Modeling trends in cohort survival probabilities

DOI10.1016/j.insmatheco.2015.05.009zbMath1348.62239OpenAlexW804906550MaRDI QIDQ495464

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

generalized linear modelssparse principal component analysismortality forecastingcohort mortalitydynamic linear regressionmultinomial responses

Mathematics Subject Classification ID

Related Items (1)

Introducing and Evaluating a New Multiple-Component Stochastic Mortality Model

Uses Software

• DSPCA
• Human Mortality

Cites Work

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• Modeling and Forecasting U.S. Mortality
• A dynamic parameterization modeling for the age-period-cohort mortality
• A parameterized approach to modeling and forecasting mortality
• Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Extending the Lee–Carter model: a three-way decomposition
• Rethinking age-period-cohort mortality trend models
• A Rapidly Convergent Descent Method for Minimization
• Projecting Mortality Trends

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