Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data

DOI10.1016/j.insmatheco.2020.06.005zbMath1448.91257OpenAlexW3035055818MaRDI QIDQ784458

Apostolos Bozikas, Georgios Pitselis

Publication date: 3 August 2020

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.06.005

zbMATH Keywords

credibility theoryLee-Carter modelmortality modelscrossed classification credibility modelmulti-population mortality modelling

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (1)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach

Uses Software

• R
• forecast
• Forecast
• Human Mortality

Cites Work

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