Evaluating the goodness of fit of stochastic mortality models
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Publication:661248
DOI10.1016/j.insmatheco.2010.06.006zbMath1231.91179OpenAlexW2139570988MaRDI QIDQ661248
David Blake, Kevin Dowd, Andrew J. G. Cairns, Guy D. Coughlan, Marwa Khalaf-Allah, David Epstein
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.06.006
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Uses Software
Cites Work
- Modeling and Forecasting U.S. Mortality
- Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models
- Evaluating the goodness of fit of stochastic mortality models
- Robust forecasting of mortality and fertility rates: a functional data approach
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- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
- 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
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