The Lee-Carter model under Bayesian analysis : Markov Chain Monte Carlo simulation with WinBUGS.
Mortality improvement has become a significant concern in mortality projections because it directly affects the risk in life insurance business. As such, the Lee-Carter model that uses a stochastic framework is preferred against other deterministic models because of its allowance for the associated...
Saved in:
Main Authors: | Tan, Chong It., Lu, Xin., Chong, Zi Kent. |
---|---|
Other Authors: | Li Ka Ki Jackie |
Format: | Final Year Project |
Language: | English |
Published: |
2010
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/33720 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation
by: Yang, Juntao, et al.
Published: (2023) -
An investigation into an alternative transition criterion of the Transitional Markov Chain Monte Carlo method for Bayesian model updating
by: Lye, Adolphus, et al.
Published: (2023) -
Logistic mixtures vs. Markov chain Monte Carlo
by: De Leon, Karmello Juan C., et al.
Published: (2008) -
Assessment of atmospheric pollutant emissions by ships using the Bayesian Markov chain Monte Carlo probabilistic forecasting algorithm
by: Liu, Jiahui
Published: (2022) -
PERAMALAN MORTALITA
DENGAN MENGGUNAKAN METODE LEE-CARTER
FORECASTING MORTALITY USING THE LEE-CARTER METHOD
by: , Tri Tanami Sukraini, et al.
Published: (2013)