Cohort extensions of the Poisson common factor model for modelling both genders jointly

DOI10.1080/03461238.2014.908411zbMath1401.91203OpenAlexW2033212676WikidataQ58295287 ScholiaQ58295287MaRDI QIDQ4576959

Uditha Balasooriya, Bowen Yang, Jackie Li

Publication date: 11 July 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2014.908411

zbMATH Keywords

cohort effectcommon factor modeljoint modelling of both genders

Mathematics Subject Classification ID

Related Items (9)

Sex-specific mortality forecasting for UK countries: a coherent approach ⋮ Exchangeable mortality projection ⋮ Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type ⋮ Coherent modeling of male and female mortality using Lee-Carter in a complex number framework ⋮ SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES ⋮ A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES ⋮ Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble ⋮ A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE ⋮ Dispersion modelling of mortality for both sexes with Tweedie distributions

Uses Software

• Human Mortality

Cites Work

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