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

DOI10.1016/J.INSMATHECO.2016.02.003zbMATH Open1373.62513OpenAlexW1805384709MaRDI QIDQ320247FDOQ320247

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

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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)

Cites Work

• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Robust forecasting of mortality and fertility rates: a functional data approach
• Analysis of Accelerated Hazards Models
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• A Gravity Model of Mortality Rates for Two Related Populations
• Constructing entity specific projected mortality table: adjustment to a reference
• Non-life rate-making with Bayesian GAMs
• Closing and projecting life tables using log-linear models
• Title not available (Why is that?)
• Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
• A Linear Regression Approach to Modeling Mortality Rates of Different Forms
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape

Cited In (9)

• 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
• 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 Synthesis Mortality Model for the Elderly
• A new measure of mortality differentials based on precedence probability
• A semiparametric panel approach to mortality modeling

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