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A parameterized approach to modeling and forecasting mortality
16 references·7 citing·19 second hop
A parameterized approach to modeling and forecasting mortality (2008)A parameterized approach to modeling and …Modelling Longevity Dynamics for Pensions and Annuity Business (2009)Modelling Longevity Dynamics …Robust forecasting of mortality and fertility rates: A functional data approach (2006)Robust forecasting of mortali…Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions (2006)Lee-Carter mortality forecast…A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A cohort-based extension to t…Smoothing and forecasting mortality rates (2004)Smoothing and forecasting mor…Lee–Carter mortality forecasting with age-specific enhancement (2003)Lee–Carter mortality forecast…Applying Lee-Carter under conditions of variable mortality decline (2002)Applying Lee-Carter under con…A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Evaluating the Performance of…The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)The Lee-Carter Method for For…Demography of longevity: past, present, and future trends (2000)Demography of longevity: past…A universal pattern of mortality decline in the G7 countries (2000)A universal pattern of mortal…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics (1986)A Biometrics Invited Paper wi…The age pattern of mortality (1980)The age pattern of mortalityXXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c (1825)XXIV. On the nature of the fu…Identifiability in age/period mortality models (2020)Identifiability in age/period…Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements (2017)Optimizing the Lee-Carter App…Longevity Risk and Capital Markets: The 2012–2013 Update (2014)Longevity Risk and Capital Ma…Coherent mortality forecasting with generalized linear models: A modified time-transformation approach (2014)Coherent mortality forecastin…A Linear Regression Approach to Modeling Mortality Rates of Different Forms (2014)A Linear Regression Approach …The New Life Market (2013)The New Life MarketA dynamic parameterization modeling for the age–period–cohort mortality (2011)A dynamic parameterization mo…The Modern Rise of Population (1977)Grandmothers and the evolution of human longevity (2003)Mortality Modelling and Forecasting: a Review of Methods (2008)Applied Mathematical Demography (2005)Mortality density forecasts: An analysis of six stochastic mortality models (2011)Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models (2012)Time Series Analysis: Forecasting and Control (1977)A state space framework for automatic forecasting using exponential smoothing methods (2002)Regional Model Life Tables and Stable Populations. (1967)Deciphering death: a commentary on Gompertz (1825) ‘On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies’ (2015)Demographic forecasting: 1980 to 2005 in review (2006)Broken Limits to Life Expectancy (2002)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)The Markov Process in Medical Prognosis (1983)An Introduction to Markov Modelling for Economic Evaluation (1998)Global, regional, and national age–sex specific all-cause and cause-specific mortality for 240 causes of death, 1990–2013: a systematic analysis for the Global Burden of Disease Study 2013 (2014)
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References

  • 1825XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c3,817 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
  • 2006Robust forecasting of mortality and fertility rates: A functional data approach675 cited
  • 1980The age pattern of mortality595 cited
  • 2000A universal pattern of mortality decline in the G7 countries532 cited
  • 2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality523 cited
  • 2002Applying Lee-Carter under conditions of variable mortality decline455 cited
  • 2004Smoothing and forecasting mortality rates452 cited
  • 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited
  • 2003Lee–Carter mortality forecasting with age-specific enhancement397 cited
  • 1986A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics344 cited
  • 2000Demography of longevity: past, present, and future trends302 cited

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  • 2009Modelling Longevity Dynamics for Pensions and Annuity Business285 cited
  • 2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions248 cited
  • Cited by

    • 2013The New Life Market111 cited
    • 2020Identifiability in age/period mortality models29 cited
    • 2011A dynamic parameterization modeling for the age–period–cohort mortality28 cited
    • 2017Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements27 cited
    • 2014Coherent mortality forecasting with generalized linear models: A modified time-transformation approach23 cited
    • 2014A Linear Regression Approach to Modeling Mortality Rates of Different Forms20 cited
    • 2014Longevity Risk and Capital Markets: The 2012–2013 Update16 cited