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

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20220002219‎$a‎Bozikas, Apostolos
24510‎$a‎Multi-population mortality modelling and forecasting‎$b‎: a hierarchical credibility regression approach‎$c‎Apostolos Bozikas, Georgios Pitselis
520  ‎$a‎This 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.
650 4‎$0‎MAPA20080555306‎$a‎Mortalidad
650 4‎$0‎MAPA20100065273‎$a‎Modelo Lee-Carter
650 4‎$0‎MAPA20080608880‎$a‎Técnicas cuantitativas
651 1‎$0‎MAPA20080637927‎$a‎Irlanda
651 1‎$0‎MAPA20080637941‎$a‎Noruega
651 1‎$0‎MAPA20080638177‎$a‎Finlandia
7001 ‎$0‎MAPA20130010410‎$a‎Pitselis, Georgios
7730 ‎$w‎MAP20220007085‎$t‎European Actuarial Journal‎$d‎Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022‎$g‎07/06/2021 Volúmen 11 - Número 1 - junio 2021 , p. 231-267