Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age–period–cohort model

DOI10.1080/03461238.2020.1815238zbMath1471.91457OpenAlexW2915506586MaRDI QIDQ4990507

Erengul Dodd, Jakub Bijak, Peter W. F. Smith, Jonathan J. Forster

Publication date: 28 May 2021

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

Full work available at URL: https://doi.org/10.1080/03461238.2020.1815238

zbMATH Keywords

mortality ratesaging

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Actuarial mathematics (91G05)

Related Items (2)

Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness ⋮ Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach

Uses Software

• gamair

Cites Work

• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• Parametric mortality improvement rate modelling and projecting
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Theory of statistics
• Modelling and projecting mortality improvement rates using a cohort perspective
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Measuring Basis Risk in Longevity Hedges
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• Smoothing and forecasting mortality rates
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
• A Hermite-spline model of post-retirement mortality
• A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes

This page was built for publication: Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age–period–cohort model