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  • Search: subject:"mortality of multiple populations"
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Subject
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Mortality 3 Sterblichkeit 3 Theorie 3 Theory 3 mortality of multiple populations 3 Age group 2 Altersgruppe 2 Forecasting model 2 Prognoseverfahren 2 cluster analysis 2 common age effect model 2 maximum likelihood estimation 2 mortality modeling and forecasting 2 stochastic mortality model 2 Basis risk 1 Cluster analysis 1 Clusteranalyse 1 Common age effect 1 Lee-Carter model 1 Longevity 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Mortality forecasting 1 Mortality of multiple populations 1 Neural networks 1 Neuronale Netze 1 Stochastic mortality model 1 Stochastic process 1 Stochastischer Prozess 1 convolutional neural networks 1 neural networks 1 prediction intervals 1 uncertainty quantification 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Article 1
Language
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English 4
Author
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Kleinow, Torsten 3 Korn, Ralf 3 Schnürch, Simon 3
Published in...
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ASTIN bulletin : the journal of the International Actuarial Association 1 Insurance / Mathematics & economics 1 Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
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Point and interval forecasts of death rates using neural networks
Schnürch, Simon; Korn, Ralf - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 333-360
Persistent link: https://www.econbiz.de/10012805749
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Clustering-based extensions of the common age effect multi-population mortality model
Schnürch, Simon; Kleinow, Torsten; Korn, Ralf - In: Risks 9 (2021) 3, pp. 1-32
We introduce four variants of the common age effect model proposed by Kleinow, which describes the mortality rates of multiple populations. Our model extensions are based on the assumption of multiple common age effects, each of which is shared only by a subgroup of all considered populations....
Persistent link: https://www.econbiz.de/10013200714
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Cover Image
Clustering-based extensions of the common age effect multi-population mortality model
Schnürch, Simon; Kleinow, Torsten; Korn, Ralf - In: Risks : open access journal 9 (2021) 3, pp. 1-32
We introduce four variants of the common age effect model proposed by Kleinow, which describes the mortality rates of multiple populations. Our model extensions are based on the assumption of multiple common age effects, each of which is shared only by a subgroup of all considered populations....
Persistent link: https://www.econbiz.de/10012508477
Saved in:
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A common age effect model for the mortality of multiple populations
Kleinow, Torsten - In: Insurance / Mathematics & economics 63 (2015), pp. 147-152
Persistent link: https://www.econbiz.de/10011349843
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