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Coherent modeling and forecasting of mortality patterns for subpopulations using multiway analysis of compositions : an application to Canadian provinces and territories

Boucher, Marie-Pier Bergeron; Simonacci, Violetta; … - In: North American actuarial journal 22 (2018) 1, pp. 92-118

Persistent link: https://www.econbiz.de/10012267986

Coherent modeling of male and female mortality using Lee-Carter in a complex number framework

De Jong, Piet; Tickle, Leonie; Xu, Jianhui - In: Insurance / Mathematics & economics 71 (2016), pp. 130-137

Persistent link: https://www.econbiz.de/10011630622

Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I, methodology and country-level results

Huang, Fei; Browne, Bridget - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 20-45

Persistent link: https://www.econbiz.de/10011730237

Mortality forecasting using a modified CMI Mortality Projections Model for China II : cities, towns and counties

Huang, Fei - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 46-66

Persistent link: https://www.econbiz.de/10011730239

Forecasting disability : application of a frailty model

Fong, Joelle; Sherris, Michael; Yap, James - In: Scandinavian actuarial journal (2017) 2, pp. 125-147

Persistent link: https://www.econbiz.de/10011771992

A study on link functions for modelling and forecasting old-age survival probabilities of Australia and New Zealand

Liu, Jacie Jia - In: Risks : open access journal 9 (2021) 1/11, pp. 1-18

conventional approach of modelling mortality rates. Furthermore, we demonstrate how these survival probability models can be …

Persistent link: https://www.econbiz.de/10012422948

Automatic indexation of the pension age to life expectancy : when policy design matters

Ayuso, Mercedes; Holzmann, Robert; Holzmann, Robert; … - In: Risks : open access journal 9 (2021) 5, pp. 1-28

, Denmark, Portugal and Slovakia. To this end, we forecast an alternative period and cohort life expectancy measures using a … Bayesian Model Ensemble of heterogeneous stochastic mortality models comprised of parametric models, principal component …

Persistent link: https://www.econbiz.de/10012597036

A multivariate model of strategic asset allocation with longevity risk

Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; … - 2013 - This version: October, 2013

Persistent link: https://www.econbiz.de/10011817731

Bayesian model averaging for mortality forecasting using leave-future-out validation

Barigou, Karim; Goffard, Pierre-Olivier; Loisel, Stéphane - In: International journal of forecasting 39 (2023) 2, pp. 674-690

Persistent link: https://www.econbiz.de/10014465104

Thirty years on : a review of the Lee-Carter method for forecasting mortality

Basellini, Ugofilippo; Camarda, Carlo Giovanni; Booth, … - In: International journal of forecasting 39 (2023) 3, pp. 1033-1049

Persistent link: https://www.econbiz.de/10014465223