The impact of multiple structural changes on mortality predictions
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Publication:4575367
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Cites work
- scientific article; zbMATH DE number 5522381 (Why is no real title available?)
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- 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
- Analysis of Finnish and Swedish mortality data with stochastic mortality models
- Closing and projecting life tables using log-linear models
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating the number of change-points via Schwarz' criterion
- Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
- Evaluating the goodness of fit of stochastic mortality models
- Explaining Young mortality
- Lee-Carter mortality forecasting with age-specific enhancement.
- Modeling and forecasting U.S. mortality. (With discussion)
- Modeling and management of mortality risk: a review
- Mortality Among the Elderly in Sweden 1988–1997
- Mortality regimes and pricing
- Multidimensional Lee-Carter model with switching mortality processes
- On stochastic mortality modeling
- Relatives' risks: Frailty models of life history data
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Testing and dating of structural changes in practice
- Testing for a unit root in the presence of a possible break in trend
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- The choice of sample size for mortality forecasting: a Bayesian learning approach
- Understanding, modelling and managing longevity risk: key issues and main challenges
Cited in
(21)- The locally linear Cairns-Blake-Dowd model: a note on delta-nuga hedging of longevity risk
- Modelling socio-economic differences in mortality using a new affluence index
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- On the Structure and Classification of Mortality Models
- Parameter risk in time-series mortality forecasts
- Incorporating structural changes in mortality improvements for mortality forecasting
- A synthesis mortality model for the elderly
- Pricing longevity-linked securities in the presence of mortality trend changes
- A Bayesian joint model for population and portfolio-specific mortality
- Longevity Risk and Capital Markets: The 2017–2018 Update
- A neural-network analyzer for mortality forecast
- Longevity risk and capital markets: the 2019--20 update
- Recent declines in life expectancy: implication on longevity risk hedging
- Modeling trend processes in parametric mortality models
- Longevity Risk Modeling with the Consumer Price Index
- Rotation in age patterns of mortality decline: statistical evidence and modeling
- The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Longevity risk and capital markets: the 2015--16 update
- It takes two: why mortality trend modeling is more than modeling one mortality trend
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
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