Arbeitspapier
Bayesian Poisson log-bilinear mortality projections
Mortality projections are major concerns for public policy, social security and private insurance. This paper implements a Bayesian log-bilinear Poisson regression model to forecast mortality. Computations are carried out using Markov Chain Monte Carlo methods in which the degree of smoothing is learnt from the data. Comparisons are made with the approach proposed by BROUHNS, DENUIT & VERMUNT (2002a,b), as well as with the original model of LEE & CARTER (1992).
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Paper ; No. 398
- Thema
-
projected lifetables
expected remaining lifetimes
Poisson regression
MCMC
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Czado, Claudia
Delwarde, Antoine
Denuit, Michel
- Ereignis
-
Veröffentlichung
- (wer)
-
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
- (wo)
-
München
- (wann)
-
2004
- DOI
-
doi:10.5282/ubm/epub.1768
- Handle
- URN
-
urn:nbn:de:bvb:19-epub-1768-9
- Letzte Aktualisierung
-
10.03.2025, 11:46 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Czado, Claudia
- Delwarde, Antoine
- Denuit, Michel
- Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
Entstanden
- 2004
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