Longevity and statistical modelling

This dissertation consists of two studies on the modelling aspects of mortality (or longevity). In the first paper, we examine cohort extensions of the Poisson common factor model for modelling mortality of both genders jointly. Several alternatives are specified and applied to datasets from five de...

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Bibliographic Details
Main Author: Yang, Bowen
Other Authors: Chen Zhanhui
Format: Theses and Dissertations
Language:English
Published: 2017
Subjects:
Online Access:http://hdl.handle.net/10356/69588
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Institution: Nanyang Technological University
Language: English