On Fitting generalized linear and non-linear models of mortality
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Recommendations
- Smoothing and forecasting mortality rates
- Mortality, longevity and experiments with the Lee-Carter model
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- A general procedure for constructing mortality models
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A handbook of parametric survival models for actuarial use
- 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
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Generalized additive models. An introduction with R.
- Generalized Linear Array Models with Applications to Multidimensional Smoothing
- scientific article; zbMATH DE number 3885090 (Why is no real title available?)
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 41075 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- Modeling and forecasting U.S. mortality. (With discussion)
- Smoothing and forecasting mortality rates
- Smoothing constrained generalized linear models with an application to the Lee-Carter model
Cited in
(46)- A quantitative comparison of stochastic mortality models on Italian population data
- Longevity risk and capital markets: the 2015--16 update
- Small population bias and sampling effects in stochastic mortality modelling
- Constructing dynamic life tables with a single-factor model
- Addressing the life expectancy gap in pension policy
- Longevity risk and capital markets: the 2019--20 update
- Pitfalls and merits of cointegration-based mortality models
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
- Characterization of between-group inequality of longevity in European union countries
- The slowdown in mortality improvement rates 2011--2017: a multi-country analysis
- ANALYSIS OF THE EMPIRICAL DISTRIBUTION OF THE RESIDUALS DERIVED FROM FITTING THE HELIGMAN AND POLLARD CURVE TO MORTALITY DATA
- Negative binomial version of the Lee–Carter model for mortality forecasting
- A neural-network analyzer for mortality forecast
- Smoothing Poisson common factor model for projecting mortality jointly for both sexes
- Age-specific adjustment of graduated mortality
- Cohort extensions of the Poisson common factor model for modelling both genders jointly
- Assessing implicit hypotheses in life table construction
- Smoothing and forecasting mortality rates
- GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Time-series forecasting of mortality rates using deep learning
- Longevity Risk and Capital Markets: The 2017–2018 Update
- On the Structure and Classification of Mortality Models
- Mortality forecasting using stacked regression ensembles
- A group regularisation approach for constructing generalised age-period-cohort mortality projection models
- The GLM framework of the Lee–Carter model: a multi-country study
- The Lee-Carter quantile mortality model
- An introduction to gevistic regression mortality models
- Improving the forecast of longevity by combining models
- A general procedure for constructing mortality models
- Predictive Modeling of Obesity Prevalence for the U.S. Population
- Mortality modeling using probability distributions. APPLICATION in greek mortality data
- Identifying subgroups of age and cohort effects in obesity prevalence
- A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts
- Intergenerational actuarial fairness when longevity increases: amending the retirement age
- Flexible Weather Index Insurance Design with Penalized Splines
- Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016
- Accurate and explainable mortality forecasting with the LocalGLMnet
- Evaluating the goodness of fit of stochastic mortality models
- Learning and forecasting of age-specific period mortality via B-spline processes with locally-adaptive dynamic coefficients
- Testing zero-inflation in binomial regression models with an application to electrocardiogram monitoring on atrial fibrillation
- Scanning the horizon: integrating expert knowledge into the calibration of stochastic mortality models
- Revisiting key mortality rate models: novel findings and application of CIR processes to describe mortality trends
- Fast estimation of the Renshaw-Haberman model and its variants
- Random cohort effects and smooth structures for mortality modelling and forecasting: A mixed-effects Gaussian process time series approach
- A holistic approach to interpretable modelling and forecasting of human mortality by gender and country
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