Mortality models based on key mortality rates
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Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
- A continuous-time stochastic model for the mortality surface of multiple populations
- A general procedure for constructing mortality models
- A group regularisation approach for constructing generalised age-period-cohort mortality projection models
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- Affine processes for dynamic mortality and actuarial valuations
- An introduction to statistical learning. With applications in R
- Analysis of Finnish and Swedish mortality data with stochastic mortality models
- Bayesian mortality modelling with pandemics: a vanishing jump approach
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- Coherent modeling of mortality patterns for age-specific subgroups
- Constructing dynamic life tables with a single-factor model
- Estimating the dimension of a model
- Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
- GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
- Key q-duration: a framework for hedging longevity risk
- Lee-Carter mortality forecasting with age-specific enhancement.
- Modeling and forecasting mortality rates
- Modeling and forecasting U.S. mortality. (With discussion)
- Modeling longevity risk with generalized dynamic factor models and vine-copulae
- Modelling and forecasting mortality improvement rates with random effects
- Modelling and forecasting mortality in Spain
- Mortality derivatives and the option to annuitise.
- Mortality forecasting using stacked regression ensembles
- Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness
- On age-period-cohort parametric mortality rate projections
- On stochastic mortality modeling
- Parametric mortality improvement rate modelling and projecting
- Pricing reverse mortgages in Spain
- Robust forecasting of mortality and fertility rates: a functional data approach
- Semiparametric Regression for the Social Sciences
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
- Smoothing and forecasting mortality rates
- Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age-period-cohort model
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Stochastic theory of minimal realization
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
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