Prediction of mortality rates using a model with stochastic parameters

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Prediction of mortality rates using a model with stochastic parameters

Prediction of future mortality rates is crucial to insurance companies because they face longevity risks while providing retirement benefits to a population whose life expectancy is increasing. In the past literature, a time series model based on multivariate power-normal distribution has been appli...

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Bibliographic Details
Main Authors:	Tan Chon Sern, Pooi, Ah Hin *
Format:	Article
Language:	English
Published:	AIP Publishing 2016
Subjects:	HA Statistics RA0421 Public health. Hygiene. Preventive Medicine
Online Access:	http://eprints.sunway.edu.my/428/ http://eprints.sunway.edu.my/428/1/Pooi%20Ah%20Hin%205.pdf

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