A gravity model of mortality rates for two related populations
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References listed on IDEAS
- Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa, 2011. "Mortality density forecasts: An analysis of six stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 355-367, May.
- Coughlan, Guy & Khalaf-Allah, Marwa & Ye, Yijing & Kumar, Sumit & Cairns, Andrew & Blake, David & Dowd, Kevin, 2011. "Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness," MPRA Paper 35743, University Library of Munich, Germany.
- Booth, H. & Tickle, L., 2008. "Mortality Modelling and Forecasting: a Review of Methods," Annals of Actuarial Science, Cambridge University Press, vol. 3(1-2), pages 3-43, September.
- Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Khalaf-Allah, Marwa, 2011. "Bayesian Stochastic Mortality Modelling for Two Populations," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 41(01), pages 29-59, May.
More about this item
KeywordsGravity model; mortality rates; related populations;
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-01-18 (All new papers)
- NEP-DEM-2012-01-18 (Demographic Economics)
- NEP-HEA-2012-01-18 (Health Economics)
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