Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
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Cites work
- A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics
- A dynamic parameterization modeling for the age-period-cohort mortality
- A parameterized approach to modeling and forecasting mortality
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- scientific article; zbMATH DE number 3793445 (Why is no real title available?)
- Lee-Carter mortality forecasting with age-specific enhancement.
Cited in
(35)- Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks
- Multi-population modelling and forecasting life-table death counts
- Pitfalls and merits of cointegration-based mortality models
- Mortality projections for non-converging groups of populations
- Coherent modeling of mortality patterns for age-specific subgroups
- In-sample forecasting applied to reserving and mesothelioma mortality
- On the effectiveness of natural hedging for insurance companies and pension plans
- Characterization of between-group inequality of longevity in European union countries
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
- Separable factor analysis with applications to mortality data
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk
- Multi-population mortality modeling: when the data is too much and not enough
- The slowdown in mortality improvement rates 2011--2017: a multi-country analysis
- A DSA algorithm for mortality forecasting
- A comparative study of two-population models for the assessment of basis risk in longevity hedges
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- On Fitting generalized linear and non-linear models of mortality
- Modeling trends in cohort survival probabilities
- Understanding patterns of mortality homogeneity and heterogeneity across countries and their role in modeling mortality dynamics and hedging longevity risk
- A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data
- Coherent mortality forecasting by the weighted multilevel functional principal component approach
- Mortality forecasting using stacked regression ensembles
- Forecasting multiple functional time series in a group structure: an application to mortality
- A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE
- Common functional principal component models for mortality forecasting
- Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
- Detecting common longevity trends by a multiple population approach
- Multi-population mortality modeling with Lévy processes
- Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
- Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble
- Clustering of mortality paths with the Hellinger distance and visualization through the DISTATIS technique
- Modeling mortality rates through hierarchical clustering for three-way data
- Gradient boosted multi-population mortality modeling with high-frequency data
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
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