Mortality improvement rates : modeling, parameter uncertainty, and robustness

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<rdf:Description>
<dc:creator>Hunt, Andrew</dc:creator>
<dc:creator>Villegas, Andres M.</dc:creator>
<dc:date>2023-03-06</dc:date>
<dc:description xml:lang="es">Sumario: Rather than looking at mortality rates directly, a number of recent academic studies have looked at modeling rates of improvement in mortality when making mortality projections. Although relatively new in the academic literature, the use of mortality improvement rates has a long-standing tradition in actuarial practice when allowing for improvements in mortality from standard mortality tables. However, mortality improvement rates are difficult to estimate robustly, and models of them are subject to high levels of parameter uncertainty, because they are derived by dividing one uncertain quantity by another. Despite this, the studies of mortality improvement rates to date have not investigated parameter uncertainty due to the ad hoc methods used to fit the models to historical data. In this study, we adapt the Poisson model for the numbers of deaths at each age and year proposed in Brouhns, Denuit, and Vermunt to model mortality improvement rates</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/183265.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Índices</dc:subject>
<dc:subject xml:lang="es">Tablas de mortalidad</dc:subject>
<dc:subject xml:lang="es">Distribución Poisson-Beta</dc:subject>
<dc:subject xml:lang="es">Análisis de datos</dc:subject>
<dc:subject xml:lang="es">Análisis predictivos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Mortality improvement rates : modeling, parameter uncertainty, and robustness</dc:title>
<dc:relation xml:lang="es">En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 06/03/2023 Tomo 27 Número 1 - 2023 , p. 47-73</dc:relation>
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