Multi-population mortality modelling and forecasting : a hierarchical credibility regression approach
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20220007238 | ||
| 003 | MAP | ||
| 005 | 20220301094516.0 | ||
| 008 | 220301e20210607esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20220002219$aBozikas, Apostolos | |
| 245 | 1 | 0 | $aMulti-population mortality modelling and forecasting$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 | |
| 700 | 1 | $0MAPA20130010410$aPitselis, Georgios | |
| 773 | 0 | $wMAP20220007085$tEuropean Actuarial Journal$dCham, Switzerland : Springer Nature Switzerland AG, 2021-2022$g07/06/2021 Número 1 - junio 2021 , p. 231-267 |