Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence
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Publication:5742649
DOI10.1080/10920277.2013.838141zbMath1412.91218OpenAlexW1999138622MaRDI QIDQ5742649
Séverine Arnold-Gaille, Michael Sherris
Publication date: 15 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2013.838141
risk managementvector error correction modelscause-of-death mortality rateslongevity products pricing
Applications of statistics to actuarial sciences and financial mathematics (62P05) Social networks; opinion dynamics (91D30)
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INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS ⋮ Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances ⋮ Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis ⋮ A forecast reconciliation approach to cause-of-death mortality modeling ⋮ What drives population ageing? A cointegration analysis ⋮ Cause-of-death mortality forecasting using adaptive penalized tensor decompositions ⋮ Causes-of-Death Mortality: What Do We Know on Their Dependence? ⋮ Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data ⋮ Modelling longevity bonds: analysing the Swiss Re Kortis bond ⋮ Modeling cause-of-death mortality using hierarchical Archimedean copula ⋮ Cause-specific mortality rates: common trends and differences ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ A Multi-population Approach to Forecasting All-Cause Mortality Using Cause-of-Death Mortality Data ⋮ Dispersion modelling of mortality for both sexes with Tweedie distributions
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