A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects
Year of publication: |
2022
|
---|---|
Authors: | Rui, Zhou ; Li, Johnny Siu-Hang |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 16.2022, 3, p. 453-477
|
Subject: | COVID-19 | Expert opinions | Mortality scenario generators | Stochastic mortality models | Sterblichkeit | Mortality | Coronavirus | Simulation | Stochastischer Prozess | Stochastic process | Szenariotechnik | Scenario analysis | Prognoseverfahren | Forecasting model |
-
Evaluating forecast uncertainty with stochastic simulations
Steel, Daniel, (2021)
-
Mortality data correction in the absence of monthly fertility records
Boumezoued, Alexandre, (2021)
-
Tree-based machine learning methods for modeling and forecasting mortality
Bjerre, Dorethe Skovgaard, (2022)
- More ...
-
Economic pricing of mortality-linked securities : a tâtonnement approach
Zhou, Rui, (2015)
-
Modeling period effects in multi-population mortality models : applications to Solvency II
Zhou, Rui, (2014)
-
A step-by-step guide to building two-population stochastic mortality models
Li, Johnny Siu-Hang, (2015)
- More ...