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On the Structure and Classification of Mortality Models
16 references·16 citing·18 second hopsampled
On the Structure and Classification of Mortality Models (2015)On the Structure and Classification of Mo…A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …Robust forecasting of mortality and fertility rates: A functional data approach (2006)Robust forecasting of mortali…A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)A Two‐Factor Model for Stocha…A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A cohort-based extension to t…Smoothing and forecasting mortality rates (2004)Smoothing and forecasting mor…2. A Methodological Comparison of Age-Period-Cohort Models: The Intrinsic Estimator and Conventional Generalized Linear Models (2004)2. A Methodological Compariso…Lee–Carter mortality forecasting with age-specific enhancement (2003)Lee–Carter mortality forecast…Applying Lee-Carter under conditions of variable mortality decline (2002)Applying Lee-Carter under con…A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Evaluating the Performance of…The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)The Lee-Carter Method for For…A universal pattern of mortality decline in the G7 countries (2000)A universal pattern of mortal…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…The Estimation of Age, Period and Cohort Effects for Vital Rates (1983)The Estimation of Age, Period…The age pattern of mortality (1980)The age pattern of mortalityCohort Analysts' Futile Quest: Statistical Attempts to Separate Age, Period and Cohort Effects (1976)Cohort Analysts' Futile Quest…Intergenerational actuarial fairness when longevity increases: Amending the retirement age (2023)Intergenerational actuarial f…Bayesian model averaging for mortality forecasting using leave-future-out validation (2022)Bayesian model averaging for …Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach (2021)Pricing participating longevi…Linking Pensions to Life Expectancy: Tackling Conceptual Uncertainty through Bayesian Model Averaging (2021)Linking Pensions to Life Expe…Forecasting the Retirement Age: A Bayesian Model Ensemble Approach (2021)Forecasting the Retirement Ag…Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters (2021)Automatic Indexation of the P…Addressing the life expectancy gap in pension policy (2021)Addressing the life expectanc…Previsões de mortalidade e de esperança de vida mediante combinação Bayesiana de modelos: Uma aplicação à população portuguesa (2020)Previsões de mortalidade e de…Identifiability in age/period mortality models (2020)Identifiability in age/period…Getting life expectancy estimates right for pension policy: period versus cohort approach (2020)Getting life expectancy estim…A Bayesian Approach to Modeling and Projecting Cohort Effects (2020)A Bayesian Approach to Modeli…Identifiability, Cointegration and the Gravity Model (2017)Identifiability, Cointegratio…A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (2017)A COMPARATIVE STUDY OF TWO-PO…Robustness and convergence in the Lee–Carter model with cohort effects (2015)Robustness and convergence in…Modelling longevity bonds: Analysing the Swiss Re Kortis bond (2015)Modelling longevity bonds: An…Identifiability in Age/Period/Cohort Mortality Models (2015)Identifiability in Age/Period…The Modern Rise of Population (1977)Grandmothers and the evolution of human longevity (2003)Mortality Modelling and Forecasting: a Review of Methods (2008)Increasing Rates of Depression (1989)The Changing Rate of Major Depression (1992)Longitudinal and Cross-Sectional Sequences in the Study of Age and Generation Effects (2009)Time Series Analysis: Forecasting and Control (1977)A state space framework for automatic forecasting using exponential smoothing methods (2002)Regional Model Life Tables and Stable Populations. (1967)Deciphering death: a commentary on Gompertz (1825) ‘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’ (2015)Demographic forecasting: 1980 to 2005 in review (2006)Broken Limits to Life Expectancy (2002)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)Mortality density forecasts: An analysis of six stochastic mortality models (2011)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Modelling and management of mortality risk: a review (2008)Bayesian Stochastic Mortality Modelling for Two Populations (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration891 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
  • 2006Robust forecasting of mortality and fertility rates: A functional data approach675 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
  • 1983The Estimation of Age, Period and Cohort Effects for Vital Rates604 cited
  • 1980The age pattern of mortality595 cited
  • 2000A universal pattern of mortality decline in the G7 countries532 cited
  • 2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality523 cited
  • 2002Applying Lee-Carter under conditions of variable mortality decline455 cited
  • 2004Smoothing and forecasting mortality rates452 cited
  • 20042. A Methodological Comparison of Age-Period-Cohort Models: The Intrinsic Estimator and Conventional Generalized Linear Models440 cited
  • 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited

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  • 2003Lee–Carter mortality forecasting with age-specific enhancement397 cited
  • 1976Cohort Analysts' Futile Quest: Statistical Attempts to Separate Age, Period and Cohort Effects355 cited
  • Cited by

    • 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
    • 2020Getting life expectancy estimates right for pension policy: period versus cohort approach64 cited
    • 2021Addressing the life expectancy gap in pension policy56 cited
    • 2015Modelling longevity bonds: Analysing the Swiss Re Kortis bond44 cited
    • 2021Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters44 cited
    • 2021Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach40 cited
    • 2015Identifiability in Age/Period/Cohort Mortality Models36 cited
    • 2023Intergenerational actuarial fairness when longevity increases: Amending the retirement age32 cited
    • 2020Identifiability in age/period mortality models29 cited
    • 2022Bayesian model averaging for mortality forecasting using leave-future-out validation22 cited
    • 2017Identifiability, Cointegration and the Gravity Model21 cited
    • 2021Forecasting the Retirement Age: A Bayesian Model Ensemble Approach20 cited
    • 2020Previsões de mortalidade e de esperança de vida mediante combinação Bayesiana de modelos: Uma aplicação à população portuguesa18 cited
    • 2021Linking Pensions to Life Expectancy: Tackling Conceptual Uncertainty through Bayesian Model Averaging18 cited
    • 2020A Bayesian Approach to Modeling and Projecting Cohort Effects15 cited