Projecting Mortality Trends

DOI10.1080/10920277.2004.10596137zbMath1085.62517OpenAlexW1770292615MaRDI QIDQ5715966

Carlos Wong-Fupuy, Steven Haberman

Publication date: 6 January 2006

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

Full work available at URL: https://doi.org/10.1080/10920277.2004.10596137

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

Related Items (26)

Corrective factors for longevity projections in a dynamic context ⋮ Life anuities with stochastic survival probabilities: A review ⋮ Measuring the effect of mortality improvements on the cost of annuities ⋮ Fuzzy formulation of the Lee-Carter model for mortality forecasting ⋮ Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts ⋮ A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST ⋮ INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS ⋮ Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection ⋮ Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon ⋮ Analysis of Finnish and Swedish mortality data with stochastic mortality models ⋮ Multidimensional Lee-Carter model with switching mortality processes ⋮ Distribution of the random future life expectancies in log-bilinear mortality projection models ⋮ A more meaningful parameterization of the Lee-Carter model ⋮ Modeling mortality with a Bayesian vector autoregression ⋮ Causes-of-Death Mortality: What Do We Know on Their Dependence? ⋮ A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities ⋮ Modeling trends in cohort survival probabilities ⋮ Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence ⋮ Association and heterogeneity of insured lifetimes in the Lee–Carter framework ⋮ Comonotonic approximations to quantiles of life annuity conditional expected present value ⋮ Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries ⋮ A Model Framework for Mortality and Health Data Classified by Age, Area, and Time ⋮ Modelling residuals dependence in dynamic life tables: a geostatistical approach ⋮ Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables ⋮ Pension Plan Valuation and Mortality Projection ⋮ A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

Cites Work

• Valuation of guaranteed annuity conversion options.
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• 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
• Are mortality projections always more pessimistic when disaggregated by cause of death?
• Effects of targets and aggregation on the propagation of error in mortality forecasts
• An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data

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