Identification and forecasting in mortality models
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Recommendations
- The forecasting performance of mortality models
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- Forecasting mortality rates with a general stochastic mortality trend model
- Forecasting Death Rates Using Exogenous Determinants
- Modelling and forecasting mortality improvement rates with random effects
- A forecast reconciliation approach to cause-of-death mortality modeling
Cites work
- scientific article; zbMATH DE number 3885090 (Why is no real title available?)
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 5145287 (Why is no real title available?)
- scientific article; zbMATH DE number 5522381 (Why is no real title available?)
- scientific article; zbMATH DE number 3522963 (Why is no real title available?)
- scientific article; zbMATH DE number 3602484 (Why is no real title available?)
- scientific article; zbMATH DE number 1432028 (Why is no real title available?)
- A Bayesian forecasting model: predicting U.S. male mortality
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A gravity model of mortality rates for two related populations
- Bayes estimates in one-way and two-way models
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Conditional test for rank in bivariate canonical correlation analysis
- Forecasting with the age-period-cohort model and the extended chain-ladder model
- Identification of the age-period-cohort model and the extended chain-ladder model
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Modeling and forecasting U.S. mortality. (With discussion)
- Modelling adult mortuality in small populations the saint model
- Statistical inference in the Lexis diagram
- The likelihood-ratio test for rank in bivariate canonical correlation analysis
Cited in
(22)- Longevity Risk and Capital Markets: The 2017–2018 Update
- Editorial: Longevity risk and capital markets: the 2013--14 update
- TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY
- Longevity risk and capital markets: the 2015--16 update
- Identifiability, cointegration and the gravity model
- Longevity risk and capital markets: the 2019--20 update
- A review and comparison of age-period-cohort models for cancer incidence
- Small population bias and sampling effects in stochastic mortality modelling
- Hierarchical Bayesian modeling of multi-country mortality rates
- Pitfalls and merits of cointegration-based mortality models
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
- A parameterized approach to modeling and forecasting mortality
- Forecasting Death Rates Using Exogenous Determinants
- Calendar effect and in-sample forecasting
- Generalised additive dependency inflated models including aggregated covariates
- Longevity Risk Modeling with the Consumer Price Index
- Over-Dispersed Age-Period-Cohort Models
- A more meaningful parameterization of the Lee-Carter model
- Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
- Parameter risk in time-series mortality forecasts
- Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
- In-sample forecasting applied to reserving and mesothelioma mortality
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