Semi-parametric accelerated hazard relational models with applications to mortality projections

DOI10.1016/J.INSMATHECO.2016.02.003MaRDI QIDQ320247zbMATH OpenOpenAlexFDO

Authors Meitner Cadena, Michel Denuit

Publication date 6 October 2016

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2016.02.003

zbMATH Keywords

Poisson regressionaccelerated hazardlife tablesmortality projectionRueff's adjustment

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 5522381 (Why is no real title available?)
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• A gravity model of mortality rates for two related populations
• A linear regression approach to modeling mortality rates of different forms
• Analysis of Accelerated Hazards Models
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Closing and projecting life tables using log-linear models
• Constructing entity specific projected mortality table: adjustment to a reference
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Non-life rate-making with Bayesian GAMs
• Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
• Robust forecasting of mortality and fertility rates: a functional data approach
• Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting

Cited in

(10)

• A synthesis mortality model for the elderly
• Duration of long-term care: socio-economic factors, type of care interactions and evolution
• From regulatory life tables to stochastic mortality projections: the exponential decline model
• Semiparametric regression for dual population mortality
• Induced smoothing for the semiparametric accelerated hazards model
• A Bayesian non-parametric model for small population mortality
• Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
• BRASS' RELATIONAL MODEL: A STATISTICAL ANALYSIS
• A new measure of mortality differentials based on precedence probability
• A semiparametric panel approach to mortality modeling

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