A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates-Reference-Cited by-同舟云学术

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A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates

Published:2020-03 Issue: Volume:91 Page:68-84
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Ungolo Francesco,Kleinow Torsten,Macdonald Angus S.

Funder

Actuarial Research Centre of the Institute, UK

Faculty of Actuaries, UK

Publisher

Elsevier BV

Subject

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

Reference35 articles.

1. A new look at the statistical model identification;Akaike;IEEE Trans. Automat. Control,1974

2. Missing values in multivariate analysis;Beale;J. R. Stat. Soc. Ser. B Stat. Methodol.,1975

3. Bayesian stochastic mortality modelling for two populations;Cairns;Astin Bull.,2011

4. Statistical Inference;Casella,2002

5. Detecting parameter redundancy;Catchpole;Biometrika,1997

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2. Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis;Econometrics;2023-10-12

3. Parametric Bootstrap Estimation of Standard Errors in Survival Models When Covariates are Missing;Mathematical and Statistical Methods for Actuarial Sciences and Finance;2021

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