Modeling trends in cohort survival probabilities

DOI10.1016/J.INSMATHECO.2015.05.009MaRDI QIDQ495464zbMATH OpenOpenAlexFDO

Authors P. Hatzopoulos, Steven Haberman

Publication date 14 September 2015

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

Full work available at URL http://openaccess.city.ac.uk/id/eprint/12162/2/CC%20BY-NC-ND%204%200.pdf

zbMATH Keywords

cohort mortalitydynamic linear regressiongeneralized linear modelsmortality forecastingmultinomial responsessparse principal component analysis

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

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Cites work

• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• A dynamic parameterization modeling for the age-period-cohort mortality
• A parameterized approach to modeling and forecasting mortality
• A Rapidly Convergent Descent Method for Minimization
• Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
• Extending the Lee-Carter model: a three-way decomposition
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• Modeling and forecasting U.S. mortality. (With discussion)
• Projecting Mortality Trends
• Rethinking age-period-cohort mortality trend models

Cited in

(8)

• Cause of death specific cohort effects in U.S. mortality
• A simple method for age-period-cohort decomposition of firm survival data
• Mortality surface by means of continuous time cohort models
• Modelling and projecting mortality improvement rates using a cohort perspective
• A handbook of parametric survival models for actuarial use
• Introducing and evaluating a new multiple-component stochastic mortality model
• A dynamic parameterization modeling for the age-period-cohort mortality
• Forecasting age distribution of deaths: cumulative distribution function transformation

Describes a project that uses

Uses Software

• Human Mortality
• DSPCA

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