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

Recurso electrónico / Electronic resource
Section: Articles
Title: Multi-population mortality modelling and forecasting : a hierarchical credibility regression approach / Apostolos Bozikas, Georgios Pitselis Author: Bozikas, Apostolos
Notes: Sumario: 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.

Related records: En: European Actuarial Journal. - Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022. - 07/06/2021 Volúmen 11 - Número 1 - junio 2021 , p. 231-267Materia / lugar / evento: Mortalidad Modelo Lee-Carter Técnicas cuantitativas Irlanda Noruega Finlandia Otros autores: Pitselis, Georgios
Other categories: 6
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