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Detecting Common Longevity Trends by a Multiple Population Approach
16 references·4 citing·43 second hop
Detecting Common Longevity Trends by a Multiple Population Approach (2014)Detecting Common Longevity Trends by a Mu…Insurance: Mathematics and Economics (2013)Insurance: Mathematics and Ec…Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data (2013)Common mortality modeling and…Modelling dependent data for longevity projections (2012)Modelling dependent data for …Modelling Mortality with Common Stochastic Long-Run Trends (2011)Modelling Mortality with Comm…Measuring Basis Risk in Longevity Hedges (2011)Measuring Basis Risk in Longe…Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility (2011)Longevity Risk and the Econom…Bayesian Stochastic Mortality Modelling for Two Populations (2011)Bayesian Stochastic Mortality…Extending the Lee–Carter model: a three-way decomposition (2010)Extending the Lee–Carter mode…Mortality Modelling and Forecasting: a Review of Methods (2008)Mortality Modelling and Forec…Coherent mortality forecasts for a group of populations: An extension of the lee-carter method (2005)Coherent mortality forecasts …Estimating cross-section common stochastic trends in nonstationary panel data (2004)Estimating cross-section comm…Longevity Advances in High‐Income Countries, 1955–96 (2002)Longevity Advances in High‐In…On the Scale of Global Demographic Convergence 1950–2000 (2001)On the Scale of Global Demogr…A universal pattern of mortality decline in the G7 countries (2000)A universal pattern of mortal…Is the Pace of Japanese Mortality Decline Converging Toward International Trends? (1998)Is the Pace of Japanese Morta…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts (2019)Statistical Inference for Lee…It’s all in the hidden states: A longevity hedging strategy with an explicit measure of population basis risk (2016)It’s all in the hidden states…Inference pitfalls in Lee–Carter model for forecasting mortality (2016)Inference pitfalls in Lee–Car…MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (2015)MODELING LONGEVITY RISK WITH …The Modern Rise of Population (1977)Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Grandmothers and the evolution of human longevity (2003)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A Gravity Model of Mortality Rates for Two Related Populations (2011)Longevity Hedging 101 (2011)The New Life Market (2013)World Urbanization Prospects: The 1996 Revision (1998)Human Development Report (2001)Mortality trends and setbacks: global convergence or divergence? 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(2006)The narrowing sex differential in life expectancy in high-income populations: Effects of differences in the age pattern of mortality (2007)Three measures of longevity: Time trends and record values (2010)Broken Limits to Life Expectancy (2002)Demographic forecasting: 1980 to 2005 in review (2006)The Outlook for Population Growth (2011)Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models (2012)Time Series Analysis: Forecasting and Control (1977)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Self-Rated Health and Mortality: A Review of Twenty-Seven Community Studies (1997)Demographic perspectives on the rise of longevity (2021)A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)Modelling Adult Mortality in Small Populations: The Saint Model (2011)Stochastic controls : Hamiltonian systems and HJB equations (1999)Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation (2000)Controlled Markov Processes and Viscosity Solutions (2005)Insurability of Cyber Risk: An Empirical Analysis (2014)On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England (2014)Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature (2017)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)
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References

  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method623 cited
  • 2000A universal pattern of mortality decline in the G7 countries532 cited
  • 2008Mortality Modelling and Forecasting: a Review of Methods463 cited
  • 2004Estimating cross-section common stochastic trends in nonstationary panel data299 cited
  • 2001On the Scale of Global Demographic Convergence 1950–2000262 cited
  • 2013Insurance: Mathematics and Economics239 cited
  • 2011Bayesian Stochastic Mortality Modelling for Two Populations230 cited
  • 2011Measuring Basis Risk in Longevity Hedges222 cited
  • 2002Longevity Advances in High‐Income Countries, 1955–96164 cited
  • 2010Extending the Lee–Carter model: a three-way decomposition87 cited
  • 2013Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data55 cited
  • 2012Modelling dependent data for longevity projections44 cited
  • 1998Is the Pace of Japanese Mortality Decline Converging Toward International Trends?40 cited
  • 2011Modelling Mortality with Common Stochastic Long-Run Trends39 cited

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  • 2011Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility36 cited
  • Cited by

    • 2016Inference pitfalls in Lee–Carter model for forecasting mortality25 cited
    • 2019Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts19 cited
    • 2016It’s all in the hidden states: A longevity hedging strategy with an explicit measure of population basis risk16 cited
    • 2015MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE15 cited