Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness
Author:
Affiliation:
1. Pacific Life Re, London, United Kingdom
2. School of Risk and Actuarial Studies and ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW, Sydney, Australia
Funder
Society of Actuaries
ARC Center of Excellence in Population Ageing Research
Society of Actuaries Center of Actuarial Excellence Research
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10920277.2021.2006068
Reference48 articles.
1. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
2. Bootstrapping the Poisson log-bilinear model for mortality forecasting
3. A Poisson log-bilinear regression approach to the construction of projected lifetables
4. A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration
5. Mortality density forecasts: An analysis of six stochastic mortality models
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