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Modeling and forecasting mortality rates · Study

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ArticleModeling and forecasting mortality rates

Daniel R. Mitchell2013

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Articlegreen2013

Modeling and forecasting mortality rates

Daniel R. Mitchell · Patrick L. Brockett · Rafael Mendoza‐Arriaga · Kumar Muthuraman

118 citations·0/0 files stored·Insurance Mathematics and Economics

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Insurance, Mortality, Demography, Risk Management Statistical Distribution Estimation and Applications Probability and Risk Models

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References

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. &c 1992Modeling and Forecasting U. S. Mortality 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors 2004Option Pricing Under a Double Exponential Jump Diffusion Model 1860On the Law of Mortality and the Construction of Annuity Tables 1939Natural and political observations made upon the bills of mortality 1693VI. An estimate of the degrees of the mortality of mankind; drawn from curious tables of the births and funerals at the city of Breslaw; with an attempt to ascertain the price of annuities upon lives 2011Mortality density forecasts: An analysis of six stochastic mortality models

Cited by

2014A General Procedure for Constructing Mortality Models 2015On the Structure and Classification of Mortality Models 2015Forecasting mortality in subpopulations using Lee–Carter type models: A comparison 2013Modelling and projecting mortality improvement rates using a cohort perspective

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Year2013

Typearticle

Published2013-01-14

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations118

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/j.insmatheco.2013.01.002

openalex_workW3125802477

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2018

Advances in mortality forecasting: introduction

2015Modelling longevity bonds: Analysing the Swiss Re Kortis bond

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

2017Probabilistic mortality forecasting with varying age-specific survival improvements