Multi-population mortality modelling and forecasting : a hierarchical credibility regression approach

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<rdf:Description>
<dc:creator>Bozikas, Apostolos</dc:creator>
<dc:creator>Pitselis, Georgios</dc:creator>
<dc:date>2021-06-07</dc:date>
<dc:description xml:lang="es">Sumario: This paper proposes a multi-level hierarchical credibility regression approach to model multi-population mortality data. Future mortality rates are derived using extrapolation techniques, while the forecasting performances between the proposed model, the original LeeCarter model and two LeeCarter extensions for multiple populations are compared for both genders of three northern European countries with small populations (Ireland, Norway, Finland). Empirical illustrations show that the proposed method produces more accurate forecasts than the LeeCarter model and its multi-population extensions.

</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/178932.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Mortalidad</dc:subject>
<dc:subject xml:lang="es">Modelo Lee-Carter</dc:subject>
<dc:subject xml:lang="es">Técnicas cuantitativas</dc:subject>
<dc:subject xml:lang="es">Irlanda</dc:subject>
<dc:subject xml:lang="es">Noruega</dc:subject>
<dc:subject xml:lang="es">Finlandia</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Multi-population mortality modelling and forecasting : a hierarchical credibility regression approach</dc:title>
<dc:relation xml:lang="es">En: European Actuarial Journal. - Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022. - 07/06/2021 Volúmen 11 - Número 1 - junio 2021 , p. 231-267</dc:relation>
<dc:coverage xml:lang="es">Irlanda</dc:coverage>
<dc:coverage xml:lang="es">Noruega</dc:coverage>
<dc:coverage xml:lang="es">Finlandia</dc:coverage>
</rdf:Description>
</rdf:RDF>