Cause-specific mortality rates: common trends and differences

DOI10.1016/J.INSMATHECO.2021.03.027MaRDI QIDQ2038253zbMATH OpenOpenAlexFDO

Authors Séverine Arnold, Viktoriya Glushko

Publication date 6 July 2021

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.insmatheco.2021.03.027

zbMATH Keywords

dependencecointegrationagingcauses of deathcommon stochastic factors

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• scientific article; zbMATH DE number 2199188 (Why is no real title available?)
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• Basis risk modelling: a cointegration-based approach
• Causes-of-Death Mortality: What Do We Know on Their Dependence?
• Coherent forecasting of mortality rates: a sparse vector-autoregression approach
• Forecasting mortality trends allowing for cause-of-death mortality dependence
• International cause-specific mortality rates: new insights from a cointegration analysis
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Measuring Basis Risk in Longevity Hedges
• Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models
• Modeling period effects in multi-population mortality models: applications to Solvency II
• Modelling longevity bonds: analysing the Swiss Re Kortis bond
• Pricing and securitization of multi-country longevity risk with mortality dependence
• Principal component analysis.
• Statistical analysis of cointegration vectors
• Testing for Common Trends

Cited in

(7)

• Recent mortality trends in Greece
• Added value of three-way methods for the analysis of mortality trends illustrated with worldwide female cancer mortality (1968-1985)
• Cause-of-death mortality forecasting using adaptive penalized tensor decompositions
• International cause-specific mortality rates: new insights from a cointegration analysis
• Causes-of-Death Mortality: What Do We Know on Their Dependence?
• Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
• Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016

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