Incorporating structural changes in mortality improvements for mortality forecasting

DOI10.1080/03461238.2020.1748102MaRDI QIDQ5140650zbMATH OpenOpenAlexFDO

Authors

Publication date 16 December 2020

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2020.1748102

zbMATH Keywords

age patternsLee-Carter methodmortality forecastingmortality trendsstructural changes

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 Poisson log-bilinear regression approach to the construction of projected lifetables.
• Closing and projecting life tables using log-linear models
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• Modeling and forecasting U.S. mortality. (With discussion)
• Mortality regimes and pricing
• Multidimensional Lee-Carter model with switching mortality processes
• Smoothing constrained generalized linear models with an application to the Lee-Carter model
• Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
• The choice of sample size for mortality forecasting: a Bayesian learning approach
• The impact of multiple structural changes on mortality predictions
• Using the Lee-Carter Method to Forecast Mortality for Populations with Limited Data*

Cited in

(12)

• It takes two: why mortality trend modeling is more than modeling one mortality trend
• Modelling and projecting mortality improvement rates using a cohort perspective
• Imparting structural instability to mortality forecasts: Testing for sensitive dependence on initial conditions with innovations
• The impact of multiple structural changes on mortality predictions
• Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
• Changes in mortality and life expectancy: Some methodological issues
• On the structural change of the Lee-Carter model and its actuarial application
• Mortality Change and Forecasting
• Forecasting Mortality Change
• Forecasting Changes in Mortality
• Time-series forecasting of mortality rates using transformer
• Rotation in age patterns of mortality decline: statistical evidence and modeling

Describes a project that uses

Uses Software

• Human Mortality

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