Evaluating the goodness of fit of stochastic mortality models

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

zbMATH Keywords

goodness of fitmortality modelsstandard normality

Mathematics Subject Classification ID

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Uses Software

• LifeMetrics
• Dowd

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
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• 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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