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ArticleOn the forecasting of mortality reduction factors

Arthur E. Renshaw2003

Article2003

On the forecasting of mortality reduction factors

Arthur E. Renshaw · Steven Haberman

146 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 2000A universal pattern of mortality decline in the G7 countries 2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications 1988On graduation by mathematical formula

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2004Survival models in a dynamic context: a survey 2005Non Mean Reverting Affine Processes for Stochastic Mortality 2007Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting 2009Modeling Mortality With Jumps: Applications to Mortality Securitization 2010Understanding, modelling and managing longevity risk: key issues and main challenges 2011Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 2007On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee–Carter modelling 2004Projecting Mortality Trends

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Year2003

Typearticle

Published2003-06-02

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations146

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/s0167-6687(03)00118-5

openalex_workW2141553554

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