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On age-period-cohort parametric mortality rate projections

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References

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Cited by

2015On the Structure and Classification of Mortality Models72 cited
2017A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES69 cited
2015Robustness and convergence in the Lee–Carter model with cohort effects65 cited
2013

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Modelling and projecting mortality improvement rates using a cohort perspective

54 cited

2019Smooth constrained mortality forecasting52 cited

2010Pricing longevity risk with the parametric bootstrap: A maximum entropy approach46 cited

2011A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations40 cited

2015Identifiability in Age/Period/Cohort Mortality Models36 cited

2013On the mortality/longevity risk hedging with mortality immunization30 cited

2014Longevity Basis Risk A methodology for assessing basis risk30 cited

2020Identifiability in age/period mortality models29 cited

2013Mortality Modeling With Non‐Gaussian Innovations and Applications to the Valuation of Longevity Swaps28 cited

2015Age-specific copula-AR-GARCH mortality models26 cited

2009llc: a collection of R functions for fitting a class of Lee-Carter mortality models using iterative fitting algorithms24 cited

2019Continuous-time multi-cohort mortality modelling with affine processes23 cited

2014Applications of Mortality Durations and Convexities in Natural Hedges23 cited