Measuring mortality heterogeneity with multi-state models and interval-censored data

DOI10.1016/J.INSMATHECO.2016.09.014MaRDI QIDQ506072zbMATH OpenOpenAlexFDO

Authors Alexandre Boumezoued, Nicole El Karoui, Stéphane Loisel

Publication date 31 January 2017

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2016.09.014

zbMATH Keywords

interval-censoringmulti-state modelslongevity riskparametric maximum likelihoodmortality heterogeneity

Mathematics Subject Classification ID

Mathematical geography and demography (91D20)

Recommendations

• Multi-State Mortality by Cause of Death: A Life Table Analysis
• Applications of a multi-state risk factor/mortality model in life insurance
• Mortality modeling and regression with matrix distributions
• Heterogeneity and uncertainty in a multistate framework
• Multidimensional Lee-Carter model with switching mortality processes

Cites work

• scientific article; zbMATH DE number 954977 (Why is no real title available?)
• scientific article; zbMATH DE number 3596112 (Why is no real title available?)
• A penalized likelihood approach for an illness-death model with interval-censored data: application to age-specific incidence of dementia
• Application of survival analysis methods to long-term care insurance.
• Applications of a multi-state risk factor/mortality model in life insurance
• Bayesian Information Criterion for Censored Survival Models
• Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities
• Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations
• Likelihood for Generally Coarsened Observations from Multistate or Counting Process Models
• Managing longevity and disability risks in life annuities with long term care
• Nonparametric Estimation in a Markov “Illness–Death” Process from Interval Censored Observations with Missing Intermediate Transition Status
• Semi-Markov Models with Phase-Type Sojourn Distributions
• Statistical methods for panel data from a semi-Markov process, with application to HPV
• Statistical models based on counting processes
• The Analysis of Panel Data Under a Markov Assumption
• The impact of the determinants of mortality on life insurance and annuities

Cited in

(2)

• Old-age provision: past, present, future
• On the use of multi-state multi-census techniques for modelling the survival of elderly people in institutional long-term care

This page was built for publication: Measuring mortality heterogeneity with multi-state models and interval-censored data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q506072)