A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates

DOI10.1002/FOR.2353zbMath1365.62478OpenAlexW2160439741MaRDI QIDQ5272545

Tzuling Lin, Cary Chi-Liang Tsai

Publication date: 30 June 2017

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2353

zbMATH Keywords

Lee-Carter modelmortality forecastingCBD modelsurvival probabilities

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to social sciences (62P25) Mathematical geography and demography (91D20)

Related Items (2)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Incorporating the Bühlmann credibility into mortality models to improve forecasting performances

Cites Work

• On age-period-cohort parametric mortality rate projections
• Longevity risk in pension annuities with exchange options: the effect of product design
• Mortality risk modeling: applications to insurance securitization
• An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation
• Longevity risk in portfolios of pension annuities
• On the mortality/longevity risk hedging with mortality immunization
• Actuarial applications of the linear hazard transform in life contingencies
• Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
• Stochastic Mortality: The Impact on Target Capital

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