The double-gap life expectancy forecasting model

DOI10.1016/J.INSMATHECO.2017.09.011MaRDI QIDQ149471zbMATH OpenOpenAlexFDO

Authors Marius D. Pascariu, Marius D. Pascariu, Vladimir Canudas Romo, James W. Vaupel, Vladimir Canudas-Romo

Publication date January 2018

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.insmatheco.2017.09.011

zbMATH Keywords

best-practice trendslife expectancy forecastingmortality modellingsex-gaptime series models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Forecasting life expectancy: evidence from a new survival function
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
• Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
• Sex-specific mortality forecasting for UK countries: a coherent approach

Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• Modeling and forecasting U.S. mortality. (With discussion)
• Modelling adult mortuality in small populations the saint model
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

Cited in

(14)

• MortalityGaps
• Addressing the life expectancy gap in pension policy
• Macro longevity risk and the choice between annuity products: evidence from Denmark
• Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans
• Longevity risk and capital markets: the 2019--20 update
• Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks
• Longevity Risk and Capital Markets: The 2017–2018 Update
• Life expectancy and lifespan disparity forecasting: a long short-term memory approach
• Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model
• Why Do Females Live Longer Than Males?
• Bayesian joint modelling of life expectancy and healthy life expectancy and valuation of retirement village contract
• Target benefit pension plan with longevity risk and intergenerational equity
• An innovation mortality prediction model with cohort effect
• Jump-skew-Brownian motion mortality model and natural hedging

Describes a project that uses

Uses Software

• Human Mortality
• StMoMo

This page was built for publication: The double-gap life expectancy forecasting model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q149471)