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)

• Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
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• Parameter risk in time-series mortality forecasts
• Mortality regimes and longevity risk in a life annuity portfolio
• A review of compositional data analysis and recent advances
• Mortality surface by means of continuous time cohort models
• A Bayesian joint model for population and portfolio-specific mortality
• Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
• Modeling the risk in mortality projections
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• Forecasting product liability claims. Epidemiology and modeling in the Manville asbestos case. Foreword by the honorable Jack B. Weinstein.
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• Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers
• The Lee-Carter quantile mortality model
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• A partial internal model for longevity risk
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• Predictive Modeling of Obesity Prevalence for the U.S. Population
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• Cohort and value-based multi-country longevity risk management
• Rejoinder: Forecasting functional time series
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• On a stochastic nonlocal system with discrete diffusion modeling life tables
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• A Bayesian multivariate risk-neutral method for pricing reverse mortgages
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• Securitization of longevity risk in reverse mortgages
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• On the valuation of reverse mortgages with regular tenure payments
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• Lifetime asset allocation with idiosyncratic and systematic mortality risks
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• A step-by-step guide to building two-population stochastic mortality models
• De-risking defined benefit plans
• Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach

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