Bayesian Poisson log-bilinear models for mortality projections with multiple populations

DOI10.1007/s13385-015-0115-6zbMath1329.91111OpenAlexW2157281098MaRDI QIDQ903671

Katrien Antonio, A. Bardoutsos, Wilbert Ouburg

Publication date: 15 January 2016

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

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/625697

zbMATH Keywords

Bayesian statisticsPoisson regressionLi-Lee modelaugmented common factor modelmulti-population stochastic mortality modelsone factor Lee-Carter modelprojected life tablestwo factor Lee-Carter model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Bayesian inference (62F15) Economic time series analysis (91B84) Mathematical geography and demography (91D20)

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Uses Software

• R
• GMRFLib
• BayesDA

Cites Work

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