Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
From MaRDI portal
Publication:825300
DOI10.1007/s13385-020-00248-9zbMath1479.91307OpenAlexW3094066003MaRDI QIDQ825300
Georgios Pitselis, Apostolos Bozikas
Publication date: 17 December 2021
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-020-00248-9
Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Modeling and Forecasting U.S. Mortality
- A credibility approach of the Makeham mortality law
- A multivariate evolutionary credibility model for mortality improvement rates
- A step-by-step guide to building two-population stochastic mortality models
- Multi-population mortality models: a factor copula approach
- A common age effect model for the mortality of multiple populations
- A dynamic parameterization modeling for the age-period-cohort mortality
- On stochastic mortality modeling
- On a multilevel hierarchical credibility algorithm
- Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- A parameterized approach to modeling and forecasting mortality
- Robust forecasting of mortality and fertility rates: a functional data approach
- A longitudinal data analysis interpretation of credibility models
- Sex-specific mortality forecasting for UK countries: a coherent approach
- Mortality projections for non-converging groups of populations
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
- Modelling dependent data for longevity projections
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A course in credibility theory and its applications
- Combining generalized linear models and credibility models in practice
- A Gravity Model of Mortality Rates for Two Related Populations
- Measuring Basis Risk in Longevity Hedges
- A Credibility Approach to Mortality Risk
- Hierarchical credibility: analysis of a random effect linear model with nested classification
- A hierarchical credibility regression model
- A multi-level hierarchical credibility regression model
- Empirical Bayes credibility
- Conditional linear Bayes rules for hierarchical models
- Geometrical credibility
- Credibility analysis of a general hierarchical model
- AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
- A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- A Bühlmann Credibility Approach to Modeling Mortality Rates
- Regression Tree Credibility Model
- Improving the Forecast of Longevity by Combining Models
- Hierarchical Insurance Claims Modeling
- Detecting Common Longevity Trends by a Multiple Population Approach
This page was built for publication: Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach