Rotation in age patterns of mortality decline: statistical evidence and modeling

DOI10.1017/S0269964822000468zbMATH Open1515.91119OpenAlexW4313889301MaRDI QIDQ6163071FDOQ6163071

Authors: Johnny Siu-Hang Li, Joseph H. T. Kim 

Publication date: 16 June 2023

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964822000468

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zbMATH Keywords

Lee-Carter modelANCOVAlong-term mortality projectionsstochastic mortality forecasts

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Inference from stochastic processes and prediction (62M20)

Cites Work

• Modeling and forecasting U.S. mortality. (With discussion)
• Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach
• Measuring Basis Risk in Longevity Hedges
• Lee-Carter mortality forecasting with age-specific enhancement.
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
• The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
• The impact of multiple structural changes on mortality predictions
• A step-by-step guide to building two-population stochastic mortality models
• The Lee-Carter model for forecasting mortality, revisited
• Modeling period effects in multi-population mortality models: applications to Solvency II
• Explaining the optimality of U-shaped age-specific mortality
• The locally linear Cairns-Blake-Dowd model: a note on delta-nuga hedging of longevity risk
• Recent declines in life expectancy: implication on longevity risk hedging
• Modeling pandemic mortality risk and its application to mortality-linked security pricing
• Rotation of the age pattern of mortality improvements in the European union

Cited In (1)

• Rotation of the age pattern of mortality improvements in the European union

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