Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis

DOI10.1080/10920277.2021.1874421MaRDI QIDQ5090566zbMATH OpenOpenAlexFDO

Authors Séverine Arnold, Viktoriya Glushko

Publication date 20 July 2022

Published in North American Actuarial Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/10920277.2021.1874421

Mathematics Subject Classification ID

Applications of statistics to social sciences (62P25) Mathematical geography and demography (91D20)

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Cites work

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• Forecasting mortality trends allowing for cause-of-death mortality dependence
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• International cause-specific mortality rates: new insights from a cointegration analysis
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• Modeling cause-of-death mortality using hierarchical Archimedean copula
• Modelling the joint distribution of competing risks survival times using copula functions
• Statistical analysis of cointegration vectors
• Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

Cited in

(7)

• Cause-specific mortality rates: common trends and differences
• Pitfalls and merits of cointegration-based mortality models
• Macroeconomic effects on mortality revealed by panel analysis with nonlinear trends
• International cause-specific mortality rates: new insights from a cointegration analysis
• Forecasting mortality trends allowing for cause-of-death mortality dependence
• Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
• A hierarchical copula-based sparse VECM for cause-of-death mortality rates: modeling, forecasting, and connectedness

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