Learning and forecasting of age-specific period mortality via B-spline processes with locally-adaptive dynamic coefficients. (English) Zbl 07923915
MSC:
62Pxx
Found 96 Documents (Results 1–96)
Accurate and explainable mortality forecasting with the LocalGLMnet. (English) Zbl 07917001
MSC:
91B30
Enhancing mortality forecasting through bivariate model-based ensemble. (English) Zbl 1534.91116
Reviewer: Emilia Di Lorenzo (Napoli)
Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach. (English) Zbl 1518.91232
Markov (Set) chains application to predict mortality rates using extended Milevsky-Promislov generalized mortality models. (English) Zbl 07611131
MSC:
62-XX
Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks. (English) Zbl 07460579
MSC:
68T37
Leveraging weather data for forecasting cases-to-mortality rates due to COVID-19. (English) Zbl 07577257
Modelling and forecasting mortality improvement rates with random effects. (English) Zbl 1482.91186
Reviewer: Emilia Di Lorenzo (Napoli)
Exchangeable mortality projection. (English) Zbl 1482.91189
Reviewer: Jonas Šiaulys (Vilnius)
Forecasting mortality with international linkages: a global vector-autoregression approach. (English) Zbl 1471.91470
Longevity risk and economic growth in sub-populations: evidence from Italy. (English) Zbl 1467.91117
Gompertz law revisited: forecasting mortality with a multi-factor exponential model. (English) Zbl 1467.91146
Life expectancy and lifespan disparity forecasting: a long short-term memory approach. (English) Zbl 1468.91128
Reviewer: Emilia Di Lorenzo (Napoli)
Constructing dynamic life tables with a single-factor model. (English) Zbl 1468.91120
Reviewer: Emilia Di Lorenzo (Napoli)
Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach. (English) Zbl 1454.91172
Incorporating structural changes in mortality improvements for mortality forecasting. (English) Zbl 1454.91198
Application of the Markov chains in the prediction of the mortality rates in the generalized stochastic Milevsky-Promislov model. (English) Zbl 1430.91066
Mondaini, Rubem P. (ed.), Trends in biomathematics: mathematical modeling for health, harvesting, and population dynamics. Selected works presented at the 18th BIOMAT consortium lectures, Mohammedia, Morocco, October 29 – November 2, 2018. Cham: Springer. 191-208 (2019).
Statistical inference for Lee-Carter mortality model and corresponding forecasts. (English) Zbl 1426.91227
The maximum entropy mortality model: forecasting mortality using statistical moments. (English) Zbl 1422.91370
A proposition of generalized stochastic Milevsky-Promislov mortality models. (English) Zbl 1418.91258
A single factor model for constructing dynamic life tables. (English) Zbl 1397.62383
Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4–6, 2018. Cham: Springer (ISBN 978-3-319-89823-0/hbk; 978-3-319-89824-7/ebook). 69-73 (2018).
A quantitative comparison of stochastic mortality models on Italian population data. (English) Zbl 1464.62036
Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach. (English) Zbl 1397.91290
Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models. (English) Zbl 1394.91327
Modeling longevity risk with generalized dynamic factor models and vine-copulae. (English) Zbl 1390.91174
Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method. (English) Zbl 1391.62249
Coherent modeling of male and female mortality using Lee-Carter in a complex number framework. (English) Zbl 1371.91114
It’s all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk. (English) Zbl 1371.91103
Differences in European mortality rates: a geometric approach on the age-period plane. (English) Zbl 1390.91173
A simple linear regression approach to modeling and forecasting mortality rates. (English) Zbl 1365.62478
A step-by-step guide to building two-population stochastic mortality models. (English) Zbl 1348.91164
MSC:
91B30
62P05
Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. (English) Zbl 1318.91109
On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England. (English) Zbl 1412.91057
A dynamic factor approach to mortality modeling. (English) Zbl 1397.91283
MSC:
91B30
91D20
Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. (English) Zbl 1284.91238
Insur. Math. Econ. 52, No. 2, 320-337 (2013); corrigendum ibid. 53, No. 3, 919 (2013).
The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts. (English) Zbl 1362.62182
Explaining Young mortality. (English) Zbl 1235.91102
MSC:
91B30
91D20
On age-period-cohort parametric mortality rate projections. (English) Zbl 1231.91195
MSC:
91B30
91B82
Forecasting and simulating mortality tables. (English) Zbl 1165.91451
MSC:
91B84
91B30
A parameterized approach to modeling and forecasting mortality. (English) Zbl 1156.91394
MSC:
91B30
Modelling longevity dynamics for pensions and annuity business. (English) Zbl 1163.91005
Oxford: Oxford University Press (ISBN 978-0-19-954727-2/hbk). xix, 395 p. (2009).
Reviewer: Jonas Šiaulys (Vilnius)
MSC:
91-02
91B30
Estimating the term structure of mortality. (English) Zbl 1152.91585
MSC:
91B30
Comparing mortality trends via Lee-Carter method in the framework of multidimensional data analysis. (English) Zbl 1136.91581
Perna, Cira (ed.) et al., Mathematical and statistical methods in insurance and finance. Papers presented at the MAF2006 conference, Salerno, Italy, October 11–13, 2006. Milan: Springer (ISBN 978-88-470-0703-1/hbk). 131-138 (2008).
MSC:
91D20
Robust forecasting of mortality and fertility rates: a functional data approach. (English) Zbl 1162.62434
Negative binomial version of the Lee-Carter model for mortality forecasting. (English) Zbl 1150.91426
Reviewer: Aleksandr D. Borisenko (Kyïv)
MSC:
91B30
Longevity and adjustment in pension annuities, with application to Finland. (English) Zbl 1141.91028
Reviewer: A. D. Borisenko (Kyïv)
MSC:
91B30
Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts. (English) Zbl 1151.91577
A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain). (English) Zbl 1134.62369
Evaluating and extending the Lee-Carter model for mortality forecasting: bootstrap confidence interval. (English) Zbl 1098.62138
Modelling and forecasting mortality distributions in England and Wales using the Lee-Carter model. (English) Zbl 1121.62511
MSC:
62-XX
Creating a reference to a complex emergency situation using time series methods: War in Guinea-Bissau 1998-1999. (English) Zbl 1121.62452
MSC:
62-XX
Bootstrapping the Poisson log-bilinear model for mortality forecasting. (English) Zbl 1092.91038
Reviewer: A. D. Borisenko (Kyïv)
MSC:
91B30
Survival models in a dynamic context: a survey. (English) Zbl 1079.91050
MSC:
91B30
Forecasting the health of elderly populations. (English) Zbl 0780.62105
Springer Series in Statistics. Statistics in the Health Sciences. New York: Springer-Verlag. x, 371 p. (1993).
Reviewer: T.Postelnicu (Bucureşti)
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