Smoothing constrained generalized linear models with an application to the Lee-Carter model

DOI10.1177/1471082X12471373OpenAlexW2120980979MaRDI QIDQ4970800

Iain D. Currie

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x12471373

zbMATH Keywords

smoothingmortalityconstraintsNewton-Raphsonidentifiabilitygeneralized linear modelsLee-CarterLagrange methods

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (14)

Parameter estimation and inference in dynamic systems described by linear partial differential equations ⋮ SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES ⋮ Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model ⋮ Stochastic mortality dynamics driven by mixed fractional Brownian motion ⋮ On fitting generalized linear and non-linear models of mortality ⋮ Parameter risk in time-series mortality forecasts ⋮ Identifying subgroups of age and cohort effects in obesity prevalence ⋮ Multivariate time series modeling, estimation and prediction of mortalities ⋮ Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach ⋮ Incorporating structural changes in mortality improvements for mortality forecasting ⋮ Predictive Modeling of Obesity Prevalence for the U.S. Population ⋮ GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS ⋮ On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach ⋮ CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS

Uses Software

• R
• gamair

Cites Work

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• Modeling and Forecasting U.S. Mortality
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Generalized Linear Array Models with Applications to Multidimensional Smoothing
• Smoothing and forecasting mortality rates
• Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

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