Smoothing and forecasting mortality rates
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Recommendations
- On Fitting generalized linear and non-linear models of mortality
- Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
Cites work
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- Inference in Generalized Additive Mixed Models by Using Smoothing Splines
- Miscellanea. On the optimal amount of smoothing in penalised spline regression
- Respiratory health and air pollution: additive mixed model analyses
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- Smoothing and mixed models
- Smoothing parameter selection for smoothing splines: a simulation study
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Some theory for penalized spline generalized additive models
- Thin Plate Regression Splines
Cited in
(only showing first 100 items - show all)- A parameterized approach to modeling and forecasting mortality
- Robust forecasting of mortality and fertility rates: a functional data approach
- Modeling body height in prehistory using a spatio-temporal Bayesian errors-in-variables model
- A quantitative comparison of stochastic mortality models on Italian population data
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- Longevity risk and capital markets: the 2015--16 update
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- Semiparametric regression during 2003--2007
- Constructing dynamic life tables with a single-factor model
- Mortality forecasting using factor models: time-varying or time-invariant factor loadings?
- Addressing the life expectancy gap in pension policy
- Recent declines in life expectancy: implication on longevity risk hedging
- Longevity risk and capital markets: the 2019--20 update
- Clustering and forecasting multiple functional time series
- On constrained smoothing and out-of-range prediction using P-splines: a conic optimization approach
- Bayesian nonparametric dynamic hazard rates in evolutionary life tables
- A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward
- Mortality modeling under stochastic frailty
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- Calibrating affine stochastic mortality models using term assurance premiums
- An age-at-death distribution approach to forecast cohort mortality
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- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- Explaining Young mortality
- Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
- Modeling and forecasting mortality rates
- Pricing European options on deferred annuities
- Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
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- Pricing of Ratchet equity-indexed annuities under stochastic interest rates
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- A simple graphical method for the comparison of two mortality experiences
- Understanding, modelling and managing longevity risk: key issues and main challenges
- A cautionary note on pricing longevity index swaps
- Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach
- Modeling and management of mortality risk: a review
- The evolution of death rates and life expectancy in Denmark
- Efficient two-dimensional smoothing with \(P\)-spline ANOVA mixed models and nested bases
- A DSA algorithm for mortality forecasting
- Lung cancer rate predictions using generalized additive models
- A COMPARISON OF MIXED MODEL SPLINES FOR CURVE FITTING
- Smoothing fertility trends in agricultural field experiments
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
- Managing longevity and disability risks in life annuities with long term care
- scientific article; zbMATH DE number 1489812 (Why is no real title available?)
- Smoothing Poisson common factor model for projecting mortality jointly for both sexes
- Modeling longevity risk with generalized dynamic factor models and vine-copulae
- A credibility approach for combining likelihoods of generalized linear models
- A comparative study of two-population models for the assessment of basis risk in longevity hedges
- Testing for a unit root in Lee-Carter mortality model
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- A partial internal model for longevity risk
- On Fitting generalized linear and non-linear models of mortality
- GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
- Modeling repeated functional observations
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Modeling mortality and pricing life annuities with Lévy processes
- Smooth models of mortality with period shocks
- P-spline ANOVA-type interaction models for spatio-temporal smoothing
- Smoothing constrained generalized linear models with an application to the Lee-Carter model
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
- Longevity Risk and Capital Markets: The 2017–2018 Update
- On the Structure and Classification of Mortality Models
- Life expectancy and lifespan disparity forecasting: a long short-term memory approach
- Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age-period-cohort model
- A general framework for prediction in penalized regression
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- A group regularisation approach for constructing generalised age-period-cohort mortality projection models
- Modeling the risk in mortality projections
- Dynamic principal component regression for forecasting functional time series in a group structure
- The Lee-Carter quantile mortality model
- Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness
- Drivers of mortality dynamics: identifying age/period/cohort components of historical U.S. mortality improvements
- Wavelet-based feature extraction for mortality projection
- Sums of smooth exponentials to decompose complex series of counts
- Segmentation of mortality surfaces by hidden Markov models
- A simple linear regression approach to modeling and forecasting mortality rates
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- Logistic regression for insured mortality experience studies
- Risk analysis of annuity conversion options in a stochastic mortality environment
- Evaluating space-time models for short-term cancer mortality risk predictions in small areas
- Two-dimensional Hazard Estimation for Longevity Analysis
- On Smoothing Trends in Population Index Modeling
- Longevity Risk and Capital Markets: The 2012–2013 Update
- A general procedure for constructing mortality models
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- Flexible Weather Index Insurance Design with Penalized Splines
- Coherent extrapolation of mortality rates at old ages applied to long term care
- Stochastic portfolio specific mortality and the quantification of mortality basis risk
- On stochastic mortality modeling
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