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The choice of sample size for mortality forecasting: A Bayesian learning approach · Study

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ArticleThe choice of sample size for mortality forecasting: A Bayesian learning approach

Hong Li2015

Article2015

The choice of sample size for mortality forecasting: A Bayesian learning approach

Hong Li · Anja M. B. De Waegenaere · Bertrand Melenberg

33 citations·0/0 files stored·Insurance Mathematics and Economics

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Insurance, Mortality, Demography, Risk Management Statistical Distribution Estimation and Applications Statistical Methods in Epidemiology

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References

1992Modeling and Forecasting U. S. Mortality 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors 2002A Poisson log-bilinear regression approach to the construction of projected lifetables 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States 2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method 2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality 2002Applying Lee-Carter under conditions of variable mortality decline

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2017Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements 2016THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK 2021Forecasting mortality with international linkages: A global vector-autoregression approach 2021Mortality Forecasting with an Age-Coherent Sparse VAR Model

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Year2015

Typearticle

Published2015-04-11

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations33

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/j.insmatheco.2015.03.024

openalex_workW2065877807

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2021

Age-coherent extensions of the Lee–Carter model

2018Coherent Mortality Forecasting for Less Developed Countries