A parameterized approach to modeling and forecasting mortality

DOI10.1016/j.insmatheco.2008.10.008zbMath1156.91394OpenAlexW1998463124MaRDI QIDQ1003825

P. Hatzopoulos, Steven Haberman

Publication date: 4 March 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/4071/1/A%20parameterized%20approach%20to%20modeling%20and%20forecasting%20mortality.pdf

zbMATH Keywords

principal component analysisgeneralized linear modelsbootstrap confidence intervalsmortality forecastingdynamic linear regression

Mathematics Subject Classification ID

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Uses Software

• Human Mortality

Cites Work

• Modeling and Forecasting U.S. Mortality
• Survival models in a dynamic context: a survey
• On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
• Robust forecasting of mortality and fertility rates: a functional data approach
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• On the forecasting of mortality reduction factors
• Lee-Carter mortality forecasting with age-specific enhancement.
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics
• Measures, Models, and Graphical Displays in the Analysis of Cross-Classified Data
• Smoothing and forecasting mortality rates
• Some remarks on overdispersion
• Extending Lee–Carter Mortality Forecasting
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
• An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
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