Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach-Reference-Cited by-同舟云学术

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Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach

Published:2019-11-22 Issue:sup1 Volume:25 Page:S534-S544
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Kogure Atsuyuki¹²,Fushimi Takahiro³,Kamiya Shinichi⁴

Affiliation:

1. Faculty of Policy Management, Keio University, Fujisawa, Japan

2. Faculty of Business Administration, Tokyo Keizai University, Kokubunji, Japan

3. Department of Management Science and Engineering, Stanford University, Stanford, California

4. Nanyang Business School, Nanyang Technological University, Singapore

Funder

JSPS KAKENHI

Publisher

Informa UK Limited

Subject

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

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2019.1653202

Reference17 articles.

1. Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts

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

3. Bayesian Poisson log-bilinear mortality projections

4. Multistate Actuarial Models of Functional Disability

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1. Bayesian projection of cohort healthy life expectancies with long-term care insurance data;Japanese Journal of Statistics and Data Science;2024-06-11

2. Impacto de los accidentes en el hogar y de ocio en la discapacidad y costes de larga duración en España según la encuesta Edad 2020;Anales del Instituto de Actuarios Españoles;2023-12-13

3. A New Class of Counting Distributions Embedded in the Lee–Carter Model for Mortality Projections: A Bayesian Approach;Risks;2022-05-27

4. Longevity risk and capital markets: The 2019-20 update;Insurance: Mathematics and Economics;2021-07

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