The forecasting performance of mortality models

DOI10.1007/s10182-011-0186-xzbMath1443.62353OpenAlexW2156448386MaRDI QIDQ1633273

Hendrik Hansen

Publication date: 19 December 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-011-0186-x

zbMATH Keywords

Monte Carlo simulationLee-Carter modelmortality forecastingBrass model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Uses Software

• forecast
• Demography
• Human Mortality

Cites Work

• Unnamed Item
• University student enrollment forecasts by analyzing structural ratios using ARIMA-methods
• Bayesian Poisson log-bilinear mortality projections
• A parameterized approach to modeling and forecasting mortality
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Applied mathematical demography
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Uncertainty in mortality projections: an actuarial perspective

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