Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting

Cites Work

Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
Robust forecasting of mortality and fertility rates: a functional data approach
Local Regression and Likelihood
A Poisson log-bilinear regression approach to the construction of projected lifetables.
Bayesian Poisson log-bilinear mortality projections
Smoothing and forecasting mortality rates
On the forecasting of mortality reduction factors
Lee-Carter mortality forecasting with age-specific enhancement.
Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
Title not available (Why is that?)
An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
Graduation by piecewise cubic polynomials: A historical review

Cited In (34)

On the Structure and Classification of Mortality Models
Parameter risk in time-series mortality forecasts
Intrinsic objective Bayesian estimation of the mean of the Tweedie family
Multivariate long-memory cohort mortality models
Incorporating structural changes in mortality improvements for mortality forecasting
Age-coherent extensions of the Lee-Carter model
Longevity Risk and Capital Markets: The 2017–2018 Update
Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
Smoothing constrained generalized linear models with an application to the Lee-Carter model
Coherent forecasting of mortality rates: a sparse vector-autoregression approach
Smoothing Poisson common factor model for projecting mortality jointly for both sexes
Comonotonic approximations to quantiles of life annuity conditional expected present value
Semi-parametric accelerated hazard relational models with applications to mortality projections
Statistical emulators for pricing and hedging longevity risk products
Longevity risk and capital markets: the 2019--20 update
Learning and forecasting of age-specific period mortality via B-spline processes with locally-adaptive dynamic coefficients
Multivariate time series modeling, estimation and prediction of mortalities
Longevity Risk and Capital Markets: The 2012–2013 Update
Drivers of mortality dynamics: identifying age/period/cohort components of historical U.S. mortality improvements
The slowdown in mortality improvement rates 2011--2017: a multi-country analysis
GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
Editorial: Longevity risk and capital markets: the 2013--14 update
Cohort extensions of the Poisson common factor model for modelling both genders jointly
Longevity risk and capital markets: the 2015--16 update
On stochastic mortality modeling
Unifying mortality forecasting model: an investigation of the COM-Poisson distribution in the GAS model for improved projections
Periodic or generational actuarial tables: which one to choose?
Explaining Young mortality
On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach
Quantile mortality modelling of multiple populations via neural networks
Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model
A group regularisation approach for constructing generalised age-period-cohort mortality projection models
Multistate models in health insurance

This page was built for publication: Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4970872)