Multi-population mortality models: fitting, forecasting and comparisons
From MaRDI portal
Publication:4575467
DOI10.1080/03461238.2015.1133450zbMath1401.62206OpenAlexW2306589531MaRDI QIDQ4575467
Andrew J. G. Cairns, Vasil Enchev, Torsten Kleinow
Publication date: 13 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2015.1133450
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (22)
Sex-specific mortality forecasting for UK countries: a coherent approach ⋮ Coherent mortality forecasting by the weighted multilevel functional principal component approach ⋮ Shortcuts for the construction of sub-annual life tables ⋮ Inference for the Lee-Carter model with an AR(2) process ⋮ Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard ⋮ Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches ⋮ Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables ⋮ Longevity hedge effectiveness using socioeconomic indices ⋮ Socioeconomic differentials in mortality: implications on index-based longevity hedges ⋮ Locally-coherent multi-population mortality modelling via neural networks ⋮ BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL ⋮ Multi-population mortality forecasting using tensor decomposition ⋮ A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE ⋮ GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS ⋮ Incorporating big microdata in life table construction: A hypothesis-free estimator ⋮ Forecasting mortality rate improvements with a high-dimensional VAR ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model ⋮ Mortality projections for non-converging groups of populations ⋮ Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts ⋮ The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty ⋮ CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS
Cites Work
- Modeling and Forecasting U.S. Mortality
- A step-by-step guide to building two-population stochastic mortality models
- A common age effect model for the mortality of multiple populations
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
- A Gravity Model of Mortality Rates for Two Related Populations
- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
This page was built for publication: Multi-population mortality models: fitting, forecasting and comparisons