Human Mortality
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Cited in
(only showing first 100 items - show all)- Clustering and forecasting multiple functional time series
- On the Gompertz-Makeham law: a useful mortality model to deal with human mortality
- A strategy for hedging risks associated with period and cohort effects using q-forwards
- The forecasting performance of mortality models
- Studying health histories of cancer: A new model connecting cancer incidence and survival
- Forecasting mortality rates with a general stochastic mortality trend model
- Characterization of between-group inequality of longevity in European union countries
- iMoMo
- Do actuaries believe in longevity deceleration?
- Identifiability, cointegration and the gravity model
- Education, lifetime labor supply, and longevity improvements
- Mortality data correction in the absence of monthly fertility records
- A unifying framework for assessing changes in life expectancy associated with changes in mortality: the case of violent deaths
- The role of a longevity insurance for defined contribution pension systems
- Mortality surface by means of continuous time cohort models
- On existence and uniqueness of remaining life expectancy estimates in the model of stable population
- Decompression of Period Old-Age Mortality: When Adjusted for Bias, the Variance in the Ages at Death Shows Compression
- Forecasting mortality rate improvements with a high-dimensional VAR
- Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
- Modeling trend processes in parametric mortality models
- Dynamic principal component regression: application to age-specific mortality forecasting
- Constructing dynamic life tables with a single-factor model
- Demographic structure and capital accumulation: A quantitative assessment
- Modeling mortality with a Bayesian vector autoregression
- Rejoinder: Forecasting functional time series
- Cohort extensions of the Poisson common factor model for modelling both genders jointly
- The curse of the plateau. Measuring confidence in human mortality estimates at extreme ages
- A quantitative comparison of stochastic mortality models on Italian population data
- Bayesian nonparametric dynamic hazard rates in evolutionary life tables
- Assessing the solvency of insurance portfolios via a continuous-time cohort model
- The relationship between longevity and lifespan variation
- Optimal time allocation in active retirement
- The mathematics of ageing: linking demography and operations research to study the greying of academia
- Pricing longevity derivatives via Fourier transforms
- Life expectancy and lifespan disparity forecasting: a long short-term memory approach
- Pitfalls and merits of cointegration-based mortality models
- Threshold ages for the relation between lifetime entropy and mortality risk
- Corrective factors for longevity projections in a dynamic context
- The moments of the Gompertz distribution and maximum likelihood estimation of its parameters
- The inverse relationship between life expectancy-induced changes in the old-age dependency ratio and the prospective old-age dependency ratio
- The Lee-Carter quantile mortality model
- Median bilinear models in presence of extreme values
- Incorporating structural changes in mortality improvements for mortality forecasting
- Multi-population modelling and forecasting life-table death counts
- Explaining Young mortality
- Fair retirement under risky lifetime
- Mortality projections for non-converging groups of populations
- A more meaningful parameterization of the Lee-Carter model
- CoMoMo
- Median-Bilinear-Models
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- A new inference strategy for general population mortality tables
- It takes two: why mortality trend modeling is more than modeling one mortality trend
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk
- How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach
- Sensitivity analysis. Matrix methods in demography and ecology
- Calibrating time-dependent one-year relative survival ratio for selected cancers
- Parametric mortality indexes: from index construction to hedging strategies
- Strehler-Mildvan correlation is a degenerate manifold of Gompertz fit
- On closed-form expressions to Gompertz-Makeham life expectancy
- Modelling Deceleration in Senescent Mortality
- Mortality forecasting using stacked regression ensembles
- Bayesian estimation of total fertility from a population's age–sex structure
- “A Quantitative Comparison of Stochastic Mortality Models Using Data from England and Wales and the United States,” Andrew J. G. Cairns, David Blake, Kevin Dowd, Guy D. Coughlan, David Epstein, Alen Ong, and Igor Balevich, Vol. 13, No. 1, 2009
- The double-gap life expectancy forecasting model
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach
- A partial internal model for longevity risk
- Gender Convergence in Human Survival and the Postponement of Death
- A step-by-step guide to building two-population stochastic mortality models
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
- Modeling trends in cohort survival probabilities
- The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds
- A hybrid-forecasting model reducing Gaussian noise based on the Gaussian support vector regression machine and chaotic particle swarm optimization
- Understanding Mortality Rate Deceleration and Heterogeneity
- A multivariate evolutionary credibility model for mortality improvement rates
- A survey of functional principal component analysis
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
- Separable factor analysis with applications to mortality data
- Managing longevity and disability risks in life annuities with long term care
- On Fitting generalized linear and non-linear models of mortality
- Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach
- Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
- Measuring Basis Risk in Longevity Hedges
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
- Rethinking age-period-cohort mortality trend models
- Life insurance surrender and liquidity risks
- Variable selection methods for model-based clustering
- Bivariate discrete beta kernel graduation of mortality data
- Survival models in a dynamic context: a survey
- Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
- A parameterized approach to modeling and forecasting mortality
- Rainbow
- forecast
- nls2
- MSBVAR
- DSPCA
- Demography
- Forecast
- gnm
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