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MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS
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References

  • 2006Another look at measures of forecast accuracy5,736 cited
  • 1825XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c3,817 cited
  • 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
  • 1981Fractional Differencing2,720 cited
  • 1996Statistics for Long-Memory Processes.2,686 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
  • 1997Statistics for Long-Memory Processes606 cited
  • 1860On the Law of Mortality and the Construction of Annuity Tables465 cited
  • 2008Generalized Linear Models for Insurance Data458 cited
  • 2004Smoothing and forecasting mortality rates452 cited
  • 1932On Some Experiments in the Graduation of Mortality Statistics293 cited
  • 2003Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections

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219 cited
  • 1985Age, Period, and Cohort Effects in Demography: A Review219 cited
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    • 2021Recent Challenges in Actuarial Science41 cited