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Parametric mortality improvement rate modelling and projecting

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References

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Cited by

2015On the Structure and Classification of Mortality Models72 cited
2015Forecasting mortality in subpopulations using Lee–Carter type models: A comparison71 cited

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2013

Modelling and projecting mortality improvement rates using a cohort perspective

54 cited

2018Advances in mortality forecasting: introduction49 cited

2015Modelling longevity bonds: Analysing the Swiss Re Kortis bond44 cited

2017Probabilistic mortality forecasting with varying age-specific survival improvements35 cited

2017Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts33 cited

2019Forecasting mortality rate improvements with a high-dimensional VAR33 cited

2020Identifiability in age/period mortality models29 cited

2015The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds28 cited

2018Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories28 cited

2022The slowdown in mortality improvement rates 2011–2017: a multi-country analysis28 cited

2015Longevity-contingent deferred life annuities25 cited

2019Rotation of the age pattern of mortality improvements in the European Union24 cited

2019The impact of the choice of life table statistics when forecasting mortality20 cited

2018Projecting delay and compression of mortality19 cited