Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s13385-020-00248-9.pdf
Reference59 articles.
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2. Apicella G, Dacorogna M, Di Lorenzo E, Sibillo M (2019) Improving the forecast of longevity by combining models. N Am Actuar J 23(2):298–319
3. Bauwelinckx T, Goovaerts MJ (1990) On a multilevel hierarchical credibility algorithm. Insur Math Econ 9:221–228
4. Bozikas A, Pitselis G (2019) Credible regression approaches to forecast mortality for populations with limited data. Risks 7(1):27
5. Bozikas A, Pitselis G (2020) Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data. Insur Math Econ 93:353–368
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1. Credibility Distribution Estimation with Weighted or Grouped Observations;Risks;2024-01-03
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