A dynamic parameterization modeling for the age-period-cohort mortality

DOI10.1016/j.insmatheco.2011.02.007zbMath1218.91082OpenAlexW2002879673MaRDI QIDQ634000

P. Hatzopoulos, Steven Haberman

Publication date: 2 August 2011

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.02.007

zbMATH Keywords

factor analysisgeneralized linear modelsbootstrap confidence intervalssparse principal component analysismortality forecastingdynamic linear regressioncohort

Mathematics Subject Classification ID

Related Items (15)

Functional principal component analysis in age–period–cohort analysis of body mass index data by gender and ethnicity ⋮ Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models ⋮ A proposition of generalized stochastic Milevsky–Promislov mortality models ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data ⋮ A Linear Regression Approach to Modeling Mortality Rates of Different Forms ⋮ Introducing and Evaluating a New Multiple-Component Stochastic Mortality Model ⋮ Editorial: Longevity risk and capital markets: the 2013--14 update ⋮ Modeling trends in cohort survival probabilities ⋮ Longevity Risk and Capital Markets: The 2012–2013 Update ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ A DSA Algorithm for Mortality Forecasting ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ On the Structure and Classification of Mortality Models

Uses Software

• DSPCA

Cites Work

• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• Dynamic mortality factor model with conditional heteroskedasticity
• Survival models in a dynamic context: a survey
• A parameterized approach to modeling and forecasting mortality
• Robust forecasting of mortality and fertility rates: a functional data approach
• An eight-parameter model of human mortality. The single decrement case
• 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.
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics
• Parameterizing age patterns of demographic rates with the multiexponential model schedule∗
• Smoothing and forecasting mortality rates
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
• A multivariate time series approach to projected life tables
• Extending Lee–Carter Mortality Forecasting
• An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data

This page was built for publication: A dynamic parameterization modeling for the age-period-cohort mortality