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Modeling and forecasting mortality rates
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Modeling and forecasting mortality rates (2013)Modeling and forecasting mortality ratesMortality Measurement at Advanced Ages (2011)Mortality Measurement at Adva…Mortality density forecasts: An analysis of six stochastic mortality models (2011)Mortality density forecasts: …A comparative study of parametric mortality projection models (2010)A comparative study of parame…On Stochastic Mortality Modeling (2009)On Stochastic Mortality Model…Modeling Mortality With Jumps: Applications to Mortality Securitization (2009)Modeling Mortality With Jumps…Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions (2006)Lee-Carter mortality forecast…Extending Lee–Carter Mortality Forecasting (2006)Extending Lee–Carter Mortalit…A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A cohort-based extension to t…Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Option Pricing Under a Double…Methodology and Assumptions for the Population Projections of the United States: 1999 to 2100 (2000)Methodology and Assumptions f…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…Natural and political observations made upon the bills of mortality (1939)Natural and political observa…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 (1874)An Estimate of the Degrees of…On the Law of Mortality and the Construction of Annuity Tables (1860)On the Law of Mortality and t…XXIV. 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 (1825)XXIV. On the nature of the fu…VI. 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 (1693)VI. An estimate of the degree…The slowdown in mortality improvement rates 2011–2017: a multi-country analysis (2022)The slowdown in mortality imp…A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts (2022)A Neural Approach to Improve …Identifiability in age/period mortality models (2020)Identifiability in age/period…Rotation of the age pattern of mortality improvements in the European Union (2019)Rotation of the age pattern o…GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS (2018)GAUSSIAN PROCESS MODELS FOR M…Advances in mortality forecasting: introduction (2018)Advances in mortality forecas…Probabilistic mortality forecasting with varying age-specific survival improvements (2017)Probabilistic mortality forec…Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts (2017)Lifespan Disparity as an Addi…Characterization of between-group inequality of longevity in European Union countries (2017)Characterization of between-g…On the Structure and Classification of Mortality Models (2015)On the Structure and Classifi…Modelling longevity bonds: Analysing the Swiss Re Kortis bond (2015)Modelling longevity bonds: An…Forecasting mortality in subpopulations using Lee–Carter type models: A comparison (2015)Forecasting mortality in subp…Age-specific copula-AR-GARCH mortality models (2015)Age-specific copula-AR-GARCH …A General Procedure for Constructing Mortality Models (2014)A General Procedure for Const…Modelling and projecting mortality improvement rates using a cohort perspective (2013)Modelling and projecting mort…A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations (2011)A Quantitative Comparison of …A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)Mortality Modelling and Forecasting: a Review of Methods (2008)A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting methods and applications (1993)Stochastic population forecasts using functional data models for mortality, fertility and migration (2008)Bayesian Stochastic Mortality Modelling for Two Populations (2011)Demographic perspectives on the rise of longevity (2021)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)The New Life Market (2013)StMoMo : An R Package for Stochastic Mortality Modeling (2015)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Optimal stopping and perpetual options for Lévy processes (2002)First passage times of a jump diffusion process (2003)Theory of rational option pricing (2005)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Area, Class and Health: Should we be Focusing on Places or People? (1993)The World Economy (2003)The Epidemiologic Transition: A Theory of the Epidemiology of Population Change (2005)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)The Markov Process in Medical Prognosis (1983)An Introduction to Markov Modelling for Economic Evaluation (1998)Global, regional, and national age–sex specific all-cause and cause-specific mortality for 240 causes of death, 1990–2013: a systematic analysis for the Global Burden of Disease Study 2013 (2014)A stochastic model of organizational mortality: Review and reanalysis (1983)Deceleration in the age pattern of mortality at olderages (1998)The Long-Term Pattern of Adult Mortality and the Highest Attained Age (1999)Modelling and management of mortality risk: a review (2008)Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models (2012)Risk Analysis and Risk Management: An Historical Perspective (1985)Personal identity (2000)The Cambridge History of Eighteenth-Century Philosophy (2006)
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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. &c3,817 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
  • 2004Option Pricing Under a Double Exponential Jump Diffusion Model654 cited
  • 1860On the Law of Mortality and the Construction of Annuity Tables465 cited
  • 1939Natural and political observations made upon the bills of mortality401 cited
  • 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 lives332 cited
  • 2011Mortality density forecasts: An analysis of six stochastic mortality models292 cited
  • 2009On Stochastic Mortality Modeling271 cited
  • 2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions248 cited
  • 1874An 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 Lives189 cited
  • 2010A comparative study of parametric mortality projection models180 cited
  • 2000Methodology and Assumptions for the Population Projections of the United States: 1999 to 2100

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161 cited
  • 2011Mortality Measurement at Advanced Ages152 cited
  • 2006Extending Lee–Carter Mortality Forecasting130 cited
  • 2009Modeling Mortality With Jumps: Applications to Mortality Securitization124 cited
  • Cited by

    • 2014A General Procedure for Constructing Mortality Models101 cited
    • 2015On the Structure and Classification of Mortality Models72 cited
    • 2015Forecasting mortality in subpopulations using Lee–Carter type models: A comparison71 cited
    • 2013Modelling and projecting mortality improvement rates using a cohort perspective54 cited
    • 2018Advances in mortality forecasting: introduction49 cited
    • 2015Modelling longevity bonds: Analysing the Swiss Re Kortis bond44 cited
    • 2011A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations40 cited
    • 2017Probabilistic mortality forecasting with varying age-specific survival improvements35 cited
    • 2017Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts33 cited
    • 2022A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts33 cited
    • 2017Characterization of between-group inequality of longevity in European Union countries30 cited
    • 2018GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS30 cited
    • 2020Identifiability in age/period mortality models29 cited
    • 2022The slowdown in mortality improvement rates 2011–2017: a multi-country analysis28 cited
    • 2015Age-specific copula-AR-GARCH mortality models26 cited
    • 2019Rotation of the age pattern of mortality improvements in the European Union24 cited