Multi-population mortality modelling : a Bayesian hierarchical approach
Jianjie Shi, Yanlin Shi, Pengjie Wang and Dan Zhu
| Year of publication: |
2024
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|---|---|
| Authors: | Shi, Jianjie ; Shi, Yanlin ; Wang, Pengjie ; Zhu, Dan |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 54.2024, 1, p. 46-74
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| Subject: | Lee-Carter model | Markov Chain Monte Carlo | multi-population approach | structural analysis | vector error correction model | Markov-Kette | Markov chain | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Kointegration | Cointegration | Schätzung | Estimation | Sterblichkeit | Mortality | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2023.29 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485594