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Published in 2018 at "Insurance: Mathematics and Economics"
DOI: 10.1016/j.insmatheco.2017.09.023
Abstract: The ability to produce accurate mortality forecasts, accompanied by a set of representative uncertainty bands, is crucial in the planning of public retirement funds and various life-related businesses. In this paper, we focus on one…
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Keywords:
bayesian mortality;
mortality forecasting;
overdispersion;
forecasting overdispersion ... See more keywords