Modeling and forecasting mortality rates

DOI10.1016/j.insmatheco.2013.01.002zbMath1284.91259OpenAlexW3125802477MaRDI QIDQ2442526

Kumar Muthuraman, Rafael Mendoza-Arriaga, Daniel Jon Mitchell, Patrick L. Brockett

Publication date: 3 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.01.002

zbMATH Keywords

time seriesstatisticsmortality ratesmortality forecasting

Mathematics Subject Classification ID

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Cites Work

• Modeling and Forecasting U.S. Mortality
• Parametric mortality improvement rate modelling and projecting
• On stochastic mortality modeling
• Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models
• Principal component analysis.
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Generating Random Variates Using Transformations with Multiple Roots
• Extending Lee–Carter Mortality Forecasting

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