Abstract:In this paper, we apply and further illustrate a recently developed extended continuous chain ladder model to forecast mesothelioma deaths. Making such a forecast has always been a challenge for insurance companies as exposure is difficult or impossible to measure, and the latency of the disease usually lasts several decades. While we compare three approaches to this problem, we show that the extended continuous chain ladder model is a promising benchmark candidate for asbestosis mortality forecasting due to i… Show more
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