actuarial Applications
• Smoothing and forecasting mortality rates
• The plateau of human mortality: Demography of longevity pioneers
• Sums of smooth exponentials to decompose complex series of counts

This page was built for publication: Coherent extrapolation of mortality rates at old ages applied to long term care