Two-dimensional Hazard Estimation for Longevity Analysis

DOI10.1080/034612301101016516MaRDI QIDQ5430574zbMATH OpenOpenAlexFDO

Authors Peter Fledelius, Montserrat Guillen, Jens Perch Nielsen, Michael S. Vogelius

Publication date 16 December 2007

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/034612301101016516

zbMATH Keywords

age mortalitybootstrapcross-validationdemographic dataexpected remaining life-timekernel hazard estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Estimation in survival analysis and censored data (62N02) Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

Recommendations

• Longevity studies based on kernel hazard estimation
• Analysis of oldest-old mortality: lifetables revisited
• REGRESSION MODELLING OF MORTALITY SURFACES AND THE DECELERATION OF MORTALITY
• Bivariate discrete beta kernel graduation of mortality data
• Smoothing and forecasting mortality rates

Cites work

• Bootstrap methods: another look at the jackknife
• Empirical Bayes age-period-cohort analysis of retrospective incidence data
• Kernel estimation in a nonparametric marker dependent hazard model
• Longevity studies based on kernel hazard estimation
• Marker dependent kernel hazard estimation from local linear estimation
• Multiplicative Bias Correction in Kernel Hazard Estimation
• Smoothing counting process intensities by means of kernel functions

Cited in

(8)

• Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
• Analysis of oldest-old mortality: lifetables revisited
• A general semiparametric approach to inference with marker-dependent hazard rate models
• Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
• Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness
• Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
• Longevity studies based on kernel hazard estimation
• Bivariate discrete beta kernel graduation of mortality data

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