On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England

From MaRDI portal
Publication:5742669

DOI10.1080/10920277.2013.866034zbMath1412.91057OpenAlexW2027758682MaRDI QIDQ5742669

Steven Haberman, Andrés M. Villegas

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/4042/1/NAAJ_Submission_Dec2012.pdf



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (43)

Sex-specific mortality forecasting for UK countries: a coherent approachExchangeable mortality projectionCharacterization of between-group inequality of longevity in European union countriesGrouped multivariate and functional time series forecasting: an application to annuity pricingCoherent modeling of male and female mortality using Lee-Carter in a complex number frameworkSocio-economic differentiation in experienced mortality modelling and its pricing implicationsMODELLING MORTALITY FOR PENSION SCHEMESA COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGESA BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITYMind the Gap: A Study of Cause-Specific Mortality by Socioeconomic CircumstancesCoherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and TerritoriesVolterra mortality model: actuarial valuation and risk management with long-range dependenceDynamic hazards modelling for predictive longevity risk assessmentMortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?Producing the Dutch and Belgian mortality projections: a stochastic multi-population standardMortality projections for higher educational attainment with semi-parametric accelerated hazard relational modelsMulti-population mortality modeling with Lévy processesSocioeconomic differentials in mortality: implications on index-based longevity hedgesTarget benefit pension plan with longevity risk and intergenerational equityLongevity risk and capital markets: the 2015--16 updateIdentifiability, cointegration and the gravity modelModelling socio-economic mortality at neighbourhood levelFORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITYSpatial patterns of mortality in the United States: a spatial filtering approachSystematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS DataEditorial: Longevity risk and capital markets: the 2013--14 updateModelling longevity bonds: analysing the Swiss Re Kortis bondPRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGESHow can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approachOptimal investment strategies and risk-sharing arrangements for a hybrid pension planA continuous-time stochastic model for the mortality surface of multiple populationsA combined analysis of hedge effectiveness and capital efficiency in longevity hedgingLinking retirement age to life expectancy does not lessen the demographic implications of unequal lifespansLongevity risk and capital markets: the 2019--20 updateMODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEXLongevity Risk and Capital Markets: The 2017–2018 UpdateUnderstanding Patterns of Mortality Homogeneity and Heterogeneity Across Countries and Their Role in Modeling Mortality Dynamics and Hedging Longevity RiskForward Mortality Rates in Discrete Time II: Longevity Risk and Hedging StrategiesUsing Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life TablesCalibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?Forecasting mortality in subpopulations using Lee-Carter type models: a comparisonOn the effectiveness of natural hedging for insurance companies and pension plansTHE SAINT MODEL: A DECADE LATER



Cites Work


This page was built for publication: On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England