A DSA algorithm for mortality forecasting

DOI10.1080/10920277.2020.1806884MaRDI QIDQ3385439zbMATH OpenOpenAlexFDO

Authors Liqun Diao, Y. C. Meng, Chengguo Weng

Publication date 18 December 2021

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2020.1806884

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

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Cites work

• A cohort-based extension to the Lee-Carter model for mortality reduction factors
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• A comparative study of two-population models for the assessment of basis risk in longevity hedges
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• A gravity model of mortality rates for two related populations
• A parameterized approach to modeling and forecasting mortality
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
• An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
• Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
• Data clustering with actuarial applications
• Deletion/Substitution/Addition Algorithm in Learning with Applications in Genomics
• Extending Lee–Carter Mortality Forecasting
• Extending the Lee-Carter model: a three-way decomposition
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
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• Modeling and forecasting U.S. mortality. (With discussion)
• Robust forecasting of mortality and fertility rates: a functional data approach
• Smoothing and forecasting mortality rates
• Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach

Cited in

(1)

• Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble

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