Prediction of mortality rates using a model with stochastic parameters
Prediction of future mortality rates is crucial to insurance companies because they face longevity risks while providing retirement benefits to a population whose life expectancy is increasing. In the past literature, a time series model based on multivariate power-normal distribution has been appli...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIP Publishing
2016
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| Subjects: | |
| Online Access: | http://eprints.sunway.edu.my/428/1/Pooi%20Ah%20Hin%205.pdf http://eprints.sunway.edu.my/428/ http://www.aip.scitation.org http://dx.doi.org/10.1063/1.4966106 |
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