Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
DOI10.1016/J.INSMATHECO.2011.02.006zbMATH Open1218.91083OpenAlexW1973218373MaRDI QIDQ2276264FDOQ2276264
Authors: Johnny Siu-Hang Li, Wai Sum Chan 
Publication date: 1 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.02.006
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Cites Work
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- On age-period-cohort parametric mortality rate projections
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- Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
- Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts
- Approximate Simultaneous Prediction Intervals for Multiple Forecasts
- Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
Cited In (7)
- Parameter risk in time-series mortality forecasts
- Longevity Risk and Capital Markets: The 2017–2018 Update
- Longevity risk and capital markets: the 2019--20 update
- Longevity Risk and Capital Markets: The 2012–2013 Update
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Longevity risk and capital markets: the 2015--16 update
- Age-specific copula-AR-GARCH mortality models
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