Exchangeable mortality projection

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<title>Exchangeable mortality projection</title>
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<namePart>Shapovalov, Vered</namePart>
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<namePart>Landsman, Zinoviy</namePart>
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<namePart>Makov, Udi E.</namePart>
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<abstract displayLabel="Summary">In this study we derive a novel multi-population Lee-Carter type model. Specifically, we extend the Bayesian model in Czado et al. (Insur Math Econ 36:260284, 2005) to allow exchangeability between parameters of a group of m populations. In a validation-based examination, the proposed model is found to be beneficial for several examined countries. Also, we examine changes in forecasting ability due to varying calibration periods. Our results suggest that mortality rates from a distant past are inferior to those from a more recent past.

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<note type="statement of responsibility">Vered Shapovalov, Zinoviy Landsman, Udi Makov </note>
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<topic>Mortalidad</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080618070">
<topic>Proyecciones demográficas</topic>
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<topic>Modelos de simulación</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579258">
<topic>Cálculo actuarial</topic>
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<title>European Actuarial Journal</title>
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<publisher>Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022</publisher>
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<identifier type="local">MAP20220007085</identifier>
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<text>07/06/2021 Volúmen 11 - Número 1 - junio 2021 , 113-133</text>
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