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On age-period-cohort parametric mortality rate projections · Study

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ArticleOn age-period-cohort parametric mortality rate projections

Steven Haberman2009

Article2009

On age-period-cohort parametric mortality rate projections

Steven Haberman · Arthur E. Renshaw

85 citations·0/0 files stored·Insurance Mathematics and Economics

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Insurance, Mortality, Demography, Risk Management Forecasting Techniques and Applications Statistical Methods in Epidemiology

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References

1992Modeling and Forecasting U. S. Mortality 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications 2003Lee–Carter mortality forecasting with age-specific enhancement 2011Mortality density forecasts: An analysis of six stochastic mortality models 2007Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting

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2015On the Structure and Classification of Mortality Models 2017A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES 2015Robustness and convergence in the Lee–Carter model with cohort effects 2013Modelling and projecting mortality improvement rates using a cohort perspective 2019Smooth constrained mortality forecasting

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Year2009

Typearticle

Published2009-07-22

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations85

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/j.insmatheco.2009.07.006

openalex_workW2049909008

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2010Pricing longevity risk with the parametric bootstrap: A maximum entropy approach

2011A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations

2015Identifiability in Age/Period/Cohort Mortality Models