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Forecasting Mortality: A Parameterized Time Series Approach

Citations

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Cited by:

  1. 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.
  2. 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.
  3. 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.
  4. Njenga, Carolyn Ndigwako & Sherris, Michael, 2020. "Modeling mortality with a Bayesian vector autoregression," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 40-57.
  5. Booth, Heather, 2006. "Demographic forecasting: 1980 to 2005 in review," International Journal of Forecasting, Elsevier, vol. 22(3), pages 547-581.
  6. 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.
  7. repec:hum:wpaper:sfb649dp2008-052 is not listed on IDEAS
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008. "Bayesian demographic modeling and forecasting: An application to U.S. mortality," SFB 649 Discussion Papers 2008-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008. "Modeling and forecasting age-specific mortality: A Bayesian approach," SFB 649 Discussion Papers 2008-052a, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  25. repec:hum:wpaper:sfb649dp2008-052a is not listed on IDEAS
  26. 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.
  27. 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 Estadística.
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