Improving the Forecast of Longevity by Combining Models

DOI10.1080/10920277.2018.1556701zbMath1410.91253OpenAlexW2923291890WikidataQ105592781 ScholiaQ105592781MaRDI QIDQ5382572

Michel M. Dacorogna, Emilia Di Lorenzo, Giovanna Apicella, Marilena Sibillo

Publication date: 18 June 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2018.1556701

zbMATH Keywords

Cairns-Blake-Dowd modelmortality projection modelsforecast of longevity

Mathematics Subject Classification ID

Related Items (4)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Mean reversion in stochastic mortality: why and how? ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment

Cites Work

• Unnamed Item
• A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
• Machine learning techniques for mortality modeling
• A Theory of the Term Structure of Interest Rates
• Science and Statistics
• On fitting generalized linear and non-linear models of mortality
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Bayes Factors
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
• Forecasting Cause-Age Specific Mortality Using Two Random Processes

This page was built for publication: Improving the Forecast of Longevity by Combining Models