Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
From MaRDI portal
Publication:4970872
DOI10.1177/1471082X0600700103OpenAlexW2021581080MaRDI QIDQ4970872
Antoine Delwarde, Paul H. C. Eilers, Michel M. Denuit
Publication date: 7 October 2020
Published in: Statistical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/1471082x0600700103
Related Items (31)
Multistate models in health insurance ⋮ Semi-parametric accelerated hazard relational models with applications to mortality projections ⋮ Statistical emulators for pricing and hedging longevity risk products ⋮ A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS ⋮ SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES ⋮ COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH ⋮ Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model ⋮ Cohort extensions of the Poisson common factor model for modelling both genders jointly ⋮ Parameter risk in time-series mortality forecasts ⋮ The slowdown in mortality improvement rates 2011--2017: a multi-country analysis ⋮ Multivariate time series modeling, estimation and prediction of mortalities ⋮ Explaining Young mortality ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach ⋮ On stochastic mortality modeling ⋮ Drivers of Mortality Dynamics: Identifying Age/Period/Cohort Components of Historical U.S. Mortality Improvements ⋮ Incorporating structural changes in mortality improvements for mortality forecasting ⋮ Editorial: Longevity risk and capital markets: the 2013--14 update ⋮ Longevity Risk and Capital Markets: The 2012–2013 Update ⋮ GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS ⋮ Comonotonic approximations to quantiles of life annuity conditional expected present value ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS ⋮ Smoothing constrained generalized linear models with an application to the Lee-Carter model ⋮ Periodic or generational actuarial tables: which one to choose? ⋮ Intrinsic objective Bayesian estimation of the mean of the Tweedie family ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ On the Structure and Classification of Mortality Models ⋮ Age-coherent extensions of the Lee–Carter model ⋮ On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach ⋮ CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS
Cites Work
- Unnamed Item
- Bayesian Poisson log-bilinear mortality projections
- Robust forecasting of mortality and fertility rates: a functional data approach
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- On the forecasting of mortality reduction factors
- Lee-Carter mortality forecasting with age-specific enhancement.
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- Graduation by piecewise cubic polynomials: A historical review
- Local Regression and Likelihood
- Smoothing and forecasting mortality rates
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
This page was built for publication: Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting