Modelling and projecting mortality improvement rates using a cohort perspective

From MaRDI portal
Publication:2445998

DOI10.1016/j.insmatheco.2013.04.006zbMath1284.91236OpenAlexW1978020605MaRDI QIDQ2445998

Steven Haberman, Arthur E. Renshaw

Publication date: 15 April 2014

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

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/15896/1/IME-D-12-00061R1%5B1%5D.pdf




Related Items

From regulatory life tables to stochastic mortality projections: the exponential decline modelMODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAEPricing longevity-linked derivatives using a stochastic mortality modelThe slowdown in mortality improvement rates 2011--2017: a multi-country analysisMortality Improvement Rates: Modeling, Parameter Uncertainty, and RobustnessLongevity risk and capital markets: the 2015--16 updateSmooth projection of mortality improvement rates: a Bayesian two-dimensional spline approachEditorial: Longevity risk and capital markets: the 2013--14 updateLongevity Risk and Capital Markets: The 2012–2013 UpdateA General Procedure for Constructing Mortality ModelsModeling and pricing longevity derivatives using Skellam distributionRecent declines in life expectancy: implication on longevity risk hedgingLongevity risk and capital markets: the 2019--20 updateDYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTINGModelling and forecasting mortality improvement rates with random effectsLongevity Risk and Capital Markets: The 2017–2018 UpdateOn the Structure and Classification of Mortality ModelsStochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age–period–cohort modelThe heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty



Cites Work