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  • Search: subject:"Coherent mortality forecasting"
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Year of publication
Subject
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Forecasting model 4 Mortality 4 Prognoseverfahren 4 Sterblichkeit 4 Coherent mortality forecasting 3 Hedging 2 Index-based longevity hedges 2 Theorie 2 Theory 2 Actuarial mathematics 1 Co-integration 1 Developing countries 1 Entwicklungsländer 1 Evaluation of mortality models 1 Forecast 1 Global vector-autoregression 1 Globalisierung 1 Globalization 1 Hyperbolic memory process 1 LSTM 1 Multi-population mortality models 1 Multiple populations 1 Population basis risk 1 Prognose 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Selection of mortality models 1 State-space models 1 Stochastic process 1 Stochastischer Prozess 1 Versicherungsmathematik 1 Welt 1 World 1 coherent mortality forecasting 1 developing countries 1 life expectancy 1 lifespan disparity 1 q-forwards 1
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Online availability
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Undetermined 2 CC license 1 Free 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Li, Johnny Siu-Hang 2 Garrido, José 1 Hardy, Mary 1 Li, Hong 1 Liu, Yanxin 1 Shang, Yuxiang 1 Shi, Yanlin 1 Xu, Ran 1 Zhou, Rui 1
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Published in...
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Insurance 3 Risks : open access journal 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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LSTM-based coherent mortality forecasting for developing countries
Garrido, José; Shang, Yuxiang; Xu, Ran - In: Risks : open access journal 12 (2024) 2, pp. 1-24
This paper studies a long short-term memory (LSTM)-based coherent mortality forecasting method for developing countries …
Persistent link: https://www.econbiz.de/10014497392
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Forecasting mortality with international linkages : a global vector-autoregression approach
Li, Hong; Shi, Yanlin - In: Insurance 100 (2021), pp. 59-75
Persistent link: https://www.econbiz.de/10012622381
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It's all in the hidden states : a longevity hedging strategy with an explicit measure of population basis risk
Liu, Yanxin; Li, Johnny Siu-Hang - In: Insurance 70 (2016), pp. 301-319
Persistent link: https://www.econbiz.de/10011597305
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A step-by-step guide to building two-population stochastic mortality models
Li, Johnny Siu-Hang; Zhou, Rui; Hardy, Mary - In: Insurance 63 (2015), pp. 121-134
Persistent link: https://www.econbiz.de/10011349845
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