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A multivariate evolutionary credibility model for mortality improvement rates

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  • Schinzinger, Edo
  • Denuit, Michel
  • Christiansen, Marcus

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Suggested Citation

  • Schinzinger, Edo & Denuit, Michel & Christiansen, Marcus, 2016. "A multivariate evolutionary credibility model for mortality improvement rates," LIDAM Reprints ISBA 2016019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2016019
    Note: In : Insurance: Mathematics and Economics, vol. 69, p. 70-81 (2016)
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    Cited by:

    1. Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2022. "Thirty years on: A review of the Lee-Carter method for forecasting mortality," SocArXiv 8u34d, Center for Open Science.
    2. Marie-Pier Bergeron-Boucher & Vladimir Canudas-Romo & James E. Oeppen & James W. Vaupel, 2017. "Coherent forecasts of mortality with compositional data analysis," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 37(17), pages 527-566.
    3. Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2023. "Thirty years on: A review of the Lee–Carter method for forecasting mortality," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1033-1049.
    4. Apostolos Bozikas & Georgios Pitselis, 2019. "Credible Regression Approaches to Forecast Mortality for Populations with Limited Data," Risks, MDPI, vol. 7(1), pages 1-22, February.
    5. Bozikas, Apostolos & Pitselis, Georgios, 2020. "Incorporating crossed classification credibility into the Lee–Carter model for multi-population mortality data," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 353-368.
    6. Salazar García, Juan Fernando & Guzmán Aguilar, Diana Sirley & Hoyos Nieto, Daniel Arturo, 2023. "Modelación de una prima de seguros mediante la aplicación de métodos actuariales, teoría de fallas y Black-Scholes en la salud en Colombia [Modelling of an insurance premium through the application," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 35(1), pages 330-359, June.
    7. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    8. Chen, Yongzhao & Cheung, Ka Chun & Choi, Hugo Ming Cheung & Yam, Sheung Chi Phillip, 2020. "Evolutionary credibility risk premium," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 216-229.

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