Regularized Regression for Reserving and Mortality Models
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DOI: 10.1515/apjri-2018-0022
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- Venter, Gary & Şahın, Şule, 2018. "Parsimonious Parameterization Of Age-Period-Cohort Models By Bayesian Shrinkage - Erratum," ASTIN Bulletin, Cambridge University Press, vol. 48(1), pages 479-479, January.
- Renshaw, A.E. & Haberman, S., 2006. "A cohort-based extension to the Lee-Carter model for mortality reduction factors," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 556-570, June.
- Gao, Guangyuan & Meng, Shengwang, 2018. "Stochastic Claims Reserving Via A Bayesian Spline Model With Random Loss Ratio Effects," ASTIN Bulletin, Cambridge University Press, vol. 48(1), pages 55-88, January.
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Keywords
Bayesian shrinkage; age-period-cohort; MCMC; actuarial;All these keywords.
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