Parametric mortality improvement rate modelling and projecting
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Publication:414590
DOI10.1016/j.insmatheco.2011.11.005zbMath1237.91129OpenAlexW2019810218MaRDI QIDQ414590
Steven Haberman, Arthur E. Renshaw
Publication date: 11 May 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.11.005
Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)
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Cites Work
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- On age-period-cohort parametric mortality rate projections
- On stochastic mortality modeling
- Evaluating the goodness of fit of stochastic mortality models
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Lee-Carter mortality forecasting with age-specific enhancement.
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
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