Improving the Forecast of Longevity by Combining Models-Reference-Cited by-同舟云学术

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Improving the Forecast of Longevity by Combining Models

Published:2019-03-20 Issue:2 Volume:23 Page:298-319
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Apicella Giovanna¹^ORCID,Dacorogna Michel²,Di Lorenzo Emilia³,Sibillo Marilena⁴

Affiliation:

1. Faculty of Mathematics and Statistics, University of St. Gallen, St. Gallen, Switzerland

2. Prime Re Solutions, Zug/Baar, Switzerland

3. Department of Economic and Statistical Sciences, University of Naples Federico II, Naples, Italy

4. Department of Economics and Statistics, University of Salerno, Fisciano, Italy

Publisher

Informa UK Limited

Subject

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

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2018.1556701

Reference24 articles.

1. Error Models for Official Mortality Forecasts

2. Mortality Modelling and Forecasting: a Review of Methods

3. Science and Statistics

4. Multimodel Inference

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

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1. Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap;Applied Stochastic Models in Business and Industry;2024-06-10

2. Lee–Carter model: assessing the potential to capture gender-related mortality dynamics;Decisions in Economics and Finance;2023-11-15

3. Forecasting Mortality with Autoencoders: An Application to Italian Mortality Data;Applications of Artificial Intelligence and Neural Systems to Data Science;2023

4. A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components;Annals of Actuarial Science;2022-09-30

5. Longevity risk analysis: applications to the Italian regional data;Quantitative Finance and Economics;2022

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