A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities

DOI10.1016/j.insmatheco.2010.07.007zbMath1231.91173OpenAlexW2160729504MaRDI QIDQ661256

Francisco Montes, Ana Debón, Francisco Javier Martinez-Ruiz

Publication date: 10 February 2012

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

Full work available at URL: http://hdl.handle.net/10251/60381

zbMATH Keywords

geostatisticsbootstrap confidence intervalslife table

Mathematics Subject Classification ID

Related Items (11)

Bayesian nonparametric dynamic hazard rates in evolutionary life tables ⋮ Kriging of financial term-structures ⋮ DIFFERENCES IN EUROPEAN MORTALITY RATES: A GEOMETRIC APPROACH ON THE AGE–PERIOD PLANE ⋮ A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES ⋮ Stochastic Mortality Modeling: Key Drivers and Dependent Residuals ⋮ Improving the Forecast of Longevity by Combining Models ⋮ Robustness and convergence in the Lee-Carter model with cohort effects ⋮ A General Procedure for Constructing Mortality Models ⋮ Constructing dynamic life tables with a single-factor model ⋮ GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS ⋮ Modelling residuals dependence in dynamic life tables: a geostatistical approach

Uses Software

• R
• forecast
• Forecast
• gnm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• A Bayesian forecasting model: predicting U.S. male mortality
• Moving weighted average graduation using kernel estimation
• Survival models in a dynamic context: a survey
• A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
• On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
• Lee-Carter mortality forecasting with age-specific enhancement.
• Modelling and forecasting mortality in Spain
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
• The 1970 US Draft Lottery Revisited: A Spatial Analysis
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Projecting Mortality Trends
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

This page was built for publication: A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities