On the forecasting of mortality reduction factors

From MaRDI portal
Publication:1413407

DOI10.1016/S0167-6687(03)00118-5zbMath1025.62041MaRDI QIDQ1413407

Steven Haberman, Arthur E. Renshaw

Publication date: 16 November 2003

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




Related Items

Characterization of between-group inequality of longevity in European union countries, Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models, A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain), A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS, A proposition of generalized stochastic Milevsky–Promislov mortality models, Pricing reverse mortgages in Spain, Multivariate time series modeling, estimation and prediction of mortalities, Managing longevity and disability risks in life annuities with long term care, Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach, A dynamic parameterization modeling for the age-period-cohort mortality, The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts, The mortality of the Italian population: smoothing techniques on the Lee-Carter model, The Lee-Carter quantile mortality model, Lee-Carter mortality forecasting with age-specific enhancement., A Three-Factor Model for Mortality Modeling, Modelling dependent data for longevity projections, Dynamic mortality factor model with conditional heteroskedasticity, Separable factor analysis with applications to mortality data, Segmentation of mortality surfaces by hidden Markov models, Quadratic stochastic intensity and prospective mortality tables, Robustness and convergence in the Lee-Carter model with cohort effects, Projecting Mortality Trends, Survival models in a dynamic context: a survey, A cohort-based extension to the Lee-Carter model for mortality reduction factors, Calibrating affine stochastic mortality models using term assurance premiums, Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval, Estimating the term structure of mortality, On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling, Mortality, longevity and experiments with the Lee-Carter model, A parameterized approach to modeling and forecasting mortality, Reference mortality K2004 of personal life insurance policies in Finland, Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries, Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting, Understanding Patterns of Mortality Homogeneity and Heterogeneity Across Countries and Their Role in Modeling Mortality Dynamics and Hedging Longevity Risk, On the Structure and Classification of Mortality Models, Extending the Lee–Carter model: a three-way decomposition, Understanding, modelling and managing longevity risk: key issues and main challenges, CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS, The Lee-Carter Model for Forecasting Mortality, Revisited


Uses Software


Cites Work