Artikel
Bayesian mixture modelling for mortality projection
Although a large number of mortality projection models have been proposed in the literature, relatively little attention has been paid to a formal assessment of the effect of model uncertainty. In this paper, we construct a Bayesian framework for embedding more than one mortality projection model and utilise the finite mixture model concept to allow for the blending of model structures. Under this framework, the varying features of different model structures can be exploited jointly and coherently to have a more detailed description of the underlying mortality patterns. We show that the proposed Bayesian approach performs well in fitting and forecasting Japanese mortality.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Risks ; ISSN: 2227-9091 ; Volume: 9 ; Year: 2021 ; Issue: 4 ; Pages: 1-12 ; Basel: MDPI
- Klassifikation
-
Wirtschaft
- Thema
-
age-cohort model
Bayesian modelling
Cairns-Blade-Dowd model
finite mixture model
Lee-Carter model
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Li, Jackie
Kogure, Atsuyuki
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2021
- DOI
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doi:10.3390/risks9040076
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 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
- Artikel
Beteiligte
- Li, Jackie
- Kogure, Atsuyuki
- MDPI
Entstanden
- 2021
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