Modelling and projecting mortality improvement rates using a cohort perspective
From MaRDI portal
Recommendations
- Parametric mortality improvement rate modelling and projecting
- Modelling and forecasting mortality improvement rates with random effects
- Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness
- Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age-period-cohort model
- Modeling trends in cohort survival probabilities
- Incorporating structural changes in mortality improvements for mortality forecasting
- Modeling the risk in mortality projections
- On age-period-cohort parametric mortality rate projections
- Rethinking age-period-cohort mortality trend models
- Modeling and forecasting duration-dependent mortality rates
Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
- Lee-Carter mortality forecasting with age-specific enhancement.
- Modeling and forecasting mortality rates
- Modelling adult mortuality in small populations the saint model
- On age-period-cohort parametric mortality rate projections
- Parametric mortality improvement rate modelling and projecting
Cited in
(32)- Longevity risk and capital markets: the 2015--16 update
- Modeling and pricing longevity derivatives using Skellam distribution
- Recent declines in life expectancy: implication on longevity risk hedging
- Longevity risk and capital markets: the 2019--20 update
- Modelling and forecasting mortality improvement rates with random effects
- An age-at-death distribution approach to forecast cohort mortality
- From regulatory life tables to stochastic mortality projections: the exponential decline model
- Mortality surface by means of continuous time cohort models
- The slowdown in mortality improvement rates 2011--2017: a multi-country analysis
- Parametric mortality improvement rate modelling and projecting
- scientific article; zbMATH DE number 2054513 (Why is no real title available?)
- Modeling longevity risk with generalized dynamic factor models and vine-copulae
- Rethinking age-period-cohort mortality trend models
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Dynamic principal component regression: application to age-specific mortality forecasting
- Longevity Risk and Capital Markets: The 2017–2018 Update
- On the Structure and Classification of Mortality Models
- A Bayesian approach to modeling and projecting cohort effects
- Improving HMD mortality estimates with HFD fertility data
- Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age-period-cohort model
- Pricing longevity-linked derivatives using a stochastic mortality model
- Drivers of mortality dynamics: identifying age/period/cohort components of historical U.S. mortality improvements
- Longevity Risk and Capital Markets: The 2012–2013 Update
- A general procedure for constructing mortality models
- Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
- Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016
- On age-period-cohort parametric mortality rate projections
- On a delay stochastic system with discrete diffusion modeling life tables
- Quantile-based interpretable neural network models: mortality forecasting and actuarial simulations
- A Bayesian generalized additive model approach for forecasting mortality improvement with external information
- The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
This page was built for publication: Modelling and projecting mortality improvement rates using a cohort perspective
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2445998)
