Identifying structural breaks in stochastic mortality models
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Cited by:
- Fuchs, Johann & Söhnlein, Doris & Weber, Brigitte & Weber, Enzo, 2016. "Ein integriertes Modell zur Schätzung von Arbeitskräfteangebot und Bevölkerung," IAB-Forschungsbericht 201610, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- F. Peters & J. P. Mackenbach & W. J. Nusselder, 2016. "Does the Impact of the Tobacco Epidemic Explain Structural Changes in the Decline of Mortality?," European Journal of Population, Springer;European Association for Population Studies, vol. 32(5), pages 687-702, December.
- Colin O’hare & Youwei Li, 2017.
"Modelling mortality: are we heading in the right direction?,"
Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 170-187, January.
- O'Hare, Colin & Li, Youwei, 2016. "Modelling mortality: Are we heading in the right direction?," MPRA Paper 71392, University Library of Munich, Germany.
- Fuchs, Johann & Söhnlein, Doris & Weber, Brigitte & Weber, Enzo, 2017. "Forecasting labour supply and population: an integrated stochastic model," IAB-Discussion Paper 201701, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
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More about this item
Keywords
Mortality; stochastic models; forecasting; structural breaks;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2015-03-22 (Economics of Ageing)
- NEP-FOR-2015-03-22 (Forecasting)
- NEP-HEA-2015-03-22 (Health Economics)
- NEP-IAS-2015-03-22 (Insurance Economics)
- NEP-ORE-2015-03-22 (Operations Research)
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