A dynamic parameterization modeling for the age-period-cohort mortality

DOI10.1016/j.insmatheco.2011.02.007zbMath1218.91082MaRDI QIDQ634000

P. Hatzopoulos, Steven Haberman

Publication date: 2 August 2011

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.02.007

zbMATH Keywords

factor analysis; generalized linear models; bootstrap confidence intervals; sparse principal component analysis; mortality forecasting; dynamic linear regression; cohort

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91D20: Mathematical geography and demography

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Uses Software

• DSPCA

Cites Work

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