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 … buckets. To be compliant with the design and calibration strategy of the Li and Lee model, we transform the weekly mortality …, like COVID-19 in the year 2020, we weigh this data point in either the calibration or projection step. Obviously, the more …
