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  • Search: subject:"Multi population"
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Year of publication
Subject
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Mortality 9 Sterblichkeit 9 Theorie 6 Theory 6 Cointegration 3 Estimation 3 Forecasting model 3 Kointegration 3 Prognoseverfahren 3 Risikomodell 3 Risk model 3 Schätzung 3 multi-population model 3 Bayes-Statistik 2 Bayesian inference 2 COVID-19 2 Central and Eastern Europe 2 Lee and Miller model 2 Lee-Carter model 2 Li and Lee model 2 Stochastic process 2 Stochastischer Prozess 2 Wang transform 2 calibration 2 forecasting 2 life expectancy 2 longevity bond 2 longevity risk 2 mortality 2 mortality crisis 2 mortality forecast 2 mortality modelling 2 multi-population mortality 2 multi-population mortality model 2 pandemic shock 2 stochastic mortality modelling 2 vector error correction 2 Age/period/cohort models 1 Altersvorsorge 1 Bayesian GLM 1
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Online availability
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Free 13 CC license 1
Type of publication
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Article 10 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Article 3 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
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Language
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English 13
Author
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Antonio, Katrien 2 Devriendt, Sander 2 Ji, Min 2 Robben, Jens 2 Tóth, Csaba G. 2 Xing, Guangyu 2 Zhou, Rui 2 Blake, David 1 Euthum, Maximilian 1 Fojtík, Jan 1 Hunt, Andrew 1 Jallbjørn, Snorre 1 Jarner, Søren F. 1 Jevtić, Petar 1 Karel, Tomáš 1 Matějka, Martin 1 Qin, Chengwei 1 Scherer, Matthias 1 Scognamiglio, Salvatore 1 Shi, Jianjie 1 Shi, Yanlin 1 Ungolo, Francesco 1 Wang, Pengjie 1 Zhou, Hongjuan 1 Zhu, Dan 1 Zimmermann, Pavel 1
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Published in...
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ASTIN bulletin : the journal of the International Actuarial Association 2 Risks 2 Risks : open access journal 2 Decisions in economics and finance : a journal of applied mathematics 1 Discussion paper / The Pensions Institute, Cass Business School, City University 1 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 1 European Actuarial Journal 1 Quantitative finance and economics 1 Working Papers on Population, Family and Welfare 1 Working papers on population, family and welfare 1
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Source
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ECONIS (ZBW) 9 EconStor 4
Showing 1 - 10 of 13
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A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population
Euthum, Maximilian; Scherer, Matthias; Ungolo, Francesco - In: European Actuarial Journal 14 (2024) 2, pp. 495-524
A Neural Network (NN) approach for the modelling of mortality rates in a multi-population framework is compared to …
Persistent link: https://www.econbiz.de/10015393808
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Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie; Shi, Yanlin; Wang, Pengjie; Zhu, Dan - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
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Multi-population mortality modeling with Lévy processes
Jevtić, Petar; Qin, Chengwei; Zhou, Hongjuan - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 583-609
Persistent link: https://www.econbiz.de/10014443756
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Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Robben, Jens; Antonio, Katrien; Devriendt, Sander - In: Risks 10 (2022) 2, pp. 1-33
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality …
Persistent link: https://www.econbiz.de/10013200917
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Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Robben, Jens; Antonio, Katrien; Devriendt, Sander - In: Risks : open access journal 10 (2022) 2, pp. 1-33
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality …
Persistent link: https://www.econbiz.de/10012805929
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The SAINT model : a decade later
Jarner, Søren F.; Jallbjørn, Snorre - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 483-517
Persistent link: https://www.econbiz.de/10013270075
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Longevity risk analysis : applications to the Italian regional data
Scognamiglio, Salvatore - In: Quantitative finance and economics 6 (2022) 1, pp. 138-157
Persistent link: https://www.econbiz.de/10013498884
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Multi-population models to handle mortality crises in forecasting mortality: A case study from Hungary
Tóth, Csaba G. - 2021
Central and Eastern European countries faced a serious mortality crisis in the second part of the 20th century, resulting in many years of decreasing life expectancy. In the last few decades, however, this was followed by a period in which mortality improved. This dichotomy of past trends makes...
Persistent link: https://www.econbiz.de/10012533293
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Multi-population models to handle mortality crises in forecasting mortality : a case study from Hungary
Tóth, Csaba G. - 2021
Central and Eastern European countries faced a serious mortality crisis in the second part of the 20th century, resulting in many years of decreasing life expectancy. In the last few decades, however, this was followed by a period in which mortality improved. This dichotomy of past trends makes...
Persistent link: https://www.econbiz.de/10012543289
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Changes of relation in multi-population mortality dependence: An application of threshold VECM
Zhou, Rui; Xing, Guangyu; Ji, Min - In: Risks 7 (2019) 1, pp. 1-18
Standardized longevity risk transfers often involve modeling mortality rates of multiple populations. Some researchers have found that mortality indexes of selected countries are cointegrated, meaning that a linear relationship exists between the indexes. Vector error correction model (VECM) was...
Persistent link: https://www.econbiz.de/10013200432
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