Exchangeable mortality projection

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      <subfield code="a">Exchangeable mortality projection</subfield>
      <subfield code="c">Vered Shapovalov, Zinoviy Landsman, Udi Makov </subfield>
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      <subfield code="a">In 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.

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      <subfield code="a">Proyecciones demográficas</subfield>
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      <subfield code="a">Cálculo actuarial</subfield>
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      <subfield code="a">Makov, Udi E.</subfield>
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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 Número 1 - junio 2021 , 113-133</subfield>
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