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Modeling Mortality with a Bayesian Vector Autoregression
Njenga, Carolyn; Sherris, Michael - ARC Centre of Excellence in Population Ageing Research … - 2011
Mortality risk models have been developed to capture trends and common factors driving mortality improvement. Multiple factor models take many forms and are often developed and fitted to older ages. In order to capture trends from young ages it is necessary to take into account the richer age...
Persistent link: https://www.econbiz.de/10010551692
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Evaluation of Group Sequential Clinical Trial Designs
Emerson, Scott; Kittelson, John; Gillen, Daniel - Berkeley Electronic Press - 2004
effect) and statistical (e.g., frequentist type I error, Bayesian posterior probabilities, stochastic curtailment). It is … methods of presenting Bayesian operating characteristics over a range of prior distributions and discuss the difficulty …
Persistent link: https://www.econbiz.de/10005751060
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Bayesian Estimation of Risk-Premia in an APT Context
Darsinos, T.; Satchell, S.E. - Faculty of Economics, University of Cambridge - 2003
Bayesian methodology for estimating factor risk premia and hence equity risk premia for both traded and non-traded factors …
Persistent link: https://www.econbiz.de/10005650522