thresholds and structural break models with estimated breakdates. Estimation and inference procedures that ignore the randomness …

thresholds, and structural break models with estimated breakdates. Estimation and inference procedures that ignore the randomness …

address consistent estimation of the asymptotic variance, and testing for asset pricing restrictions induced by the no …

patterns of geographical variation. In this work, spatial filtering is introduced in the context of modeling mortality for the … distribution of mortality rates for the sixty-five and older age group at the county level for the contiguous United States. The … use when it comes to enriching traditional mortality models …

At present, academic actuarial research involving the mortality modeling of multiple populations mainly focuses on … factor-based approaches. This comes with little attention to interpretable models of mortality that take patterns across … mortality modeling framework of Li and Lee (2005) to include spatial patterns. Specifically, in this paper, we study the …

Using data for six OECD countries, this paper studies the effect of macroeconomic conditions on the mortality index kt … relationship between the state of the economy and mortality is found to change from procyclical to countercyclical in all six … variation in the mortality index. -- Demography ; Lee-Carter ; business cycle ; time series model …