A multivariate evolutionary credibility model for mortality improvement rates
Year of publication: |
July 2016
|
---|---|
Authors: | Schinzinger, Edo ; Denuit, Michel ; Christiansen, Marcus C. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 69.2016, p. 70-81
|
Subject: | Mortality projection | Predictive distribution | Multi-population modeling | ARMA process | Lee-Carter model | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Theorie | Theory | ARMA-Modell | ARMA model | Multivariate Analyse | Multivariate analysis |
-
Age-coherent extensions of the Lee-Carter model
Gao, Guangyuan, (2021)
-
Liu, Cuixia, (2023)
-
A neural network enhanced volatility component model
Zhai, Jia, (2020)
- More ...
-
A credibility approach for combining likelihoods of generalized linear models
Christiansen, Marcus C., (2016)
-
Reserve-dependent benefits and costs in life and health insurance contracts
Christiansen, Marcus C., (2013)
-
Reserve-dependent benefits and costs in life and health insurance contracts
Christiansen, Marcus C., (2014)
- More ...