A semiparametric panel approach to mortality modeling
From MaRDI portal
Publication:2347116
DOI10.1016/j.insmatheco.2015.02.002zbMath1314.91141OpenAlexW3124901605MaRDI QIDQ2347116
Colin O'Hare, Han Li, Xibin Zhang
Publication date: 26 May 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.02.002
Related Items (8)
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH ⋮ Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach ⋮ Spatial patterns of mortality in the United States: a spatial filtering approach ⋮ Mortality forecasting using factor models: time-varying or time-invariant factor loadings? ⋮ Incorporating statistical clustering methods into mortality models to improve forecasting performances ⋮ Assessing mortality inequality in the U.S.: what can be said about the future? ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Modeling and Forecasting U.S. Mortality
- Trending time-varying coefficient time series models with serially correlated errors
- On stochastic mortality modeling
- Evaluating the goodness of fit of stochastic mortality models
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Explaining Young mortality
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Actuarial Mathematics for Life Contingent Risks
- Non‐parametric time‐varying coefficient panel data models with fixed effects
- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
- Extending Lee–Carter Mortality Forecasting
This page was built for publication: A semiparametric panel approach to mortality modeling