A Bayesian Approach to Handle Small Population Effects in Stochastic Mortality Models

Dr. Liang Chen, FIA, FSAI, CERA, AFHEA 

Prof. Andrew J.G. Cairns, 

Dr. Torsten Kleinow 

Heriot-Watt University, Edinburgh University College Cork, Ireland

Funded by Actuarial Research Centre

Life Conference, Dublin, 2019

Background and Motivations Impact of population size on mortality modelling based on two-stage approach A Bayesian approach for modelling the small population longevity risk Summary and conclusion Further research