Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models
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Publication:659219
DOI10.1016/j.insmatheco.2009.09.013zbMath1231.91254OpenAlexW2086298688MaRDI QIDQ659219
Hong-Chih Huang, Sharon S. Yang, Jack C. Yue
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.09.013
Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70)
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Cites Work
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- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
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