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Mortality density forecasts: An analysis of six stochastic mortality models · Study

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Mortality density forecasts: An analysis of six stochastic mortality models

Andrew J. G. Cairns, David P. Blake, Kevin Dowd, Guy D. Coughlan, DAVID A. EPSTEIN, Marwa Khalaf-Allah

2011-01-13articleInsurance Mathematics and Economics292 citationsgreen

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Insurance, Mortality, Demography, Risk Management Statistical Distribution Estimation and Applications Statistical Methods in Epidemiology

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Citations in this library

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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

2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality

2002Applying Lee-Carter under conditions of variable mortality decline

Cited by

2012Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models

2009On Stochastic Mortality Modeling

2008Modelling and management of mortality risk: a review

2011Bayesian Stochastic Mortality Modelling for Two Populations

2015StMoMo : An R Package for Stochastic Mortality Modeling

2010A comparative study of parametric mortality projection models

2011A Gravity Model of Mortality Rates for Two Related Populations

2010Evaluating the goodness of fit of stochastic mortality models

Details

Year2011

Typearticle

VenueInsurance Mathematics and Economics

Languageen

Files0 public / 0

Identifiers

doi10.1016/j.insmatheco.2010.12.005

openalex_workW3126106951

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