A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies?-Reference-Cited by-同舟云学术

A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies?

Published:2016 Issue: Volume: Page:
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Li Han¹,O'hare Colin¹,Vahid Farshid¹

Affiliation:

1. Department of Econometrics and Business Statistics; Monash University Melbourne; VIC Australia

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference30 articles.

1. Mortality modelling and forecasting: a review of methods;Booth;Annals of Actuarial Science,2008

2. A two-factor model for stochastic mortality with parameter uncertainty: theory and calibration;Cairns;Journal of Risk and Insurance,2006

3. A quantitative comparison of stochastic mortality models using data from England & Wales and the United States;Cairns;North American Actuarial Journal,2009

4. Mortality density forecasts: an analysis of six stochastic mortality models;Cairns;Insurance: Mathematics and Economics,2011

5. Actuarial Mathematics for Life Contingent Risks

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