Exchangeable mortality projection
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20220007160 | ||
| 003 | MAP | ||
| 005 | 20220228162637.0 | ||
| 008 | 220228e20210607esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20220002196$aShapovalov, Vered | |
| 245 | 1 | 0 | $aExchangeable mortality projection$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 | |
| 700 | 1 | $0MAPA20110013387$aLandsman, Zinoviy | |
| 700 | 1 | $0MAPA20110013424$aMakov, Udi E. | |
| 773 | 0 | $wMAP20220007085$tEuropean Actuarial Journal$dCham, Switzerland : Springer Nature Switzerland AG, 2021-2022$g07/06/2021 Número 1 - junio 2021 , 113-133 |