Assessing mortality inequality in the U.S.: what can be said about the future?

DOI10.1016/J.INSMATHECO.2021.03.014MaRDI QIDQ2038231zbMATH OpenOpenAlexFDO

Authors Han Li, Rob J. Hyndman

Publication date 6 July 2021

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2021.03.014

zbMATH Keywords

forecast reconciliationheterogeneityinequalitymortality modelingprobabilistic forecast

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

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Cites work

• A Decision-Theoretic Approach to Interval Estimation
• A forecast reconciliation approach to cause-of-death mortality modeling
• A new look at the statistical model identification
• A NEW MEASURE OF RANK CORRELATION
• A semiparametric panel approach to mortality modeling
• Analyzing mortality bond indexes via hierarchical forecast reconciliation
• Explaining Young mortality
• Grouped multivariate and functional time series forecasting: an application to annuity pricing
• Modeling and forecasting U.S. mortality. (With discussion)
• Optimal combination forecasts for hierarchical time series
• Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
• Robust forecasting of mortality and fertility rates: a functional data approach
• Supply chain forecasting: theory, practice, their gap and the future

Cited in

(4)

• Working, consuming, and dying: quantifying the diversity in the American experience
• A forecast reconciliation approach to cause-of-death mortality modeling
• Probabilistic forecast reconciliation: properties, evaluation and score optimisation
• Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?}

Describes a project that uses

Uses Software

• fpp2

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