Identification and forecasting in mortality models

DOI10.1155/2014/347043zbMath1328.62575OpenAlexW2148903896WikidataQ21284715 ScholiaQ21284715MaRDI QIDQ904608

Bent Nielsen, Jens Perch Nielsen

Publication date: 13 January 2016

Published in: The Scientific World Journal. Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/347043

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (14)

Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type ⋮ Calendar effect and in-sample forecasting ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Identifiability, cointegration and the gravity model ⋮ Small population bias and sampling effects in stochastic mortality modelling ⋮ Generalised additive dependency inflated models including aggregated covariates ⋮ A more meaningful parameterization of the Lee-Carter model ⋮ Editorial: Longevity risk and capital markets: the 2013--14 update ⋮ A review and comparison of age-period-cohort models for cancer incidence ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Pitfalls and merits of cointegration-based mortality models ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ Over-Dispersed Age-Period-Cohort Models ⋮ Hierarchical Bayesian modeling of multi-country mortality rates

Uses Software

• R

Cites Work

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• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Bayes estimates in one-way and two-way models

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