Econometric models for insurance applications: essays on Bayesian mortality models, heavy tails and extreme value statistics with censored data. KU Leuven
Life insurers, pension funds, health care providers and social security institutions face increasing expenses due to continuing improvements of mortality rates. The actuarial and demographic literature has introduced a myriad of (deterministic and stochastic) models to forecast mortality rates of single and multiple populations.
Chapter 2 in this PhD thesis presents aBayesian analysis of two related multi-population mortality models of ...