The double-gap life expectancy forecasting model

DOI10.1016/j.insmatheco.2017.09.011zbMath1400.91252OpenAlexW2762418876MaRDI QIDQ149471

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

Publication date: January 2018

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

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

zbMATH Keywords

time series modelsmortality modellingbest-practice trendslife expectancy forecastingsex-gap

Mathematics Subject Classification ID

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

Related Items (10)

Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model ⋮ 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 ⋮ 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 ⋮ MortalityGaps ⋮ 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

Uses Software

• Human Mortality
• StMoMo

Cites Work

• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• 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?
• Modelling Adult Mortality in Small Populations: The Saint Model

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