Bringing parametric mortality indexes to practice: a generalized CBD model with stochastic socioeconomic differentials in mortality improvements

Author:

Zhou Kenneth Q.,Li Johnny S.-H.,Lyu Pintao

Publisher

Springer Science and Business Media LLC

Reference17 articles.

1. Barbieri, M. 2020. Mortality by socioeconomic category in the united states. Society of Actuaries. https://www.soa.org/resources/research-reports/2020/us-mort-rate-socioeconomic.

2. Cairns, A., M. Kallestrup-Lamb, C.P. Rosenskjold, D. Blake, K. Dowd, et al. 2016. Modelling socio-economic differences in the mortality of Danish males using a new affluence index. London: Pensions Institute, Cass Business School, City University London.

3. Cairns, A.J., D. Blake, and K. Dowd. 2006. A two-factor model for stochastic mortality with parameter uncertainty: Theory and calibration. Journal of Risk and Insurance 73 (4): 687–718.

4. Chan, W.-S., J.S.-H. Li, and J. Li. 2014. The CBD mortality indexes: Modeling and applications. North American Actuarial Journal 18 (1): 38–58.

5. Engle, R. F. and C. W. Granger. 1987. Co-integration and error correction: representation, estimation, and testing. Econometrica: Journal of the Econometric Society, 251–276.

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