Modeling and forecasting U.S. mortality. (With discussion)

DOI10.1080/01621459.1992.10475265zbMATH Open1351.62186OpenAlexW1969498530MaRDI QIDQ104754FDOQ104754

Authors: Ronald D. Lee, Lawrence R. Carter, Ronald D. Lee, None 

Publication date: September 1992

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.1992.10475265

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zbMATH Keywords

forecastmortalitydemographylife expectancypopulationprojection

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Mathematical geography and demography (91D20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

Cites Work

• Choice of function for mortality analysis: Effective forecasting depends on a minimum parameter representation
• Title not available (Why is that?)
• Some Applications of the Singular Decomposition of a Matrix

Cited In (only showing first 100 items - show all)

• Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds
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• Grouped multivariate and functional time series forecasting: an application to annuity pricing
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• On the valuation of reverse mortgage insurance
• Longevity Greeks: what do insurers and capital market investors need to know?
• Constructing dynamic life tables with a single-factor model
• Bayesian value-at-risk backtesting: the case of annuity pricing
• Mortality forecasting using factor models: time-varying or time-invariant factor loadings?
• Assessing mortality inequality in the U.S.: what can be said about the future?
• Cause of death specific cohort effects in U.S. mortality
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• Longevity risk and capital markets: the 2019--20 update
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• Forecasting product liability claims. Epidemiology and modeling in the Manville asbestos case. Foreword by the honorable Jack B. Weinstein.
• Using Taiwan national health insurance database to model cancer incidence and mortality rates
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• Predictive Modeling of Obesity Prevalence for the U.S. Population
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• Clustering and forecasting multiple functional time series
• Stochastic analysis of life insurance surplus

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