Multiple mortality modeling in Poisson Lee–Carter framework
DOI10.1080/03610926.2014.960580zbMath1365.62414OpenAlexW2293286916MaRDI QIDQ2807800
Gabriella Piscopo, Maria Russolillo, Steven Haberman, Lorenzo Trapani, Valeria D'Amato
Publication date: 25 May 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.960580
factor modelssieve bootstrapLee-Carter modelvector autoregressionmortality modelingserial and cross-sectional correlation
Inference from stochastic processes and prediction (62M20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to social sciences (62P25) Bootstrap, jackknife and other resampling methods (62F40) Mathematical geography and demography (91D20) Reliability and life testing (62N05)
Related Items (2)
Uses Software
Cites Work
- Modeling and Forecasting U.S. Mortality
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts
- Computational framework for longevity risk management
- Sieve bootstrap for time series
- Dual modelling and select mortality
- Modelling dependent data for longevity projections
- Extending the Lee–Carter model: a three-way decomposition
- Measuring Basis Risk in Longevity Hedges
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics
- An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
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