On fitting generalized linear and non-linear models of mortality

DOI10.1080/03461238.2014.928230zbMath1401.91123OpenAlexW1988768198MaRDI QIDQ4576973

Iain D. Currie

Publication date: 11 July 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2014.928230

zbMATH Keywords

forecastingmortalityconstraintsidentifiabilitygeneralized linear modelsR language

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

Related Items (30)

Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type ⋮ Characterization of between-group inequality of longevity in European union countries ⋮ Mortality forecasting using stacked regression ensembles ⋮ A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS ⋮ A quantitative comparison of stochastic mortality models on Italian population data ⋮ A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST ⋮ SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES ⋮ AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY ⋮ The GLM framework of the Lee–Carter model: a multi-country study ⋮ Cohort extensions of the Poisson common factor model for modelling both genders jointly ⋮ Assessing implicit hypotheses in life table construction ⋮ The slowdown in mortality improvement rates 2011--2017: a multi-country analysis ⋮ Identifying subgroups of age and cohort effects in obesity prevalence ⋮ A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts ⋮ Intergenerational actuarial fairness when longevity increases: amending the retirement age ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Small population bias and sampling effects in stochastic mortality modelling ⋮ The Lee-Carter quantile mortality model ⋮ Improving the Forecast of Longevity by Combining Models ⋮ Editorial: Longevity risk and capital markets: the 2013--14 update ⋮ Predictive Modeling of Obesity Prevalence for the U.S. Population ⋮ Constructing dynamic life tables with a single-factor model ⋮ GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS ⋮ Addressing the life expectancy gap in pension policy ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Time-series forecasting of mortality rates using deep learning ⋮ Pitfalls and merits of cointegration-based mortality models ⋮ An introduction to gevistic regression mortality models ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ On the Structure and Classification of Mortality Models

Uses Software

• R
• GLIM
• gnm
• MortalitySmooth
• Human Mortality

Cites Work

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• Modeling and Forecasting U.S. Mortality
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• A handbook of parametric survival models for actuarial use
• Generalized Linear Array Models with Applications to Multidimensional Smoothing
• Smoothing and forecasting mortality rates
• Smoothing constrained generalized linear models with an application to the Lee-Carter model
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

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