Modeling and forecasting duration-dependent mortality rates

DOI10.1016/j.csda.2014.09.017MaRDI QIDQ1623772

Marcus C. Christiansen, Lucia Teigiszerová, Andreas Niemeyer

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.09.017

zbMATH Keywords

disability insurance; duration dependence; Lee-Carter model; stochastic mortality; Lexis diagram

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G05: Actuarial mathematics

Related Items

Integral and differential equations for the moments of multistate models in health insurance

Cites Work

• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• The mortality of the Italian population: smoothing techniques on the Lee-Carter model
• Robust forecasting of mortality and fertility rates: a functional data approach
• The actuarial treatment of the disability risk in Germany, Austria and Switzerland
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Semiparametric analysis of clustered interval-censored survival data with a cure fraction
• The Solvency II square-root formula for systematic biometric risk
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Extending the Lee–Carter model: a three-way decomposition
• Neue Rechnungsgrundlagen für die BerufsunfÄhigkeitsversicherung DAV1997
• Model Selection and Multimodel Inference
• Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities