Prospective mortality tables: taking heterogeneity into account

DOI10.1016/J.INSMATHECO.2015.03.020MaRDI QIDQ492640zbMATH OpenOpenAlexFDO

Authors Frédéric Planchet, Julien Tomas

Publication date 20 August 2015

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2015.03.020

zbMATH Keywords

Cox modelheterogeneitylocal likelihoodlife insuranceprospective mortality tablerelational modelssingular values decomposition

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Forecasting and simulating mortality tables
• Uncertainty in mortality projections: an actuarial perspective
• A general procedure for constructing mortality models
• Age-specific adjustment of graduated mortality
• A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities

Cites work

• scientific article; zbMATH DE number 5713282 (Why is no real title available?)
• 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 comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
• Closing and projecting life tables using log-linear models
• Constructing entity specific projected mortality table: adjustment to a reference
• Lee-Carter mortality forecasting with age-specific enhancement.
• Local Maximum Likelihood Estimation and Inference
• Local Regression and Likelihood
• Local likelihood density estimation
• Modeling and forecasting U.S. mortality. (With discussion)
• Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
• Negative binomial version of the Lee–Carter model for mortality forecasting
• Pension plan valuation and mortality projection: a case study with mortality data
• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
• Robust forecasting of mortality and fertility rates: a functional data approach

Cited in

(11)

• Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
• Longevity Risk and Capital Markets: The 2017–2018 Update
• Age-specific adjustment of graduated mortality
• Longevity risk and capital markets: the 2019--20 update
• Constructing entity specific projected mortality table: adjustment to a reference
• Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland
• A Bayesian non-parametric model for small population mortality
• Forecasting and simulating mortality tables
• Combining Life Table Data
• REGRESSION MODELLING OF MORTALITY SURFACES AND THE DECELERATION OF MORTALITY
• Longevity risk and capital markets: the 2015--16 update

This page was built for publication: Prospective mortality tables: taking heterogeneity into account

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q492640)