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

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      <subfield code="b">: a hierarchical credibility regression approach</subfield>
      <subfield code="c">Apostolos Bozikas, Georgios Pitselis </subfield>
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      <subfield code="a">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.

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      <subfield code="t">European Actuarial Journal</subfield>
      <subfield code="d">Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022</subfield>
      <subfield code="g">07/06/2021 Volúmen 11 - Número 1 - junio 2021 , p. 231-267</subfield>
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