A General Procedure for Constructing Mortality Models

DOI10.1080/10920277.2013.852963zbMath1412.91045OpenAlexW2148245792MaRDI QIDQ5742665

David Blake, Andrew Hunt

Publication date: 15 May 2019

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

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/6839/1/General%20procedure%20for%20Constructing.pdf

zbMATH Keywords

demographylongevity riskmortality model construction

Mathematics Subject Classification ID

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Uses Software

• Human Mortality

Cites Work

• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• Parametric mortality improvement rate modelling and projecting
• On age-period-cohort parametric mortality rate projections
• On stochastic mortality modeling
• Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models
• Evaluating the goodness of fit of stochastic mortality models
• A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
• Robust forecasting of mortality and fertility rates: a functional data approach
• Modelling residuals dependence in dynamic life tables: a geostatistical approach
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Lee-Carter mortality forecasting with age-specific enhancement.
• Explaining Young mortality
• Modeling and forecasting mortality rates
• Modelling and projecting mortality improvement rates using a cohort perspective
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• The Analysis of Two-Way Functional Data Using Two-Way Regularized Singular Value Decompositions
• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
• Smoothing and forecasting mortality rates
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
• Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

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