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+ (µx,t′+h)2 Var Θi x + µx,t′+h Var Θi x P v(Ei x,vµx,v)2 (P v Eix,vµx,v)2 + 1P v Eix,vµx,v ! = Var Θi x P v(Ei x,vµx,v)2 (P v Eix,vµx,v)2 + σ2 x,t′+h + µx,t′+h ! + σ2 x,t′+h + 1P v Eix,vµx,v , with σ2 x,t′+h := Var(µx,t′+h | G i x,t′) = Va · 2021

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stat.AP 1

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2025 1

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UNVERDICTED 1

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Forecasting sub-population mortality using credibility theory

stat.AP · 2025-07-16 · unverdicted · novelty 5.0

Extends classical credibility theory to stochastic mortality models, producing sub-population predictors as weighted averages of super- and sub-population forecasts with explicit quadratic error formulas.

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  • Forecasting sub-population mortality using credibility theory stat.AP · 2025-07-16 · unverdicted · none · ref 4

    Extends classical credibility theory to stochastic mortality models, producing sub-population predictors as weighted averages of super- and sub-population forecasts with explicit quadratic error formulas.