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Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality

Author

Listed:
  • María Dolores Martínez Miranda

    (University of Granada & Cass Business School, London)

  • Bent Nielsen

    (Nuffield College, Oxford University)

  • Jens Perch Nielsen

    (Cass Business School, London)

Abstract

It is of considerable interest to forecast future mesothelioma mortality. No measures for exposure are available so it is not straight forward to apply a doseresponse model. It is proposed to model the counts of deaths directly using a Poisson regression with an age-period-cohort structure, but without offset. Traditionally the age-period-cohort is viewed to suffer from an identification problem. It is shown how to re-parameterize the model in terms of freely varying parameters, so as to avoid this problem. It is shown how to conduct inference and how to construct distribution forecasts.

Suggested Citation

  • María Dolores Martínez Miranda & Bent Nielsen & Jens Perch Nielsen, 2013. "Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality," Economics Papers 2013-W05, Economics Group, Nuffield College, University of Oxford.
    • Handle: RePEc:nuf:econwp:1305
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    Cited by:

    1. Jonas Harnau, 2018. "Misspecification Tests for Log-Normal and Over-Dispersed Poisson Chain-Ladder Models," Risks, MDPI, vol. 6(2), pages 1-25, March.
    2. Zoë Fannon & B. Nielsen, 2018. "Age-period cohort models," Economics Papers 2018-W04, Economics Group, Nuffield College, University of Oxford.
    3. Francesco Billari & Rebecca Graziani, 2024. "Age-period-cohort analysis of U.S. fertility: a realistic approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(4), pages 3021-3040, August.
    4. Bent Nielsen & María Dolores Martínez-Miranda & Jens Perch Nielsen, 2016. "A simple benchmark for mesothelioma projection for Great Britain," Economics Papers 2016-W03, Economics Group, Nuffield College, University of Oxford.
    5. D. Kuang & B. Nielsen, 2018. "Generalized Log-Normal Chain-Ladder," Economics Papers 2018-W02, Economics Group, Nuffield College, University of Oxford.
    6. Mammen, Enno & Martínez Miranda, María Dolores & Nielsen, Jens Perch, 2015. "In-sample forecasting applied to reserving and mesothelioma mortality," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 76-86.
    7. Mammen, Enno & Martínez-Miranda, María Dolores & Nielsen, Jens Perch & Vogt, Michael, 2021. "Calendar effect and in-sample forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 31-52.
    8. Bent Nielsen, 2014. "Deviance analysis of age-period-cohort models," Economics Papers 2014-W03, Economics Group, Nuffield College, University of Oxford.
    9. Zoë Fannon & Christiaan Monden & Bent Nielsen, 2018. "Age-period-cohort modelling and covariates, with an application to obesity in England 2001-2014," Economics Papers 2018-W05, Economics Group, Nuffield College, University of Oxford.
    10. Enrico Oddone & Jordy Bollon & Consuelo Rubina Nava & Marcella Bugani & Dario Consonni & Alessandro Marinaccio & Corrado Magnani & Francesco Barone-Adesi, 2020. "Predictions of Mortality from Pleural Mesothelioma in Italy After the Ban of Asbestos Use," IJERPH, MDPI, vol. 17(2), pages 1-11, January.
    11. D. Kuang & B. Nielsen, 2018. "Generalized Log-Normal Chain-Ladder," Papers 1806.05939, arXiv.org.

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