Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data

DOI10.1016/j.insmatheco.2012.12.009zbMath1284.91238MaRDI QIDQ2442533

Publication date: 3 April 2014

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

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/15995/1/common%20mortality%20modelling%20and%20coherent%20forecasts.%20An%20empirical%20analysis%20of%20worldwide%20mortality%20data_final.pdf

zbMATH Keywords

coherent; residuals; generalized linear models; sparse principal component analysis; mortality forecasting; dynamic linear regression; fuzzy c-means cluster

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62P05: Applications of statistics to actuarial sciences and financial mathematics

62J12: Generalized linear models (logistic models)

91D20: Mathematical geography and demography

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