Bayesian Poisson log-bilinear mortality projections

被引：120

作者：

Czado, C

Delwarde, A

Denuit, M ^{[1
]}

机构：

[1] Catholic Univ Louvain, Inst Sci Actuarielles, B-1348 Louvain, Belgium

[2] Catholic Univ Louvain, Inst Stat, B-1348 Louvain, Belgium

[3] Tech Univ Munich, SCA Zentrum Math, D-85748 Munich, Germany

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 36卷 / 03期

关键词：

projected lifetables; expected remaining lifetimes; Poisson regression; MCMC;

D O I：

10.1016/j.insmatheco.2005.01.001

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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 et al. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：260 / 284

页数：25

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