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On the Structure and Classification of Mortality Models · Study

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ArticleOn the Structure and Classification of Mortality Models

Andrew Hunt2015

OA

Articlegreen2015

On the Structure and Classification of Mortality Models

Andrew Hunt · David P. Blake

72 citations·0/0 files stored·North American Actuarial Journal

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Insurance, Mortality, Demography, Risk Management Statistical Distribution Estimation 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 2002A Poisson log-bilinear regression approach to the construction of projected lifetables 2006Robust forecasting of mortality and fertility rates: A functional data approach 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States 1983The Estimation of Age, Period and Cohort Effects for Vital Rates 1980The age pattern of mortality

Cited by

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 2020Getting life expectancy estimates right for pension policy: period versus cohort approach 2021Addressing the life expectancy gap in pension policy 2015Modelling longevity bonds: Analysing the Swiss Re Kortis bond

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Details

Year2015

Typearticle

Published2015-01-01

VenueNorth American Actuarial Journal

ISSN-L1092-0277

Languageen

Citations72

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1080/10920277.2019.1649156

openalex_workW2897761968

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2021Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters

2021Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach

2015Identifiability in Age/Period/Cohort Mortality Models