Nothing Special   »   [go: up one dir, main page]

create a website
Models of Mortality rates - analysing the residuals. (2016). Li, Youwei ; O'Hare, Colin.
In: MPRA Paper.
RePEc:pra:mprapa:71394.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 19

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Booth, H., & Tickle, L., (2008), Mortality modeling and forecasting: A review of methods, Annals of actuarial science. 3, 3-43.

  2. Booth, H., Maindonald, J., Smith, L., (2002). Applying Lee-Carter under conditions of variable mortality decline.Population Studies 56, 325-336.
    Paper not yet in RePEc: Add citation now
  3. Brouhns, N., Denuit, M., and Vermunt, J.K., (2002). A Poisson log-bilinear approach to the construction of projected lifetables. Insurance: Mathematics and Economics 31(3), 373-393.

  4. Cairns, A.J.G., Blake, D., and Dowd, K., (2006), A two-factor model for stochastic mortality with parameter uncertainty: Theory and calibration. Journal of Risk and Insurance 73, 687-718.

  5. Cairns, A.J.G., Blake, D., Dowd, K., Coughlan, G.D., Epstein, D., and Khalaf-Allah, M., (2011) Mortality density forecasts: An analysis of six stochastic mortality models.Insurance: Mathematics and Economics 48, 355-367.

  6. Cairns, A.J.G., Blake, D., Dowd, K., Coughlan, G.D., Epstein, D., Ong, A., and Balevich, I., (2009), A quantitative comparison of stochastic mortality models using data from England & Wales and the United States. North American Actuarial Journal 13(1), 1-35.

  7. Carter, L. R., & Prskawetz., A. (2001) Examining Structural Shifts inMortality Using the Lee-CarterMethod. Working Paper WP 2001-007,Max Planck Institute for Demographic Research.
    Paper not yet in RePEc: Add citation now
  8. Currie, I.D., (2006) Smoothing and forecasting mortality rates with P-splines.Presentation to the Institute of Actuaries. Available at: http://www.ma.hw.ac.uk/ iain/research.talks.html.
    Paper not yet in RePEc: Add citation now
  9. De Jong, P., and Tickle, L., (2006), Extending the Lee & Carter model of mortality projection.Mathematical Population Studies, 13, 1-18.
    Paper not yet in RePEc: Add citation now
  10. Delwarde, A., Denuit,M., and Eilers, P., (2007), Smoothing the Lee& Carter and Poisson log-bilinearmodels for mortality forecasting: A penalized log-likelihood approach. Statistical Modelling, 7, 29-48.
    Paper not yet in RePEc: Add citation now
  11. Dowd, K., Cairns, A.J.G., Blake, D., Coughlan, G.D., Epstein, D., and Khalaf-Allah,M., (2010), Backtesting stochastic mortality models: An ex-post evaluation of multi-period-ahead density forecasts, North American Actuarial Journal (14)3, 281-298.

  12. Girosi, F. and G. King (2008), Demographic Forecasting, Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  13. Koissi, M.C., Shapiro, A.F., & Hognas, G. (2005) Evaluating and Extending the Lee-Carter Model for Mortality Forecasting: Bootstrap Confidence Interval. Insurance: Mathematics and Economics, 38, 1-20.
    Paper not yet in RePEc: Add citation now
  14. Lee, R. D., and Miller, T., (2001) Evaluating the performance of the Lee-Carter method for forecasting mortality, Demography, 38, 537-549.

  15. Lee, R.D. & Carter, L.R. (1992), Modeling and Forecasting U. S. Mortality, Journal of the American Statistical Association, 87(419), 659-671.

  16. O’Hare, C., and Li, Y. (2012), Explaining young mortality, Insurance: Mathematics and Economics, 50(1), 12-25.

  17. Plat, R., (2009), On stochastic mortality Modeling. Insurance: Mathematics and Economics, 45(3), 393-404.

  18. Renshaw, A.E., Haberman, S., (2003), Lee-Carter mortality forecasting with age-specific enhancement. Insurance: Mathematics and Economics, 33, 255-272.

  19. Renshaw, A.E., Haberman, S., (2006) A cohort-based extension to the Lee-Carter model for mortality reduction factors. Insurance: Mathematics and Economics, 38, 556-70.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Stochastic Forecasting of Labor Supply and Population: An Integrated Model. (2018). Weber, Enzo ; Sohnlein, Doris ; Fuchs, Johann.
    In: Population Research and Policy Review.
    RePEc:kap:poprpr:v:37:y:2018:i:1:d:10.1007_s11113-017-9451-3.

    Full description at Econpapers || Download paper

  2. An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing. (2018). Pitselis, Georgios ; Bozikas, Apostolos.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:2:p:44-:d:142754.

    Full description at Econpapers || Download paper

  3. Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

    Full description at Econpapers || Download paper

  4. Gompertz, Makeham, and Siler models explain Taylors law in human mortality data. (2018). Cohen, Joel E ; Rau, Roland ; Bohk, Christina .
    In: Demographic Research.
    RePEc:dem:demres:v:38:y:2018:i:29.

    Full description at Econpapers || Download paper

  5. A Parametric Factor Model of the Term Structure of Mortality. (2018). , Carsten ; Haldrup, Niels.
    In: CREATES Research Papers.
    RePEc:aah:create:2018-06.

    Full description at Econpapers || Download paper

  6. Modelling mortality: are we heading in the right direction?. (2017). Li, Youwei ; Oahare, Colin.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:2:p:170-187.

    Full description at Econpapers || Download paper

  7. Longevity and concentration in survival times: the log-scale-location family of failure time models. (2017). Bonetti, Marco ; Basellini, Ugofilippo ; Gigliarano, Chiara.
    In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data.
    RePEc:spr:lifeda:v:23:y:2017:i:2:d:10.1007_s10985-016-9356-1.

    Full description at Econpapers || Download paper

  8. Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts. (2017). Rau, Roland ; Ebeling, Marcus ; Bohk-Ewald, Christina.
    In: Demography.
    RePEc:spr:demogr:v:54:y:2017:i:4:d:10.1007_s13524-017-0584-0.

    Full description at Econpapers || Download paper

  9. Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements. (2017). Li, Hong.
    In: Demography.
    RePEc:spr:demogr:v:54:y:2017:i:3:d:10.1007_s13524-017-0579-x.

    Full description at Econpapers || Download paper

  10. A Quiescent Phase in Human Mortality? Exploring the Ages of Least Vulnerability. (2017). Varadhan, Ravi ; Seplaki, Christopher L ; Engelman, Michal.
    In: Demography.
    RePEc:spr:demogr:v:54:y:2017:i:3:d:10.1007_s13524-017-0569-z.

    Full description at Econpapers || Download paper

  11. Actuarial Applications and Estimation of Extended CreditRisk+. (2017). Shevchenko, Pavel V ; Schmock, Uwe ; Hirz, Jonas .
    In: Risks.
    RePEc:gam:jrisks:v:5:y:2017:i:2:p:23-:d:94636.

    Full description at Econpapers || Download paper

  12. Semi-parametric extensions of the Cairns–Blake–Dowd model: A one-dimensional kernel smoothing approach. (2017). Li, Han ; Ohare, Colin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:77:y:2017:i:c:p:166-176.

    Full description at Econpapers || Download paper

  13. Grouped multivariate and functional time series forecasting:An application to annuity pricing. (2017). Shang, Han Lin ; Haberman, Steven.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:75:y:2017:i:c:p:166-179.

    Full description at Econpapers || Download paper

  14. Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type. (2017). Beutner, Eric ; Urbain, Jean-Pierre ; Reese, Simon.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:75:y:2017:i:c:p:117-125.

    Full description at Econpapers || Download paper

  15. Coherent forecasts of mortality with compositional data analysis. (2017). Bergeron-Boucher, Marie-Pier ; Vaupel, James W ; Oeppen, Jim ; Canudas-Romo, Vladimir.
    In: Demographic Research.
    RePEc:dem:demres:v:37:y:2017:i:17.

    Full description at Econpapers || Download paper

  16. Small area forecasts of cause-specific mortality: application of a Bayesian hierarchical model to US vital registration data. (2017). Foreman, Kyle J ; Ezzati, Majid ; Best, Nicky ; Li, Guangquan.
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:66:y:2017:i:1:p:121-139.

    Full description at Econpapers || Download paper

  17. Does the Impact of the Tobacco Epidemic Explain Structural Changes in the Decline of Mortality?. (2016). Peters, F ; MacKenbach, J P ; Nusselder, W J.
    In: European Journal of Population.
    RePEc:spr:eurpop:v:32:y:2016:i:5:d:10.1007_s10680-016-9384-2.

    Full description at Econpapers || Download paper

  18. Models of Mortality rates - analysing the residuals. (2016). Li, Youwei ; O'Hare, Colin.
    In: MPRA Paper.
    RePEc:pra:mprapa:71394.

    Full description at Econpapers || Download paper

  19. Ein integriertes Modell zur Schätzung von Arbeitskräfteangebot und Bevölkerung. (2016). Weber, Enzo ; Sohnlein, Doris ; Fuchs, Johann.
    In: IAB-Forschungsbericht.
    RePEc:iab:iabfob:201610.

    Full description at Econpapers || Download paper

  20. A Mortality Model for Multi-populations A Semi-Parametric Approach. (2016). Härdle, Wolfgang ; Park, Juhyun ; Hardle, Wolfgang K ; Fang, Lei.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2016-023.

    Full description at Econpapers || Download paper

  21. Stochastic Forecast of the Financial Sustainability of Basic Pension in China. (2016). Tian, Yuehong ; Zhao, Xianglian .
    In: Sustainability.
    RePEc:gam:jsusta:v:8:y:2016:i:1:p:46-:d:62136.

    Full description at Econpapers || Download paper

  22. Coherent modeling of male and female mortality using Lee–Carter in a complex number framework. (2016). de Jong, Piet ; Xu, Jianhui ; Tickle, Leonie.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:71:y:2016:i:c:p:130-137.

    Full description at Econpapers || Download paper

  23. Retirement planning in the light of changing demographics. (2016). Wang, Hong ; O'Hare, Colin ; Koo, Bonsoo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:749-763.

    Full description at Econpapers || Download paper

  24. Does selection of mortality model make a difference in projecting population ageing?. (2016). Scherbov, Sergei ; Ediev, Dalkhat .
    In: Demographic Research.
    RePEc:dem:demres:v:34:y:2016:i:2.

    Full description at Econpapers || Download paper

  25. Bayesian Population Forecasting: Extending the Lee-Carter Method. (2015). Bijak, Jakub ; Raymer, James ; Forster, Jonathan ; Winiowski, Arkadiusz ; Smith, Peter.
    In: Demography.
    RePEc:spr:demogr:v:52:y:2015:i:3:p:1035-1059.

    Full description at Econpapers || Download paper

  26. Proyecciones de tablas generacionales dinámicas de mortalidad y riesgo de longevidad en países en vías de desarrollo: El caso chileno/Projections of Dynamic Generational Mortality Tables and Longev. (2015). Tuesta, David ; Meseguer, Javier Alonso ; Muia, Begoa Villamide ; Torres, Diego Torres ; Cardenas, David Tuesta .
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:33_3_15.

    Full description at Econpapers || Download paper

  27. Modeling and projecting mortality. A new model of heterogeneity and selection in survivorship. (2015). Hansen, Hans Oluf .
    In: Discussion Papers.
    RePEc:kud:kuiedp:1516.

    Full description at Econpapers || Download paper

  28. Multivariate time series modeling, estimation and prediction of mortalities. (2015). Ekheden, Erland .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:65:y:2015:i:c:p:156-171.

    Full description at Econpapers || Download paper

  29. Prospective mortality tables: Taking heterogeneity into account. (2015). PLANCHET, Frédéric ; Tomas, Julien .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:63:y:2015:i:c:p:169-190.

    Full description at Econpapers || Download paper

  30. Forecasting Leading Death Causes in Australia using Extended CreditRisk$+$. (2015). Shevchenko, Pavel V ; Schmock, Uwe ; Hirz, Jonas .
    In: Papers.
    RePEc:arx:papers:1507.07162.

    Full description at Econpapers || Download paper

  31. Essays on subjective expectations and mortality trends. (2014). Niu, Geng.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:b9f72836-d8ad-478b-adca-41409e742b24.

    Full description at Econpapers || Download paper

  32. Stochastic Population Forecasting Based on Combinations of Expert Evaluations Within the Bayesian Paradigm. (2014). Billari, Francesco ; Graziani, Rebecca ; Melilli, Eugenio.
    In: Demography.
    RePEc:spr:demogr:v:51:y:2014:i:5:p:1933-1954.

    Full description at Econpapers || Download paper

  33. Trends in Mortality Decrease and Economic Growth. (2014). Niu, Geng ; Melenberg, Bertrand.
    In: Demography.
    RePEc:spr:demogr:v:51:y:2014:i:5:p:1755-1773.

    Full description at Econpapers || Download paper

  34. Is mortality spatial or social?. (2014). Li, Youwei ; O'Hare, Colin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:42:y:2014:i:c:p:198-207.

    Full description at Econpapers || Download paper

  35. A Model for Estimating The Distribution of Future Population. (2014). Ben David, Nissim ; Nissim, Ben David ; Sharon, Garyn-Tal .
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2014:p:1515-1530.

    Full description at Econpapers || Download paper

  36. Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models. (2013). Hyndman, Rob ; Booth, Heather ; Yasmeen, Farah .
    In: Demography.
    RePEc:spr:demogr:v:50:y:2013:i:1:p:261-283.

    Full description at Econpapers || Download paper

  37. The forecasting performance of mortality models. (2013). Hansen, Hendrik .
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:97:y:2013:i:1:p:11-31.

    Full description at Econpapers || Download paper

  38. Mortality : a statistical approach to detect model misspecification. (2013). Thérond, Pierre-Emmanuel ; PLANCHET, Frédéric ; Croix, Jean-Charles .
    In: Post-Print.
    RePEc:hal:journl:hal-00839339.

    Full description at Econpapers || Download paper

  39. Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands. (2013). van Duin, Coen ; Stoeldraijer, Lenny ; L. J. G van Wissen, ; Janssen, Fanny.
    In: Demographic Research.
    RePEc:dem:demres:v:29:y:2013:i:13.

    Full description at Econpapers || Download paper

  40. Basis risk modelling: a co-integration based approach. (2012). SALHI, Yahia ; Loisel, Stéphane.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00746859.

    Full description at Econpapers || Download paper

  41. Tablas de mortalidad,. (2012). Zarruck, Armando ; Villegas, Mauricio ; Ortiz, Fabio .
    In: DOCUMENTOS DE MATEMATICA Y ESTADISTICA.
    RePEc:col:000413:011472.

    Full description at Econpapers || Download paper

  42. Stochastic modeling of financing longevity risk in pension insurance. (2012). Ronkainen, Vesa .
    In: Scientific Monographs.
    RePEc:bof:bofism:2012_044.

    Full description at Econpapers || Download paper

  43. Stochastic mortality, macroeconomic risks, and life insurer solvency. (2011). Post, Thomas ; Hanewald, Katja ; Gründl, Helmut ; Grundl, Helmut.
    In: ICIR Working Paper Series.
    RePEc:zbw:icirwp:0111.

    Full description at Econpapers || Download paper

  44. A gravity model of mortality rates for two related populations. (2011). Blake, David ; Cairns, Andrew ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy .
    In: MPRA Paper.
    RePEc:pra:mprapa:35738.

    Full description at Econpapers || Download paper

  45. A dynamic parameterization modeling for the age-period-cohort mortality. (2011). Hatzopoulos, P. ; Haberman, S..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:49:y:2011:i:2:p:155-174.

    Full description at Econpapers || Download paper

  46. A comparative study of parametric mortality projection models. (2011). Renshaw, Arthur ; Haberman, Steven.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:48:y:2011:i:1:p:35-55.

    Full description at Econpapers || Download paper

  47. Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods. (2011). Shang, Han Lin ; Hyndman, Rob ; Booth, Heather .
    In: Demographic Research.
    RePEc:dem:demres:v:25:y:2011:i:5.

    Full description at Econpapers || Download paper

  48. Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models. (2011). Hyndman, Rob ; Yasmeen, Farah ; Booth, Heather .
    In: Working Papers.
    RePEc:asb:wpaper:201116.

    Full description at Econpapers || Download paper

  49. A comparison of ten principal component methods for forecasting mortality rates. (2010). Shang, Han Lin ; Hyndman, Rob ; Booth, Heather .
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2010-8.

    Full description at Econpapers || Download paper

  50. Mortality modeling: Lee-Carter and the macroeconomy. (2009). Hanewald, Katja.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2009-008.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-14 01:56:05 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.