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The Cohort Effect: Insights and Explanations

Citations

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Cited by:

  1. MacMinn, Richard & Weber, Frederik, 2009. "Select Birth Cohorts," Discussion Papers in Business Administration 9207, University of Munich, Munich School of Management.
  2. Andrew J. G. Cairns & David Blake & Kevin Dowd & Amy R. Kessler, 2016. "Phantoms never die: living with unreliable population data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 975-1005, October.
  3. Yahia Salhi & Stéphane Loisel, 2012. "Basis risk modelling: a co-integration based approach," Working Papers hal-00746859, HAL.
  4. Lucia Zanotto & Vladimir Canudas-Romo & Stefano Mazzuco, 2021. "A Mixture-Function Mortality Model: Illustration of the Evolution of Premature Mortality," European Journal of Population, Springer;European Association for Population Studies, vol. 37(1), pages 1-27, March.
  5. Phil Mike Jones & Jon Minton & Andrew Bell, 2023. "Methods for disentangling period and cohort changes in mortality risk over the twentieth century: comparing graphical and modelling approaches," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(4), pages 3219-3239, August.
  6. Matteo Dimai & Marek Brabec, 2024. "A Bayesian model for age at death with cohort effects," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 51(33), pages 1017-1058.
  7. Stephen Richards, 2010. "Author's response," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(4), pages 920-924, October.
  8. Michael Murphy, 2010. "Detecting year‐of‐birth mortality patterns with limited data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(4), pages 915-920, October.
  9. David Blake, 2018. "Longevity: a new asset class," Journal of Asset Management, Palgrave Macmillan, vol. 19(5), pages 278-300, September.
  10. Plat, Richard, 2009. "On stochastic mortality modeling," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 393-404, December.
  11. Li, Johnny Siu-Hang, 2010. "Pricing longevity risk with the parametric bootstrap: A maximum entropy approach," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 176-186, October.
  12. Dorota Toczydlowska & Gareth W. Peters & Man Chung Fung & Pavel V. Shevchenko, 2017. "Stochastic Period and Cohort Effect State-Space Mortality Models Incorporating Demographic Factors via Probabilistic Robust Principal Components," Risks, MDPI, vol. 5(3), pages 1-77, July.
  13. Blake David & Cairns Andrew & Dowd Kevin, 2008. "The Birth of the Life Market," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(1), pages 1-32, September.
  14. Redondo Lourés, Cristian & Cairns, Andrew J.G., 2021. "Cause of death specific cohort effects in U.S. mortality," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 190-199.
  15. Rúben Pereira Carlos & Onofre Simões, 2012. "Hedging The Longevity Risk For The Portuguese Population In The Bond Market," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 63-82.
  16. Haberman, Steven & Renshaw, Arthur, 2012. "Parametric mortality improvement rate modelling and projecting," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 309-333.
  17. Weinert, Jan-Hendrik & Gründl, Helmut, 2016. "The modern tontine: An innovative instrument for longevity risk management in an aging society," ICIR Working Paper Series 22/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  18. Yahia Salhi & Stéphane Loisel, 2017. "Basis risk modelling: a co-integration based approach," Post-Print hal-00746859, HAL.
  19. David Blake & Andrew Cairns & Guy Coughlan & Kevin Dowd & Richard MacMinn, 2013. "The New Life Market," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 501-558, September.
  20. Guibert, Quentin & Lopez, Olivier & Piette, Pierrick, 2019. "Forecasting mortality rate improvements with a high-dimensional VAR," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 255-272.
  21. Paul Doukhan & Joseph Rynkiewicz & Yahia Salhi, 2021. "Optimal Neighborhood Selection for AR-ARCH Random Fields with Application to Mortality," Stats, MDPI, vol. 5(1), pages 1-26, December.
  22. David Atance & Alejandro Balbás & Eliseo Navarro, 2020. "Constructing dynamic life tables with a single-factor model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 787-825, December.
  23. Michael Murphy, 2010. "Reexamining the Dominance of Birth Cohort Effects on Mortality," Population and Development Review, The Population Council, Inc., vol. 36(2), pages 365-390, June.
  24. Bauer, Daniel & Weber, Frederik, 2007. "Assessing Investment and Longevity Risks within Immediate Annuities," Discussion Papers in Business Administration 1982, University of Munich, Munich School of Management.
  25. Rodney P. Jones, 2019. "The calendar year fallacy: The danger of reliance on calendar year data in end‐of‐life capacity and financial planning," International Journal of Health Planning and Management, Wiley Blackwell, vol. 34(4), pages 1533-1543, October.
  26. Renshaw, A.E. & Haberman, S., 2006. "A cohort-based extension to the Lee-Carter model for mortality reduction factors," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 556-570, June.
  27. Zhiping Huang & Michael Sherris & Andrés M. Villegas & Jonathan Ziveyi, 2022. "Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models," Risks, MDPI, vol. 10(9), pages 1-28, September.
  28. Haberman, Steven & Renshaw, Arthur, 2011. "A comparative study of parametric mortality projection models," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 35-55, January.
  29. Hunt, Andrew & Villegas, Andrés M., 2015. "Robustness and convergence in the Lee–Carter model with cohort effects," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 186-202.
  30. Bauer Daniel & Weber Frederik, 2008. "Assessing Investment and Longevity Risks within Immediate Annuities," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(1), pages 1-24, September.
  31. Ngai, Andrew & Sherris, Michael, 2011. "Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 100-114, July.
  32. Gabriella Piscopo & Marina Resta, 2017. "Applying spectral biclustering to mortality data," Risks, MDPI, vol. 5(2), pages 1-13, April.
  33. Enrique Acosta & Alyson van Raalte, 2019. "APC curvature plots: Displaying nonlinear age-period-cohort patterns on Lexis plots," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(42), pages 1205-1234.
  34. Hunt, Andrew & Blake, David, 2015. "Modelling longevity bonds: Analysing the Swiss Re Kortis bond," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 12-29.
  35. Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko, 2017. "Cohort effects in mortality modelling: a Bayesian state-space approach," Papers 1703.08282, arXiv.org.
  36. Hatzopoulos, P. & Haberman, S., 2015. "Modeling trends in cohort survival probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 162-179.
  37. Jennifer L. Wang & H.C. Huang & Sharon S. Yang & Jeffrey T. Tsai, 2010. "An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 473-497, June.
  38. 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.
  39. Hatzopoulos, P. & Haberman, S., 2011. "A dynamic parameterization modeling for the age-period-cohort mortality," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 155-174, September.
  40. Doukhan, P. & Pommeret, D. & Rynkiewicz, J. & Salhi, Y., 2017. "A class of random field memory models for mortality forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 97-110.
  41. Massimiliano Menzietti & Maria Francesca Morabito & Manuela Stranges, 2019. "Mortality Projections for Small Populations: An Application to the Maltese Elderly," Risks, MDPI, vol. 7(2), pages 1-25, March.
  42. Paola Biffi & Gian Clemente, 2014. "Selecting stochastic mortality models for the Italian population," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 255-286, October.
  43. Samuel Preston & Andrew Stokes & Neil Mehta & Bochen Cao, 2014. "Projecting the Effect of Changes in Smoking and Obesity on Future Life Expectancy in the United States," Demography, Springer;Population Association of America (PAA), vol. 51(1), pages 27-49, February.
  44. Valeria D’Amato & Steven Haberman & Maria Russolillo, 2012. "The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts," Methodology and Computing in Applied Probability, Springer, vol. 14(1), pages 135-148, March.
  45. Li, Johnny Siu-Hang & Zhou, Rui & Hardy, Mary, 2015. "A step-by-step guide to building two-population stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 121-134.
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