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Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1049502
Description: The earlier work on mortality modelling and forecasting has largely focused on the study of a single population. Recently, there is an emerging strand of literature that emphasises the interrelationsh ... More
Reviewed: Reviewed
Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1193247
Description: In this paper, building upon the idea of cross-sectional survival probabilities developed by Brouard (Espaces Popul Soc 2(14–15):157–168, 1986), we propose using stochastic models to study the evoluti ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1049516
Description: When a bonus–malus system with a single set of optimal relativities and a set of simple transition rules is implemented, two inadequacy scenarios are induced because all policyholders are subject to t ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1050264
Description: Where mortality projection is concerned, it is essential to quantify the extent of the prediction error. This is especially important in light of the aggravating risk of longevity and as a result the ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1044661
Description: In this paper, we investigate the construction of mortality indexes using the time-varying parameters in common stochastic mortality models. We first study how existing models can be adapted to satisf ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1053204
Description: 10 page(s)
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1052574
Description: In actuarial modelling, certain statistical tests, such as Pearson's chi-square test, are commonly used for evaluating the goodness of fit. Besides these standard tests, occasionally the limited-value ... More
Reviewed: Reviewed
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