Multi-population mortality models: fitting, forecasting and comparisons

DOI10.1080/03461238.2015.1133450MaRDI QIDQ4575467zbMATH OpenOpenAlexFDO

Authors Vasil Enchev, Torsten Kleinow, Andrew J. G. Cairns

Publication date 13 July 2018

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2015.1133450

zbMATH Keywords

common age effect modelLi and Lee modelmulti-populationstochastic mortality model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to social sciences (62P25) Mathematical geography and demography (91D20)

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Cites work

• A common age effect model for the mortality of multiple populations
• A gravity model of mortality rates for two related populations
• 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
• A step-by-step guide to building two-population stochastic mortality models
• Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
• Modeling and forecasting U.S. mortality. (With discussion)

Cited in

(55)

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