Add to ORKGMortality projections are major concerns for public policy, social security and private insurance. This paper implements a Bayesian log-bilinear Poisson regression model to forecast mortality. Computations are carried out using Markov Chain Monte Carlo methods in which the degree of smoothing is learnt from the data. Comparisons are made with the approach proposed by Brouhns, Denuit & Vermunt (2002a,b), as well as with the original model of Lee & Carter (1992). Key words and phrases: projected lifetables, expected remaining lifetimes, Poisson regression
We provide forecasts for mortality rates by using two different approaches. First we employ dynamic ...
Life insurance companies deal with two fundamental types of risks when issuing annuity contracts: fi...
It is now well documented that human mortality globally declined during the course of the twentieth ...
Mortality projections are major concerns for public policy, social security and private insurance. T...
Life insurers, pension funds, health care providers and social security institutions face increasing...
The ability to perform mortality forecasting accurately is of considerable interest for a wide varie...
This paper proposes bootstrap procedures for expected remaining lifetimes and life annuity single pr...
Mortality improvements pose a challenge for the planning of public retirement systems as well as for...
This paper implements Wilmoth's [Computational methods for fitting and extrapolating the Lee¿Carter ...
This paper implements Wilmoth’s [Computational methods for fitting and extrapolating the Lee–Carter ...
There is a continuous improvement in mortality rates globally including in Malaysia. Due to systemat...
The improvement of mortality projection is a pivotal topic in the diverse branches related to insura...
In this paper we present a detailed outline of the posterior distributions for the LL model, as desc...
Life insurers, pension funds, health care providers and social security institutions face increasing...
The ability to produce accurate mortality forecasts, accompanied by a set of representative uncertai...
We provide forecasts for mortality rates by using two different approaches. First we employ dynamic ...
Life insurance companies deal with two fundamental types of risks when issuing annuity contracts: fi...
It is now well documented that human mortality globally declined during the course of the twentieth ...
Mortality projections are major concerns for public policy, social security and private insurance. T...
Life insurers, pension funds, health care providers and social security institutions face increasing...
The ability to perform mortality forecasting accurately is of considerable interest for a wide varie...
This paper proposes bootstrap procedures for expected remaining lifetimes and life annuity single pr...
Mortality improvements pose a challenge for the planning of public retirement systems as well as for...
This paper implements Wilmoth's [Computational methods for fitting and extrapolating the Lee¿Carter ...
This paper implements Wilmoth’s [Computational methods for fitting and extrapolating the Lee–Carter ...
There is a continuous improvement in mortality rates globally including in Malaysia. Due to systemat...
The improvement of mortality projection is a pivotal topic in the diverse branches related to insura...
In this paper we present a detailed outline of the posterior distributions for the LL model, as desc...
Life insurers, pension funds, health care providers and social security institutions face increasing...
The ability to produce accurate mortality forecasts, accompanied by a set of representative uncertai...
We provide forecasts for mortality rates by using two different approaches. First we employ dynamic ...
Life insurance companies deal with two fundamental types of risks when issuing annuity contracts: fi...
It is now well documented that human mortality globally declined during the course of the twentieth ...