The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates-Reference-Cited by-同舟云学术

The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates

Published:2017-10-02 Issue:4 Volume:21 Page:594-610
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Li Zixi¹,Shao Adam W.¹^ORCID,Sherris Michael¹^ORCID

Affiliation:

1. School of Risk and Actuarial Studies and ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales, Sydney, Australia

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2017.1330157

Reference31 articles.

1. Affine processes for dynamic mortality and actuarial valuations

2. The Life Care Annuity: A New Empirical Examination of an Insurance Innovation That Addresses Problems in the Markets for Life Annuities and Long-Term Care Insurance

3. A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration

4. Mortality density forecasts: An analysis of six stochastic mortality models

5. A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

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