INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS

DOI10.1017/asb.2015.24zbMath1390.62332OpenAlexW3123774795MaRDI QIDQ4563760

Séverine Arnold-Gaille, Michael Sherris

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2015.24

zbMATH Keywords

cointegrationmortality trendscommon trendsdependencecauses of deathbiological aging

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (11)

Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances ⋮ Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis ⋮ A forecast reconciliation approach to cause-of-death mortality modeling ⋮ What drives population ageing? A cointegration analysis ⋮ Cause-of-death mortality forecasting using adaptive penalized tensor decompositions ⋮ Modeling cause-of-death mortality using hierarchical Archimedean copula ⋮ Cause-specific mortality rates: common trends and differences ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Pitfalls and merits of cointegration-based mortality models ⋮ Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices ⋮ The relationship between longevity and lifespan variation

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