A multivariate evolutionary credibility model for mortality improvement rates-Reference-Cited by-同舟云学术

A multivariate evolutionary credibility model for mortality improvement rates

Published:2016-07 Issue: Volume:69 Page:70-81
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Schinzinger Edo,Denuit Michel M.,Christiansen Marcus C.

Funder

DFG

Retraites Populaires

Publisher

Elsevier BV

Subject

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

Reference26 articles.

1. Börger, M., Aleksic, M.-C., 2014. Coherent projections of age, period, and cohort dependent mortality improvements. In: Living to 100 Symposium. Orlando, Fla. January, Vol. 8, p. 2014.

2. Time Series: Theory and Methods;Brockwell,2006

3. A Course in Credibility Theory and Its Applications;Bühlmann,2005

4. Modeling and forecasting us sex differentials in mortality;Carter;Int. J. Forecast.,1992

5. Forecasting mortality in the event of a structural change;Coelho;J. Roy. Statist. Soc. Ser. A,2011

Cited by 15 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. Multidimensional credibility: A new approach based on joint distribution function;ASTIN Bulletin;2024-04-12

2. Thirty years on: A review of the Lee–Carter method for forecasting mortality;International Journal of Forecasting;2022-12

3. Poisson Incorporated Credibility Regression Modelling of Systematic Mortality Risk for Populations with Finite Data;Mathematical Problems in Engineering;2022-10-05

4. Modelling Frontier Mortality Using Bayesian Generalised Additive Models;Journal of Official Statistics;2021-09-01

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