Frank van Berkum

University of Amsterdam - Department of Quantitative Economics (KE)

PhD candidate

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

SCHOLARLY PAPERS

1

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36

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Scholarly Papers (1)

1.

A Bayesian Joint Model for Population and Portfolio-Specific Mortality

Netspar Discussion Paper No. 11/2015-034
Number of pages: 31 Posted: 20 Nov 2015 Last Revised: 17 May 2017
Frank van Berkum, Katrien Antonio and Michel Vellekoop
University of Amsterdam - Department of Quantitative Economics (KE), KU LeuvenUniversity of Amsterdam and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 36 (435,264)

Abstract:

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Bayesian analysis, portfolio-specific mortality, mortality experience, random effects, smoothing prior, simultaneous modelling