-
1
-
-
0016355478
-
A new look at the statistical model identification
-
AKAIKE, H. (1974) A New Look at the Statistical Model Identification. IEEE Transactions on Automatic Control, AC-19, 716-723.
-
(1974)
IEEE Transactions on Automatic Control
, vol.AC-19
, pp. 716-723
-
-
Akaike, H.1
-
2
-
-
0000237682
-
Comparing and assessing time series methods for forecasting age specific demographic rates
-
BELL, W.R. (1997) Comparing and Assessing Time Series Methods for Forecasting Age Specific Demographic Rates. Journal of Official Statistics, 13, 279-303.
-
(1997)
Journal of Official Statistics
, vol.13
, pp. 279-303
-
-
Bell, W.R.1
-
3
-
-
0036868984
-
Applying Lee-Carter under conditions of variable mortality decline
-
BOOTH, H., MAINDONALD, J. and SMITH, L. (2002) Applying Lee-Carter under Conditions of Variable Mortality Decline. Population Studies, 56, 325-336.
-
(2002)
Population Studies
, vol.56
, pp. 325-336
-
-
Booth, H.1
Maindonald, J.2
Smith, L.3
-
5
-
-
0022857455
-
A biometrics invited paper with discussion: The natural variability of vital rates and associated statistics
-
BRILLINGER, D.R. (1986) A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics. Biometrics, 42, 693-734.
-
(1986)
Biometrics
, vol.42
, pp. 693-734
-
-
Brillinger, D.R.1
-
6
-
-
0037146860
-
A poisson log-bilinear regression approach to the construction of projected lifetables
-
BROUHNS, N., DENUIT, M. and VERMUNT, J.K. (2002) A Poisson Log-bilinear Regression Approach to the Construction of Projected Lifetables. Insurance: Mathematics and Economics, 31, 373-393.
-
(2002)
Insurance: Mathematics and Economics
, vol.31
, pp. 373-393
-
-
Brouhns, N.1
Denuit, M.2
Vermunt, J.K.3
-
7
-
-
31544467745
-
Bootstrapping the poisson log-bilinear model for mortality forecasting
-
BROUHNS, N, DENUIT, M. and KEILEGOM:, I.V. (2005) Bootstrapping the Poisson Log-bilinear Model for Mortality Forecasting. Scandinavian Actuarial Journal, 31, 212-224.
-
(2005)
Scandinavian Actuarial Journal
, vol.31
, pp. 212-224
-
-
Brouhns, N.1
Denuit, M.2
Keilegom, I.V.3
-
9
-
-
0003738365
-
-
Cincinnati: National Institute for Occupational Safety and Health
-
BURNETT, C., MAURER, J. and DOSEMECI, M. Mortality by Occupation, Industry, and Cause of Death: 24 Reporting States (1984-1988). Cincinnati: National Institute for Occupational Safety and Health.
-
Mortality by Occupation, Industry, and Cause of Death: 24 Reporting States (19841988)
-
-
Burnett, C.1
Maurer, J.2
Dosemeci, M.3
-
10
-
-
0034649483
-
A discussion of parameter and model uncertainty in insurance
-
CAIRNS, A.J.G. (2000) A Discussion of Parameter and Model Uncertainty in Insurance. Insurance: Mathematics and Economics, 27, 313-330.
-
(2000)
Insurance: Mathematics and Economics
, vol.27
, pp. 313-330
-
-
Cairns, A.J.G.1
-
11
-
-
70349247100
-
A quantitative comparison of stochastic mortality models using data from england and wales and the United States
-
to appear
-
CAIRNS, A.J.G., BLAKE, D., DOWD, K., COUGHLAN, G.D., EPSTEIN, D., ONG, A., and BALEVICH, I. (2009) A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. North American Actuarial Journal, to appear.
-
(2009)
North American Actuarial Journal
-
-
Cairns, A.J.G.1
Blake, D.2
Dowd, K.3
Coughlan, G.D.4
Epstein, D.5
Ong, A.6
Balevich, I.7
-
12
-
-
78751527034
-
-
CONGRESSIONAL BUDGET OFFICE OF THE UNITED STATES Washington, D.C.: U.S. Government Printing Office
-
CONGRESSIONAL BUDGET OFFICE OF THE UNITED STATES (1998) Long-Term Budgetary Pressures and Policy Options. Washington, D.C.: U.S. Government Printing Office.
-
(1998)
Long-Term Budgetary Pressures and Policy Options
-
-
-
13
-
-
0000865420
-
Some remarks on overdispersion
-
Cox, D.R. (1983) Some Remarks on Overdispersion. Biometrika, 70, 269-274.
-
(1983)
Biometrika
, vol.70
, pp. 269-274
-
-
Cox, D.R.1
-
14
-
-
84993811151
-
Smoothing and forecasting mortality rates
-
CURRIE I. D., DURBAN, M. and EILERS, P. H. C. (2004) Smoothing and Forecasting Mortality Rates. Statistical Modelling, 4, 279-298.
-
(2004)
Statistical Modelling
, vol.4
, pp. 279-298
-
-
Currie, I.D.1
Durban, M.2
Eilers, P.H.C.3
-
15
-
-
21244478558
-
Bayesian poisson log-bilinear mortality projections
-
CZADO, C., DELWARDE, A., DENUIT, M. (2005) Bayesian Poisson Log-bilinear Mortality Projections. Insurance: Mathematics and Economics, 36, 260-284.
-
(2005)
Insurance: Mathematics and Economics
, vol.36
, pp. 260-284
-
-
Czado, C.1
Delwarde, A.2
Denuit, M.3
-
17
-
-
69249124427
-
-
The Pensions Institute Discussion Paper PI-0803. Available at
-
DOWD, K., CAIRNS, A.J.G., BLAKE, D., COUGHLAN, G.D., EPSTEIN, D. and KHALAF-ALLAH, M. (2008) Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period-Ahead Density Forecasts. The Pensions Institute Discussion Paper PI-0803. Available at http://www.pensions-institute.org/papers. html.
-
(2008)
Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period-Ahead Density Forecasts
-
-
Dowd, K.1
Cairns, A.J.G.2
Blake, D.3
Coughlan, G.D.4
Epstein, D.5
Khalaf-Allah, M.6
-
18
-
-
0001586999
-
Life table methods for heterogeneous populations: Distributions describing the heterogeneity
-
HOUGAARD, P. (1984) Life Table Methods for Heterogeneous Populations: Distributions Describing the Heterogeneity. Biometrika, 71, 75-83.
-
(1984)
Biometrika
, vol.71
, pp. 75-83
-
-
Hougaard, P.1
-
19
-
-
78751555894
-
-
HUMAN MORTALITY DATABASE. University of California, Berkeley (USA), and Max Planck Institute for Demographic Research (Germany). Available at (data downloaded on 25 May).
-
HUMAN MORTALITY DATABASE. University of California, Berkeley (USA), and Max Planck Institute for Demographic Research (Germany). Available at www.mortality.org or www.hum.an-mortality.de (data downloaded on 25 May 2005).
-
(2005)
-
-
-
22
-
-
84992885293
-
Stochastic infinite horizon forecasts for US social security finances
-
LEE, R. and ANDERSON, M. (2005) Stochastic Infinite Horizon Forecasts for US Social Security Finances. National Institute Economic Review, 194, 82-93.
-
(2005)
National Institute Economic Review
, vol.194
, pp. 82-93
-
-
Lee, R.1
Anderson, M.2
-
23
-
-
0035512765
-
Evaluating the performance of the Lee-Carter method for forecasting mortality
-
LEE, R. and MILLER, T. (2001) Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality. Demography, 28, 537-549.
-
(2001)
Demography
, vol.28
, pp. 537-549
-
-
Lee, R.1
Miller, T.2
-
25
-
-
85011223581
-
Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
-
LI, S.H. and CHAN, W.S. (2005) Outlier Analysis and Mortality Forecasting: the United Kingdom and Scandinavian countries. Scandinavian Actuarial Journal, 31, 187-211.
-
(2005)
Scandinavian Actuarial Journal
, vol.31
, pp. 187-211
-
-
Li, S.H.1
Chan, W.S.2
-
27
-
-
0024856281
-
Forecasting mortality: A parameterized time series approach
-
McNOWN, R. and ROGERS, A. (1989) Forecasting Mortality: A Parameterized Time Series Approach. Demography, 26, 645-650.
-
(1989)
Demography
, vol.26
, pp. 645-650
-
-
McNown, R.1
Rogers, A.2
-
29
-
-
77955131786
-
Modeling disability in long-term care insurance
-
PRITCHARD, D.J. (2006) Modeling Disability in Long-Term Care Insurance. North American Actuarial Journal, 10, 48-75.
-
(2006)
North American Actuarial Journal
, vol.10
, pp. 48-75
-
-
Pritchard, D.J.1
-
30
-
-
0242339726
-
Lee-Carter mortality forecasting with age-specific enhancement
-
RENSHAW, A.E. and HABERMAN, S. (2003) Lee-Carter Mortality Forecasting with Age-specific Enhancement. Insurance: Mathematics and Economics, 33, 255-272.
-
(2003)
Insurance: Mathematics and Economics
, vol.33
, pp. 255-272
-
-
Renshaw, A.E.1
Haberman, S.2
-
31
-
-
33646517294
-
A cohort-based extension to the Lee-Carter model for mortality reduction factors
-
RENSHAW, A.E. and HABERMAN, S. (2006) A Cohort-based Extension to the Lee-Carter Model for Mortality Reduction Factors. Insurance: Mathematics and Economics, 38, 556-570.
-
(2006)
Insurance: Mathematics and Economics
, vol.38
, pp. 556-570
-
-
Renshaw, A.E.1
Haberman, S.2
-
32
-
-
0004020933
-
-
3rd edition. San Diego, California: Academic Press
-
Ross, S.M. (2003) Simulation, 3rd edition. San Diego, California: Academic Press.
-
(2003)
Simulation
-
-
Ross, S.M.1
-
33
-
-
0000120766
-
Estimating the dimension of a model
-
SCHWARZ, G. (1978) Estimating the Dimension of a Model. Annals of Statistics, 6, 461-464.
-
(1978)
Annals of Statistics
, vol.6
, pp. 461-464
-
-
Schwarz, G.1
-
34
-
-
0034660649
-
A universal pattern of mortality decline in the G7 countries
-
TULJAPURKAR, S., LI, N. and BOE, C. (2000) A universal pattern of mortality decline in the G7 countries. Nature, 405, 789-792.
-
(2000)
Nature
, vol.405
, pp. 789-792
-
-
Tuljapurkar, S.1
Li, N.2
Boe, C.3
-
35
-
-
0018503089
-
The impact of heterogeneity in individual frailty on the dynamics of mortality
-
VAUPEL, J.W., MANTON, K.G. and STALLARD, E. (1979) The Impact of Heterogeneity in Individual Frailty on the Dynamics of Mortality. Demography, 16, 439-454.
-
(1979)
Demography
, vol.16
, pp. 439-454
-
-
Vaupel, J.W.1
Manton, K.G.2
Stallard, E.3
-
36
-
-
4644284213
-
A frailty model for projection of human mortality improvement
-
WANG, S.S. and BROWN, R.L. (1998) A Frailty Model for Projection of Human Mortality Improvement. Journal of Actuarial Practice, 6, 221-241.
-
(1998)
Journal of Actuarial Practice
, vol.6
, pp. 221-241
-
-
Wang, S.S.1
Brown, R.L.2
|