Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/31065
Authors: 
Czado, Claudia
Delwarde, Antoine
Denuit, Michel
Year of Publication: 
2004
Series/Report no.: 
Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 398
Abstract: 
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).
Subjects: 
projected lifetables
expected remaining lifetimes
Poisson regression
MCMC
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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