A Bayesian Approach to Modeling and Projecting Cohort Effects
Author:
Affiliation:
1. Pacific Life Re, London, United Kingdom
2. Pensions Institute, Cass Business School, City University of London, London, United Kingdom
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10920277.2019.1649157
Reference31 articles.
1. Survivor Bonds: Helping to Hedge Mortality Risk
2. Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities
3. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
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
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Multi-population mortality projection: The augmented common factor model with structural breaks;International Journal of Forecasting;2023-01
2. A New Class of Counting Distributions Embedded in the Lee–Carter Model for Mortality Projections: A Bayesian Approach;Risks;2022-05-27
3. Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness;North American Actuarial Journal;2022-01-20
4. Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness;N AM ACTUAR J;2021
5. A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS;ASTIN Bulletin;2021-11-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3