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From atheoretical to informed mortality modelling

  • D. French and C. O’Hare

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Corresponding author

*Correspondence to: Declan French, Queen’s University Management School, Belfast BT9 5EE, UK. E-mail: declan.french@qub.ac.uk

References

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Bai, J. & Ng, S. (2006). Evaluating latent and observed factors in macroeconomics and finance. Journal of Econometrics, 131(1–2), 507537.
Cairns, A.J.G., Blake, D. & Dowd, K. (2006). A two-factor model for stochastic mortality with parameter uncertainty: theory and calibration. Journal of Risk and Insurance, 73(4), 687718.
Currie, I.D. (2006). Smoothing and forecasting mortality rates with P-splines. Talk given at the Institute of Actuaries, June 2006.
Dowd, K., Cairns, A.J., Blake, D., Coughlan, G.D. & Khalaf-Allah, M. (2011). A gravity model of mortality rates for two related populations. North American Actuarial Journal, 15(2), 334356.
French, D. (2014). International mortality modelling - an economic perspective. Economics Letters, 122(2), pp 182186.
French, D. & O’Hare, C. (2014). Forecasting Death Rates Using Exogenous Determinants. Journal of Forecasting, 33(8), pp 640650.
King, G. & Soneji, S. (2011). The future of death in America. Demographic Research, 25, 138.
Lee, R.D. & Carter, L.R. (1992). Modeling and forecasting U.S. mortality. Journal of the American Statistical Association, 87(419), 659671.
Li, J.S. & Hardy, M.R. (2011). Measuring basis risk in longevity hedges. North American Actuarial Journal, 15(2), 177200.
Plat, R. (2009). On stochastic mortality modeling. Insurance: Mathematics and Economics, 45(3), 393404.
Renshaw, A.E. & Haberman, S. (2006). A cohort-based extension to the Lee–Carter model for mortality reduction factors. Insurance: Mathematics and Economics, 38(3), 556570.
Skinner, J. & Staiger, D. (2009). Technology diffusion and productivity growth in health care, National Bureau of Economic Research. Working Paper 14865.

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