Mortality forecasts for long-term care subpopulations with longevity risk : a bayesian approach

• Main Authors: Kogure, Atsuyuki, Fushimi, Takahiro, Kamiya, Shinichi
• Other Authors: Nanyang Business School
• Format: Article
• Language: English
• Published: 2021
• Subjects: Business::General; Longevity Risk; Mortality Forecasting
• Online Access: https://hdl.handle.net/10356/151920
• Institution: Nanyang Technological University

This article aims to propose a new Bayesian methodology to forecast mortality rates of long-term care (LTC) subpopulations with longevity risk. A major obstacle to developing such a method is lack of data on the number of deaths in LTC subpopulations, which would prevent us from using conventional m...