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Exchangeable mortality projection

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
LDR  00000cab a2200000 4500
001  MAP20220007160
003  MAP
005  20220228162637.0
008  220228e20210607esp|||p |0|||b|spa d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20220002196‎$a‎Shapovalov, Vered
24510‎$a‎Exchangeable mortality projection‎$c‎Vered Shapovalov, Zinoviy Landsman, Udi Makov
520  ‎$a‎In 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.
650 4‎$0‎MAPA20080555306‎$a‎Mortalidad
650 4‎$0‎MAPA20080618070‎$a‎Proyecciones demográficas
650 4‎$0‎MAPA20080602642‎$a‎Modelos de simulación
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
7001 ‎$0‎MAPA20110013387‎$a‎Landsman, Zinoviy
7001 ‎$0‎MAPA20110013424‎$a‎Makov, Udi E.
7730 ‎$w‎MAP20220007085‎$t‎European Actuarial Journal‎$d‎Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022‎$g‎07/06/2021 Volúmen 11 - Número 1 - junio 2021 , 113-133