Coherent modeling of mortality patterns for age-specific subgroups

DOI10.1007/S10203-019-00245-YMaRDI QIDQ2331009zbMATH OpenOpenAlexFDO

Authors Giuseppe Giordano, Steven Haberman, Maria Russolillo

Publication date 23 October 2019

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://openaccess.city.ac.uk/id/eprint/21964/1/DEAF-D-18-00116_R1.pdf

zbMATH Keywords

ANOVAhuman mortality databaseLee-Carter modelthree-way data analysisTucker-3

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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Cites work

• A comparative study of two-population models for the assessment of basis risk in longevity hedges
• A multivariate time series approach to projected life tables
• Applied Multiway Data Analysis
• Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
• Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
• Extending the Lee-Carter model: a three-way decomposition
• Modeling and forecasting U.S. mortality. (With discussion)
• Modelling dependent data for longevity projections

Cited in

(12)

• Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
• Extending the Lee-Carter model: a three-way decomposition
• Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
• Modelling the Age‐Period‐Cohort Trend Surface
• A common age effect model for the mortality of multiple populations
• A multi-way analysis of similarity patterns in longevity improvements
• Locally-coherent multi-population mortality modelling via neural networks
• A tensor-based approach to cause-of-death mortality modeling
• Revisiting key mortality rate models: novel findings and application of CIR processes to describe mortality trends
• Applying Markov-switching Bayesian vector autoregression to an age-partitioned Lee-Carter mortality model
• Modeling mortality rates through hierarchical clustering for three-way data
• Mortality models based on key mortality rates

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