Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age–period

Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age–period–cohort model

Published:2020-09-16 Issue:2 Volume:2021 Page:134-155
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Dodd Erengul¹²³,Forster Jonathan J.¹³⁴,Bijak Jakub¹³⁵,Smith Peter W. F.¹³⁵

Affiliation:

1. Southampton Statistical Sciences Research Institute, University of Southampton, Southampton, UK

2. Mathematical Sciences, University of Southampton, Southampton, UK

3. ESRC Centre for Population Change, University of Southampton, Southampton, UK

4. Department of Statistics, University of Warwick, Coventry, UK

5. Department of Social Statistics and Demography, University of Southampton, Southampton, UK

Funder

University of Southampton

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1815238

Reference30 articles.

1. The future of life expectancy and life expectancy inequalities in England and Wales: Bayesian spatiotemporal forecasting

2. Börger, M. & Aleksic, M.C. (2014). Coherent projections of age, period, and cohort dependent mortality improvements. In Living to 100 Symposium, vol. 8, January. Orlando, FL.

3. A Poisson log-bilinear regression approach to the construction of projected lifetables

4. A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration

5. A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

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