Search Results - subject:"Multi-population mortality models"

Longevity risk and economic growth in sub-populations : evidence from Italy

Bozzo, Giuseppina; Levantesi, Susanna; Menzietti, … - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 101-115

Persistent link: https://www.econbiz.de/10012587821

Fitting multi-population mortality models to socio-economic groups

Wen, Jie; Cairns, Andrew; Kleinow, Torsten - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 1, pp. 144-172

Persistent link: https://www.econbiz.de/10012505607

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

Forecasting mortality for small populations by mixing mortality data

Ahcan, Ales; Medved, Darko; Olivieri, Annamaria; … - In: Insurance: Mathematics and Economics 54 (2014) C, pp. 12-27

In this paper we address the problem of projecting mortality when data are severely affected by random fluctuations, due in particular to a small sample size, or when data are scanty. Such situations may emerge when dealing with small populations, such as small countries (possibly previously...

Persistent link: https://www.econbiz.de/10010729668

Forecasting mortality for small populations by mixing mortality data

Ahcan, Ales; Medved, Darko; Olivieri, Annamaria; … - In: Insurance 54 (2014), pp. 12-27

Persistent link: https://www.econbiz.de/10010259687