A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data

DOI10.1080/10920277.2019.1662316MaRDI QIDQ4987110zbMATH OpenOpenAlexWikidataFDO

Authors Pintao Lyu, Anja De Waegenaere, Bertrand Melenberg

Publication date 28 April 2021

Published in North American Actuarial Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/10920277.2019.1662316

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

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Cites work

• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• A nonidentifiability aspect of the problem of competing risks.
• Are mortality projections always more pessimistic when disaggregated by cause of death?
• Bounds in Competing Risks Models and the War on Cancer
• Cause-of-death mortality: what can be learned from population dynamics?
• Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
• Dependent competing risks: cause elimination and its impact on survival
• Estimates of marginal survival for dependent competing risks based on an assumed copula
• Forecasting Changes in Mortality
• Forecasting mortality trends allowing for cause-of-death mortality dependence
• Modeling and forecasting U.S. mortality. (With discussion)
• Modelling the joint distribution of competing risks survival times using copula functions
• Removing Cancer when it is Correlated with other Causes of Death

Cited in

(11)

• Cause-of-death mortality: what can be learned from population dynamics?
• Longevity risk and capital markets: the 2019--20 update
• A forecast reconciliation approach to cause-of-death mortality modeling
• Multi-population mortality modeling: when the data is too much and not enough
• Are mortality projections always more pessimistic when disaggregated by cause of death?
• Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
• Forecasting mortality rate by multivariate singular spectrum analysis
• Modeling cause-of-death mortality using hierarchical Archimedean copula
• Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
• Longevity Risk Modeling with the Consumer Price Index
• A hierarchical copula-based sparse VECM for cause-of-death mortality rates: modeling, forecasting, and connectedness

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