Fuzzy formulation of the Lee-Carter model for mortality forecasting

DOI10.1016/j.insmatheco.2005.11.011zbMath1151.91576OpenAlexW2031044368MaRDI QIDQ860501

Marie-Claire Koissi, Arnold F. Shapiro

Publication date: 9 January 2007

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.11.011

zbMATH Keywords

uncertaintyfuzzy modelingstochastic modelage-sex-specific mortalityLee-Carter method

Mathematics Subject Classification ID

Related Items (10)

A fuzzy multifactor asset pricing model ⋮ SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES ⋮ Cohort extensions of the Poisson common factor model for modelling both genders jointly ⋮ The modified fuzzy mortality model based on the algebra of ordered fuzzy numbers ⋮ Fuzzy risk adjusted performance measures: application to hedge funds ⋮ Fuzzy random variables ⋮ Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) ⋮ CAPM with fuzzy returns and hypothesis testing ⋮ Fuzzy Regression Analysis: An Actuarial Perspective ⋮ Assessment of longevity risk: credibility approach

Uses Software

• WinBUGS
• BayesDA

Cites Work

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