Longevity and statistical modelling

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

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...