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Coherent mortality forecasts for a group of populations: An extension of the lee-carter method. (2005). Lee, Ronald ; Li, Nan.
In: Demography.
RePEc:spr:demogr:v:42:y:2005:i:3:p:575-594.

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  1. Two-Population Mortality Forecasting: An Approach Based on Model Averaging. (2024). Haberman, Steven ; Zhu, Rui ; Millossovich, Pietro ; de Mori, Luca.
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  2. Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han.
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  3. Quantile mortality modelling of multiple populations via neural networks. (2024). Scognamiglio, Salvatore ; Marino, Zelda ; Corsaro, Stefania.
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  4. Longevity hedge effectiveness using socioeconomic indices. (2024). Laursen, Nicolai Sogaard ; Kallestrup-Lamb, Malene.
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  5. Extensions of the Lee–Carter model to project the data?driven rotation of age?specific mortality decline and forecast coherent mortality rates. (2023). Shi, Yanlin ; Liu, Cuixia.
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  6. Backtesting stochastic mortality models by prediction interval-based metrics. (2023). Marino, Mario ; Scognamiglio, Salvatore.
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  7. Locally-coherent multi-population mortality modelling via neural networks. (2023). Scognamiglio, Salvatore ; Perla, Francesca.
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  8. Thirty years on: A review of the Lee–Carter method for forecasting mortality. (2023). Booth, Heather ; Camarda, Carlo Giovanni ; Basellini, Ugofilippo.
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  12. Decomposing dimensions of mortality inequality. (2022). Alexander, Monica.
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  13. Thirty years on: A review of the Lee-Carter method for forecasting mortality. (2022). Camarda, Carlo Giovanni ; Basellini, Ugofilippo ; Booth, Heather.
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  15. Estimation and projection of probabilistic age- and sex-specific mortality rates across Brazilian municipalities between 2010 and 2030. (2022). Queiroz, Bernardo L ; Gonzaga, Marcos Roberto ; Ichihara, Maria Yury ; Pinto, Elzo Pereira ; Carneiro, Lilia Carolina ; Flores-Ortiz, Renzo ; Dias, Victor Hugo ; Silva, Walter P ; Lima, Everton.
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  19. Sex Differential Dynamics in Coherent Mortality Models. (2022). Jallbjorn, Snorre ; Jarner, Soren Fiig.
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  20. Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables. (2022). Linders, Daniel ; Dhaene, Jan ; Hanbali, Hamza.
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  22. Stochastic mortality dynamics driven by mixed fractional Brownian motion. (2022). Li, Xianping ; Zhou, Kenneth Q.
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  23. Multi-population mortality modeling: When the data is too much and not enough. (2022). Tsai, Chenghsien Jason ; Kuo, Weiyu ; MacMinn, Richard D ; Kung, Ko-Lun.
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  24. Optimal dynamic longevity hedge with basis risk. (2022). Zhang, Jinggong ; Weng, Chengguo ; Tan, Ken Seng.
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  25. Dynamic modelling of mortality via mixtures of skewed distribution functions. (2022). Scarpa, Bruno ; Mazzuco, Stefano ; Aliverti, Emanuele.
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  26. Probabilistic Projection of Subnational Life Expectancy. (2021). Adrian, Raftery ; Hana, Evikova .
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  27. Fertility Projections in a European Context: A Survey of Current Practices among Statistical Agencies. (2021). Michael, Thomas ; Astri, Syse ; Folkman, Gleditsch Rebecca.
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  29. What Can We Learn from the Functional Clustering of Mortality Data? An Application to the Human Mortality Database. (2021). Mazzuco, Stefano ; Leger, Ainhoa-Elena.
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  30. Longevity risk and economic growth in sub-populations: evidence from Italy. (2021). Menzietti, Massimiliano ; Levantesi, Susanna ; Bozzo, Giuseppina.
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  31. Coherent Mortality Forecasting for Less Developed Countries. (2021). Li, Hong ; Lu, Yang ; Lyu, Pintao.
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  32. Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model. (2021). Korn, Ralf ; Kleinow, Torsten ; Schnurch, Simon.
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  33. A Two-Population Mortality Model to Assess Longevity Basis Risk. (2021). Ahin, Ule ; Ozen, Selin.
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  34. Mortality Forecasting with an Age-Coherent Sparse VAR Model. (2021). Li, Hong ; Shi, Yanlin.
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  35. Forecasting mortality with a hyperbolic spatial temporal VAR model. (2021). Chang, LE ; Shi, Yanlin ; Feng, Lingbing.
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  36. Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model. (2021). Wang, Po-Lin ; McCarthy, David G.
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  37. Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David.
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  38. Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2021). Kjargaard, Soren ; Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian.
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  39. Gompertz law revisited: Forecasting mortality with a multi-factor exponential model. (2021). Zhu, Wenjun ; Tuljapurkar, Shripad ; Tan, Ken Seng ; Li, Hong.
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  40. Modelling mortality dependence: An application of dynamic vine copula. (2021). Ji, Min ; Zhou, Rui.
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  41. Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M.
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  42. Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling.
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  43. Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Shi, Yanlin ; Li, Hong.
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  44. Quantifying longevity gaps using micro?level lifetime data. (2021). Vellekoop, Michel ; Antonio, Katrien ; van Berkum, Frank .
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  45. Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model. (2021). Devriendt, Sander ; Antonio, Katrien ; Robben, Jens.
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  46. Joint Models for Cause-of-Death Mortality in Multiple Populations. (2021). Ludkovski, Mike ; Huynh, Nhan.
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  47. A Two-Population Mortality Model to Assess Longevity Basis Risk. (2021). Ozen, Selin ; Csahin, Csule.
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  48. Compositional Data Analysis – Coherent Forecasting Mortality Model with Cohort Effect. (2020). Derra, Karim ; Odongo, Leo ; Bationo, Amos.
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  49. A modified common factor model for modelling mortality jointly for both sexes. (2020). Wong, Kenneth ; Tang, Sixian ; Li, Jackie.
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  50. Rotation of the age pattern of mortality improvements in the European Union. (2020). Vekas, Peter.
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  52. Impact of Longevity Risks on the Korean Government: Proposing a New Mortality Forecasting Model. (2020). Choi, Yongok.
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  53. Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework. (2020). Devolder, Pierre ; Zeddouk, Fadoua.
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  54. Retirement Ages by Socio-Economic Class. (2020). Jijiie, Anca ; Arnold, Severine.
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  55. The Impact of Model Uncertainty on Index-Based Longevity Hedging and Measurement of Longevity Basis Risk. (2020). Li, Jackie ; Balasooriya, Uditha.
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  56. A Two-Population Extension of the Exponential Smoothing State Space Model with a Smoothing Penalisation Scheme. (2020). Li, Jackie ; Tang, Sixian ; Shi, Yanlin.
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  57. Spatial patterns of mortality in the United States: A spatial filtering approach. (2020). Paez, Antonio ; Jevti, Petar ; Cupido, Kyran.
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  58. A more meaningful parameterization of the Lee–Carter model. (2020). Xu, Jianhui ; Tickle, Leonie ; de Jong, Piet.
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  59. Incorporating crossed classification credibility into the Lee–Carter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos.
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  60. Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. (2020). di Wu, Adelaide ; Tsai, Cary Chi-Liang.
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  61. Pitfalls and merits of cointegration-based mortality models. (2020). Jallbjorn, Snorre ; Jarner, Soren F.
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  62. Longevity forecasting by socio‐economic groups using compositional data analysis. (2020). Kallestruplamb, Malene ; Oeppen, Jim ; Bergeronboucher, Mariepier ; Ergemen, Yunus Emre ; Kjargaard, Sren.
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  63. Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling.
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  64. Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2020). Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian ; Kjargaard, Soren.
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  65. Mortality by socio-economic class and its impact on the retirement schemes: How to render the systems fairer?. (2019). Arnold, Severine ; Garcia, Jennifer Alonso ; Jijiie, Anca-Stefania.
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  66. Beyond the highest life expectancy: construction of proxy upper and lower life expectancy bounds. (2019). Liu, Jia.
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  67. Coherent modeling of mortality patterns for age-specific subgroups. (2019). Giordano, Giuseppe ; Russolillo, Maria ; Haberman, Steven.
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  68. Experience Prospective Life-Tables for the Algerian Retirees. (2019). PLANCHET, Frédéric ; Flici, Farid.
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  70. Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM. (2019). Ji, Min ; Xing, Guangyu ; Zhou, Rui.
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  71. Forecasting mortality rate improvements with a high-dimensional VAR. (2019). Piette, Pierrick ; Lopez, Olivier ; Guibert, Quentin.
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  72. A continuous-time stochastic model for the mortality surface of multiple populations. (2019). Regis, Luca ; Jevti, Petar.
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  73. The impact of the choice of life table statistics when forecasting mortality. (2019). Vaupel, James W ; Oeppen, Jim ; Kjargaard, Soren ; Bergeron-Boucher, Marie-Pier.
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  74. Smooth constrained mortality forecasting. (2019). Camarda, Carlo Giovanni.
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  75. Estimating multiregional survivorship probabilities for sparse data: An application to immigrant populations in Australia, 1981–2011. (2019). Raymer, James ; Baffour, Bernard.
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  76. Longevity forecasting by socio-economic groups using compositional data analysis. (2019). Kallestrup-Lamb, Malene ; Oeppen, Jim ; Boucher, Marie-Pier Bergeron ; Ergemen, Yunus Emre ; Kjargaard, Soren.
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  77. Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths. (2019). Lindahl-Jacobsen, Rune ; Oeppen, Jim ; Kallestrup-Lamb, Malene ; Ergemen, Yunus Emre ; Kjargaard, Soren.
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  78. Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach. (2018). Holzmann, Robert ; Bravo, Jorge ; Ayuso, mercedes ; Miguelbravo, Jorge.
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  79. A Bayesian non-parametric model for small population mortality. (2018). Lu, Yang ; Li, Hong.
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  80. Modeling trend processes in parametric mortality models. (2018). Borger, Matthias ; Schupp, Johannes.
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  81. Identifiability, cointegration and the gravity model. (2018). Blake, David ; Hunt, Andrew.
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  82. Mortality models and longevity risk for small populations. (2018). Wang, Hsin-Chung ; Chong, Chen-Tai ; Yue, Ching-Syang Jack.
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  83. The double-gap life expectancy forecasting model. (2018). Pascariu, Marius D ; Vaupel, James W ; Canudas-Romo, Vladimir.
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  85. Longevity risk and capital markets: The 2015–16 update. (2018). Blake, David ; MacMinn, Richard ; Loisel, Stephane ; el Karoui, Nicole.
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  86. Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach. (2018). Bravo, Jorge ; Ayuso, mercedes ; Holzman, Robert ; Miguelbravo, Jorge.
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  87. Potential support ratios: Cohort versus period perspectives. (2017). Kjargaard, Soren ; Canudas-Romo, Vladimir.
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  88. Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach. (2017). Li, Hong ; Boonen, Tim J.
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  89. Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts. (2017). Rau, Roland ; Ebeling, Marcus ; Bohk-Ewald, Christina.
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  90. Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements. (2017). Li, Hong.
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  91. Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk. (2017). Hemminga, Marcus ; Dajani, Karma ; Krijgsman, Cees ; Polman, Fabian M.
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  92. Basis risk modelling: a co-integration based approach. (2017). Loisel, Stéphane ; Salhi, Yahia.
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  93. Backtesting the Lee–Carter and the Cairns–Blake–Dowd Stochastic Mortality Models on Italian Death Rates. (2017). Nocito, Samuel ; Maccheroni, Carlo.
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  94. Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan.
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  95. Evaluating Extensions to Coherent Mortality Forecasting Models. (2017). Parr, Nick ; Purcal, Sachi ; Shair, Syazreen .
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  96. Grouped multivariate and functional time series forecasting:An application to annuity pricing. (2017). Shang, Han Lin ; Haberman, Steven.
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  97. Characterization of between-group inequality of longevity in European Union countries. (2017). Debon, A ; Villa, F ; Haberman, S ; Chaves, L.
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  98. Coherent forecasts of mortality with compositional data analysis. (2017). Bergeron-Boucher, Marie-Pier ; Vaupel, James W ; Oeppen, Jim ; Canudas-Romo, Vladimir.
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  99. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Milidonis, Andreas ; Blake, David ; Lin, Yijia ; Biffis, Enrico ; Morales, Marco.
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  100. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Milidonis, Andreas ; Blake, David ; Efthymiou, Maria ; Morales, Marco.
    In: Journal of Risk & Insurance.
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  101. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Li, Johnny Siu-Hang ; Zhou, Kenneth Q ; Morales, Marco.
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  102. Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization. (2017). Li, Johnny Siu-Hang ; Zhou, Rui ; Chan, Wai-Sum.
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  103. Longevity Risk in Korea. (2016). Choi, Yongok.
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  104. Forecasting differences in life expectancy by education. (2016). van Baal, Pieter ; Nusselder, Wilma ; MacKenbach, Johan ; Peters, Frederik .
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  105. A multi-population evaluation of the Poisson common factor model for projecting mortality jointly for both sexes. (2016). Li, Jackie ; Parr, Nick ; Tickle, Leonie.
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  106. Stochastic modelling of the hybrid survival curve. (2016). It, Chong ; Balasooriya, Uditha ; Li, Johnny Siu-Hang.
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  107. Common Stochastic Trends in European Mortality Levels: Testing and Consequences for Modeling Longevity Risk in Insurance. (2016). Deaconu, Adela ; Lazar, Dorina ; Buiga, Anuta .
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  108. Projection des taux de mortalité par âges pour la population algérienne. (2016). Flici, Farid.
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  109. The future of longevity and life annuities pricing in Algeria: comparison of mortality models. (2016). Flici, Farid.
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  110. Grouped functional time series forecasting: An application to age-specific mortality rates. (2016). Shang, Han Lin ; Hyndman, Rob.
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  111. A continuous-time stochastic model for the mortality surface of multiple populations. (2016). Jevtic, Peter ; Regis, Luca.
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  112. COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH. (2016). Lu, Yang ; Li, Hong.
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  113. A multilevel functional data method for forecasting population, with an application to the United Kingdom. (2016). Shang, Han Lin ; Bijak, Jakub ; PEter, ; Winiowski, Arkadiusz .
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  114. Coherent modeling of male and female mortality using Lee–Carter in a complex number framework. (2016). de Jong, Piet ; Xu, Jianhui ; Tickle, Leonie.
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  115. Inference pitfalls in Lee–Carter model for forecasting mortality. (2016). Peng, Liang ; Leng, Xuan .
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  116. It’s all in the hidden states: A longevity hedging strategy with an explicit measure of population basis risk. (2016). Liu, Yanxin .
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  117. A multivariate evolutionary credibility model for mortality improvement rates. (2016). Schinzinger, Edo ; Christiansen, Marcus C ; Denuit, Michel M.
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  118. Convergence in male and female life expectancy: Direction, age pattern, and causes. (2016). Greenberg, Gabi ; Tuljapurkar, Shripad.
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  119. Phantoms never die: living with unreliable population data. (2016). Blake, David ; Kessler, Amy R ; Dowd, Kevin.
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  120. Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index. (2016). Blake, David ; Kallestrup-Lamb, Malene ; Dowd, Kevin.
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  121. Bayesian Population Forecasting: Extending the Lee-Carter Method. (2015). Bijak, Jakub ; Raymer, James ; Forster, Jonathan ; Winiowski, Arkadiusz ; Smith, Peter.
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  122. Multivariate time series modeling, estimation and prediction of mortalities. (2015). Ekheden, Erland .
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  123. The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds. (2015). Liu, Yanxin .
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  124. Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: A practical approach. (2015). Wan, Cheng ; Bertschi, Ljudmila .
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  125. The choice of sample size for mortality forecasting: A Bayesian learning approach. (2015). De Waegenaere, Anja ; Melenberg, Bertrand ; Li, Hong.
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  126. A common age effect model for the mortality of multiple populations. (2015). Kleinow, Torsten .
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  127. Multi-population mortality models: A factor copula approach. (2015). Chen, Hua ; Sun, Tao ; MacMinn, Richard.
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  128. A step-by-step guide to building two-population stochastic mortality models. (2015). Li, Johnny Siu-Hang ; Hardy, Mary ; Zhou, Rui.
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  129. Modelling longevity bonds: Analysing the Swiss Re Kortis bond. (2015). Blake, David ; Hunt, Andrew.
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  130. Forecasting mortality in subpopulations using Lee–Carter type models: A comparison. (2015). Millossovich, Pietro ; Haberman, Steven ; Danesi, Ivan Luciano .
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  131. On the effectiveness of natural hedging for insurance companies and pension plans. (2015). Li, Jackie ; Haberman, Steven.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:61:y:2015:i:c:p:286-297.

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  132. Hierarchical Lee-Carter model estimation through data cloning applied to demographically linked countries. (2015). Benchimol, A. ; Alonso, Pablo J. ; Marin, Miguel J. ; Albarran, Irene .
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  133. Bayesian Poisson log-bilinear models for mortality projections with multiple populations. (2015). Ouburg, Wilbert ; Bardoutsos, Anastasios ; Antonio, Katrien.
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  134. Demographic uncertainty, the financing mix and the sustainability of welfare systems. (2014). Regis, Luca.
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  135. Parametric mortality indexes: From index construction to hedging strategies. (2014). Tan, Chong It ; Balasooriya, Uditha ; Li, Johnny Siu-Hang.
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  136. Coherent mortality forecasting with generalized linear models: A modified time-transformation approach. (2014). Li, Johnny Siu-Hang ; Ahmadi, Seyed Saeed .
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  137. Forecasting mortality for small populations by mixing mortality data. (2014). Ahcan, Ales ; Pitacco, Ermanno ; Medved, Darko ; Olivieri, Annamaria .
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  138. International mortality modelling—An economic perspective. (2014). French, Declan .
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  139. Joint probabilistic projection of female and male life expectancy. (2014). Raftery, Adrian ; Gerland, Patrick ; Lalic, Nevena ; Heilig, Gerhard .
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  140. The Longevity Prospects of Australian Seniors: An Evaluation of Forecast Method and Outcome. (2014). Heather, Booth ; Leonie, Tickle .
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  141. Trends in Causes of Death in Low-Mortality Countries: Implications for Mortality Projections. (2014). Bongaarts, John.
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  142. Extending the Lee-Carter Method to Model the Rotation of Age Patterns of Mortality Decline for Long-Term Projections. (2013). Lee, Ronald ; Gerland, Patrick ; Li, Nan.
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  143. Including the Smoking Epidemic in Internationally Coherent Mortality Projections. (2013). Wissen, Leo ; Janssen, Fanny ; Kunst, Anton .
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  144. Bayesian Probabilistic Projections of Life Expectancy for All Countries. (2013). Gerland, Patrick ; Chunn, Jennifer ; evikova, Hana ; Raftery, Adrian.
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  145. Modeling and Forecasting Health Expectancy: Theoretical Framework and Application. (2013). Stevens, Ralph ; Baal, Pieter ; MacKenbach, Johan ; Majer, Istvan ; Nusselder, Wilma.
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  146. Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models. (2013). Hyndman, Rob ; Booth, Heather ; Yasmeen, Farah .
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  147. A feasible natural hedging strategy for insurance companies. (2013). Wang, Chou-Wen ; Huang, Hong-Chih ; Hong, De-Chuan .
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  148. Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. (2013). Hatzopoulos, P. ; Haberman, S..
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  149. 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.
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  150. Pricing Standardized Mortality Securitizations: A Two-Population Model With Transitory Jump Effects. (2013). Li, Johnny Siu-Hang ; Zhou, Rui ; Tan, Ken Seng.
    In: Journal of Risk & Insurance.
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  151. Robust Hedging of Longevity Risk. (2013). Andrew J. G. Cairns, .
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  152. The New Life Market. (2013). Blake, David ; Cairns, Andrew ; MacMinn, Richard ; Dowd, Kevin ; Coughlan, Guy .
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  153. Mortality Convergence Across High-Income Countries: An Econometric Approach. (2012). Pifarré i Arolas, Héctor ; ESSO, Jacques ; d'Albis, Hippolyte ; Hector Pifarre I Arolas, .
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  154. Basis risk modelling: a co-integration based approach. (2012). SALHI, Yahia ; Loisel, Stéphane.
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  155. Mortality Convergence Across High-Income Countries : An Econometric Approach. (2012). Hector Pifarre I Arolas, ; Esso, Loesse Jacques ; D'Albis, Hippolyte.
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  156. Mortality Convergence Across High-Income Countries : An Econometric Approach. (2012). Pifarré i Arolas, Héctor ; ESSO, Jacques ; d'Albis, Hippolyte.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  157. Forecasting life expectancy in an international context. (2012). Vaupel, James W. ; Torri, Tiziana .
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  158. Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness. (2011). Blake, David ; Cairns, Andrew ; Ye, Yijing ; Kumar, Sumit ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy .
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  159. A gravity model of mortality rates for two related populations. (2011). Blake, David ; Cairns, Andrew ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy .
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  160. Longevity hedge effectiveness: a decomposition. (2011). Blake, David ; Cairns, Andrew ; Dowd, Kevin ; Coughlan, Guy .
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  161. Demographic Consequences of Gender Discrimination in China: Simulation Analysis of Policy Options. (2011). Li, Shuzhuo ; Jiang, Quanbao ; Feldman, Marcus.
    In: Population Research and Policy Review.
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  162. Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging. (2011). Cairns, Andrew J. G., .
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  163. The future of death in America. (2011). King, Gary ; Soneji, Samir .
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  164. IFRS Convergence: The Role of Stochastic Mortality Models in the Disclosure of Longevity Risk for Defined Benefit Plans. (2011). Li, Johnny Siu-Hang ; Fujisawa, Yosuke .
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  165. Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models. (2011). Hyndman, Rob ; Yasmeen, Farah ; Booth, Heather .
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  166. Facing up to uncertain life expectancy: The longevity fan charts. (2010). Blake, David ; Dowd, Kevin ; Cairns, Andrew.
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  167. Identification and forecasting in the Lee-Carter model. (2010). Nielsen, Bent.
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  168. Longevity Risk. (2010). De Waegenaere, Anja.
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  169. Extrapolative Projections of Mortality: Towards a More Consistent Method. (2009). Ediev, Dalkhat M..
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  170. To what extent do rising mortality inequalities by education and marital status attenuate the general mortality decline? The case of Finland in 1971-2030. (2009). Jdanov, Dmitri A. ; Shkolnikov, Vladimir M. ; Valkonen, Tapani ; Andreev, Evgueni M. ; Jasilionis, Domantas .
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  171. The Child is Father of the Man: Implications for the Demographic Transition. (2009). Licandro, Omar ; de la Croix, David ; Delacroix, David .
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Cocites

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  2. Modelling and forecasting mortality in Spain. (2008). Debon, A. ; Puig, F. ; Montes, F..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:189:y:2008:i:3:p:624-637.

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  3. Coherent mortality forecasts for a group of populations: An extension of the lee-carter method. (2005). Lee, Ronald ; Li, Nan.
    In: Demography.
    RePEc:spr:demogr:v:42:y:2005:i:3:p:575-594.

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  4. A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Vermunt, Jeroen K. ; Brouhns, Natacha ; Denuit, Michel.
    In: Insurance: Mathematics and Economics.
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  5. Evaluating the performance of the lee-carter method for forecasting mortality. (2001). Lee, Ronald ; Miller, Timothy.
    In: Demography.
    RePEc:spr:demogr:v:38:y:2001:i:4:p:537-549.

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