Modeling and forecasting U.S. mortality. (With discussion)
From MaRDI portal
(Redirected from Publication:104754)
Recommendations
Cites work
Cited in
(only showing first 100 items - show all)- A group regularisation approach for constructing generalised age-period-cohort mortality projection models
- Assessing implicit hypotheses in life table construction
- The locally linear Cairns-Blake-Dowd model: a note on delta-nuga hedging of longevity risk
- The modern tontine. An innovative instrument for longevity risk management in an aging society
- Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
- Modelling socio-economic differences in mortality using a new affluence index
- A Bühlmann credibility approach to modeling mortality rates
- A general procedure for constructing mortality models
- Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds
- Relative hedging of systematic mortality risk
- The valuation of a guaranteed minimum maturity benefit under a regime-switching framework
- Longevity hedge effectiveness: a decomposition
- The GLM framework of the Lee–Carter model: a multi-country study
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
- On the Structure and Classification of Mortality Models
- Rising Inequality in Life Expectancy by Socioeconomic Status
- A simulation model to analyze the behavior of a faculty retirement plan: a case study in Mexico
- The impact of longevity and investment risk on a portfolio of life insurance liabilities
- Markov aging process and phase-type law of mortality
- A new inference strategy for general population mortality tables
- Parameter risk in time-series mortality forecasts
- Analysis of Finnish and Swedish mortality data with stochastic mortality models
- Correlated age-specific mortality model: an application to annuity portfolio management
- Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models
- On Fitting generalized linear and non-linear models of mortality
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
- Mortality regimes and longevity risk in a life annuity portfolio
- An introduction to gevistic regression mortality models
- Mortality forecasting via multi-task neural networks
- Hedging Mortality/Longevity Risks for Multiple Years
- A review of compositional data analysis and recent advances
- Modelling mortality dependence with regime-switching copulas
- Bias-corrected inference for a modified Lee-Carter mortality model
- Statistical inference for Lee-Carter mortality model and corresponding forecasts
- Multivariate long-memory cohort mortality models
- Quickest drift change detection in Lévy-type force of mortality model
- A cautionary note on natural hedging of longevity risk
- Detecting common longevity trends by a multiple population approach
- Modeling period effects in multi-population mortality models: applications to Solvency II
- On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England
- A Bayesian multivariate risk-neutral method for pricing reverse mortgages
- Learning from COVID-19: a catastrophe mortality bond solution in the post-pandemic era
- Incorporating structural changes in mortality improvements for mortality forecasting
- Parental bereavement: heterogeneous impacts of AIDS in Thailand
- A forecasting model of disease prevalence based on the McKendrick-von Foerster equation
- A synthesis mortality model for the elderly
- The Lee-Carter model for forecasting mortality, revisited
- Securitization of longevity risk in reverse mortgages
- Time-series forecasting of mortality rates using deep learning
- Age-coherent extensions of the Lee-Carter model
- Point and interval forecasts of death rates using neural networks
- Extending the Lee-Carter model with variational autoencoder: A fusion of neural network and Bayesian approach
- Random cohort effects and smooth structures for mortality modelling and forecasting: A mixed-effects Gaussian process time series approach
- A cautionary note on pricing longevity index swaps
- Clustering of mortality paths with the Hellinger distance and visualization through the DISTATIS technique
- Time-consistent and market-consistent actuarial valuation of the participating pension contract
- Forecasting High-Dimensional Functional Time Series: Application to Sub-National Age-Specific Mortality
- A subordinated Markov model for stochastic mortality
- Bayesian Poisson common factor model with overdispersion for mortality forecasting in multiple populations
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- The Impact of Disability Insurance on a Portfolio of Life Insurances
- Forecasting age distribution of life-table death counts via α -transformation
- Modeling and forecasting mortality rates
- Old-age provision: past, present, future
- Using parametric bootstrap to introduce and manage uncertainty: replicated loaded insurance life tables
- Pricing pension buy-outs under stochastic interest and mortality rates
- Mortality surface by means of continuous time cohort models
- Time trends and forecasts of body mass index from repeated cross-sectional data: a different approach
- Corrective factors for longevity projections in a dynamic context
- Simpler Probabilistic Population Forecasts: Making Scenarios Work
- scientific article; zbMATH DE number 7578228 (Why is no real title available?)
- Calibrating affine stochastic mortality models using term assurance premiums
- Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
- Semiparametric regression for dual population mortality
- Affine stochastic mortality
- A Bayesian joint model for population and portfolio-specific mortality
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- Managing longevity and disability risks in life annuities with long term care
- Coherent modeling of mortality patterns for age-specific subgroups
- Sex-specific mortality forecasting for UK countries: a coherent approach
- Forecasting multiple functional time series in a group structure: an application to mortality
- Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate
- Comparison of statistical models to predict age-standardized cancer incidence in Switzerland
- Stochastic life table forecasting: a time-simultaneous fan chart application
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
- Addressing the life expectancy gap in pension policy
- Forecasting product liability claims. Epidemiology and modeling in the Manville asbestos case. Foreword by the honorable Jack B. Weinstein.
- Modeling the risk in mortality projections
- Mortality modeling under stochastic frailty
- PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE
- Modelling life tables with advanced ages: an extreme value theory approach
- Using Taiwan national health insurance database to model cancer incidence and mortality rates
- A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
- Segmentation of mortality surfaces by hidden Markov models
- Consistent dynamic affine mortality models for longevity risk applications
- On the valuation of reverse mortgages with regular tenure payments
- Human capital formation and macroeconomic performance in an ageing small open economy
- Assessment of longevity risk: credibility approach
- The dependency premium based on a multifactor model for dependent mortality data
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
This page was built for publication: Modeling and forecasting U.S. mortality. (With discussion)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q104754)