Improving the forecast of longevity by combining models

DOI10.1080/10920277.2018.1556701MaRDI QIDQ5382572zbMATH OpenOpenAlexWikidataFDO

Authors Giovanna Apicella, Michel M. Dacorogna, Emilia Di Lorenzo, Marilena Sibillo

Publication date 18 June 2019

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

Full work available at URL https://doi.org/10.1080/10920277.2018.1556701

zbMATH Keywords

Cairns-Blake-Dowd modelforecast of longevitymortality projection models

Mathematics Subject Classification ID

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Cites work

• A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
• A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
• A theory of the term structure of interest rates
• Bayes Factors
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Forecasting Cause-Age Specific Mortality Using Two Random Processes
• scientific article; zbMATH DE number 5522381 (Why is no real title available?)
• Machine learning techniques for mortality modeling
• On Fitting generalized linear and non-linear models of mortality
• Science and Statistics

Cited in

(9)

• Corrective factors for longevity projections in a dynamic context
• Longevity risk and capital markets: the 2019--20 update
• Life expectancy improvement for multiple cure distributions
• Mean reversion in stochastic mortality: why and how?
• Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment
• Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans
• Lee-Carter model: assessing the potential to capture gender-related mortality dynamics
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
• Forecasting life expectancy: evidence from a new survival function

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