The choice of sample size for mortality forecasting : a Bayesian learning approach
Year of publication: |
2015
|
---|---|
Authors: | Li, Hong ; De Waegenaere, Anja ; Melenberg, Bertrand |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 63.2015, p. 153-168
|
Subject: | Lee-Carter model | Cairns-Blake-Dowd model | Gibbs sampling | US and Dutch data | Linear mortality models | Sterblichkeit | Mortality | Theorie | Theory | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Niederlande | Netherlands | Bayes-Statistik | Bayesian inference |
-
The Choice of Sample Size for Mortality Forecasting : A Bayesian Learning Approach
Li, Hong, (2015)
-
Bayesian mortality forecasting with overdispersion
Wong, Jackie S. T., (2018)
-
Tsai, Cary Chi-Liang, (2021)
- More ...
-
Robust Longevity Risk Management
Li, Hong, (2015)
-
Robust mean-variance hedging of longevity risk
Li, Hong, (2017)
-
The Choice of Sample Size for Mortality Forecasting : A Bayesian Learning Approach
Li, Hong, (2015)
- More ...