A bayesian joint model for population and portfolio-specific mortality
By Frank van Berkum, Katrien Antonio and Michel Vellekoop
| Year of publication: |
2017
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|---|---|
| Authors: | Berkum, Frank van ; Antonio, Katrien ; Vellekoop, Michel |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 47.2017, 3, p. 681-713
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| Subject: | Bayesian analysis | portfolio-specific mortality | mortality projection | von Mises-Fisher prior | smoothing prior | Sterblichkeit | Mortality | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Theorie | Theory |