Forecasting Mortality: A Parameterized Time Series Approach
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DOI: 10.2307/2061263
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Cited by:
- Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa, 2011. "Mortality density forecasts: An analysis of six stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 355-367, May.
- Booth, Heather, 2006. "Demographic forecasting: 1980 to 2005 in review," International Journal of Forecasting, Elsevier, vol. 22(3), pages 547-581.
- Eileen Crimmins, 1993. "Demography: The past 30 years, the present, and the future," Demography, Springer;Population Association of America (PAA), vol. 30(4), pages 579-591, November.
- Wanying Fu & Barry R. Smith & Patrick Brewer & Sean Droms, 2023. "Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting," Risks, MDPI, vol. 11(9), pages 1-23, August.
- Dalkhat M. Ediev, 2009. "Extrapolative Projections of Mortality: Towards a More Consistent Method," VID Working Papers 0803, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna.
- Renshaw, A. E. & Haberman, S., 2000. "Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 365-396, December.
- Yang, Bowen & Li, Jackie & Balasooriya, Uditha, 2015. "Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 16-27.
- Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2022. "Thirty years on: A review of the Lee-Carter method for forecasting mortality," SocArXiv 8u34d, Center for Open Science.
- Niels Haldrup & Carsten P. T. Rosenskjold, 2019.
"A Parametric Factor Model of the Term Structure of Mortality,"
Econometrics, MDPI, vol. 7(1), pages 1-22, March.
- Niels Haldrup & Carsten P. T. Rosenskjold, 2018. "A Parametric Factor Model of the Term Structure of Mortality," CREATES Research Papers 2018-06, Department of Economics and Business Economics, Aarhus University.
- Wong, Chi Heem & Tsui, Albert K., 2015. "Forecasting life expectancy: Evidence from a new survival function," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 208-226.
- Njenga, Carolyn Ndigwako & Sherris, Michael, 2020. "Modeling mortality with a Bayesian vector autoregression," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 40-57.
- Hyndman, Rob J. & Booth, Heather, 2008.
"Stochastic population forecasts using functional data models for mortality, fertility and migration,"
International Journal of Forecasting, Elsevier, vol. 24(3), pages 323-342.
- Rob J Hyndman & Heather Booth, 2006. "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers 14/06, Monash University, Department of Econometrics and Business Statistics.
- Hatzopoulos, P. & Haberman, S., 2009. "A parameterized approach to modeling and forecasting mortality," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 103-123, February.
- David Sharrow & Samuel J. Clark & Mark Collinson & Kathleen Kahn & Stephen Tollman, 2013. "The age pattern of increases in mortality affected by HIV," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(39), pages 1039-1096.
- Jeff Tayman & Stanley Smith & Jeffrey Lin, 2007. "Precision, bias, and uncertainty for state population forecasts: an exploratory analysis of time series models," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 26(3), pages 347-369, June.
- Kirill F. Andreev & James W. Vaupel, 2006. "Forecasts of cohort mortality after age 50," MPIDR Working Papers WP-2006-012, Max Planck Institute for Demographic Research, Rostock, Germany.
- Norkhairunnisa Redzwan & Rozita Ramli, 2022. "A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting," Risks, MDPI, vol. 10(10), pages 1-17, October.
- Carolyn Njenga & Michael Sherris, 2011. "Modeling Mortality with a Bayesian Vector Autoregression," Working Papers 201105, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
- Alonso Fernández, Andrés Modesto & Peña, Daniel & Rodríguez, Julio, 2008. "A methodology for population projections: an application to Spain," DES - Working Papers. Statistics and Econometrics. WS ws084512, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Wolfgang Reichmuth & Samad Sarferaz, 2008. "Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality," SFB 649 Discussion Papers SFB649DP2008-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- James Raymer & Guy J Abel & Andrei Rogers, 2012. "Does Specification Matter? Experiments with Simple Multiregional Probabilistic Population Projections," Environment and Planning A, , vol. 44(11), pages 2664-2686, November.
- Wong, Chi Heem & Tsui, Albert K, 2015. "Forecasting Life Expectancy: Evidence from a New Survival Function," CEI Working Paper Series 2015-1, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2023. "Thirty years on: A review of the Lee–Carter method for forecasting mortality," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1033-1049.
- Njenga Carolyn N & Sherris Michael, 2011. "Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 5(2), pages 1-54, July.
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