Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age-period-cohort model
DOI10.1080/03461238.2020.1815238zbMATH Open1471.91457OpenAlexW2915506586MaRDI QIDQ4990507FDOQ4990507
Authors: Erengul Dodd, Jonathan J. Forster, Jakub Bijak, Peter W. F. Smith 
Publication date: 28 May 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2020.1815238
Recommendations
- Parametric mortality improvement rate modelling and projecting
- On age-period-cohort parametric mortality rate projections
- A group regularisation approach for constructing generalised age-period-cohort mortality projection models
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
Cites Work
- Generalized additive models. An introduction with R.
- Modeling and forecasting U.S. mortality. (With discussion)
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Measuring Basis Risk in Longevity Hedges
- Theory of statistics
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Smoothing and forecasting mortality rates
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- Parametric mortality improvement rate modelling and projecting
- Modelling and projecting mortality improvement rates using a cohort perspective
- A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes
- A Hermite-spline model of post-retirement mortality
Cited In (14)
- A synthesis mortality model for the elderly
- From regulatory life tables to stochastic mortality projections: the exponential decline model
- Modelling and projecting mortality improvement rates using a cohort perspective
- Title not available (Why is that?)
- Title not available (Why is that?)
- A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
- Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
- Parametric mortality improvement rate modelling and projecting
- A dynamic parameterization modeling for the age-period-cohort mortality
- Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness
- Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016
- Modeling human population death rates: a bi-dimensional stochastic Gompertz model with correlated Wiener processes
- A group regularisation approach for constructing generalised age-period-cohort mortality projection models
Uses Software
This page was built for publication: Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age-period-cohort model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4990507)
