Advanced search
Publication Cover
Scandinavian Actuarial Journal Volume 2019, 2019 - Issue 3
Submit an article Journal homepage
564
Views
15
CrossRef citations to date
0
Altmetric
Articles

Modeling cause-of-death mortality using hierarchical Archimedean copula

Hong LiWarren Centre for Actuarial Studies and Research, Asper School of Business, University of Manitoba, Winnipeg, MB, Canada
&
Yang LuDepartment of Economics (CEPN UMR CNRS 7234), University Paris 13 Sorbonne Paris Cité, Paris, FranceCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0002-7141-1048
ORCID Icon
Pages 247-272 | Received 15 Aug 2017, Accepted 06 Nov 2018, Published online: 15 Nov 2018

Citations (15)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Séverine Arnold & Viktoriya Glushko. (2022) Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis. North American Actuarial Journal 26:2, pages 161-183.
Read now

Articles from other publishers (14)

Camille Delbrouck & Jennifer Alonso-García. (2024) COVID-19 and Excess Mortality: An Actuarial Study. Risks 12:4, pages 61.
Crossref
Nhan Huynh & Mike Ludkovski. (2023) Joint models for cause-of-death mortality in multiple populations. Annals of Actuarial Science 18:1, pages 51-77.
Crossref
Snorre Jallbjørn, Søren F. Jarner & Niels R. Hansen. (2023) Forecasting, interventions and selection: the benefits of a causal mortality model. European Actuarial Journal.
Crossref
Gabriela M. Rodrigues, Edwin M. M. Ortega, Roberto Vila & Gauss M. Cordeiro. (2023) A New Bivariate Family Based on Archimedean Copulas: Simulation, Regression Model and Application. Symmetry 15:9, pages 1778.
Crossref
Xuanming Zhang, Fei Huang, Francis K.C. Hui & Steven Haberman. (2023) Cause-of-death mortality forecasting using adaptive penalized tensor decompositions. Insurance: Mathematics and Economics 111, pages 193-213.
Crossref
Nicholas Bett, Juma Kasozi & Daniel Ruturwa. (2022) Temporal Clustering of the Causes of Death for Mortality Modelling. Risks 10:5, pages 99.
Crossref
Geert Zittersteyn & Jennifer Alonso-García. (2021) Common Factor Cause-Specific Mortality Model. Risks 9:12, pages 221.
Crossref
Hong Li, Yang Lu & Pintao Lyu. (2021) Coherent Mortality Forecasting for Less Developed Countries. Risks 9:9, pages 151.
Crossref
Johnny Siu-Hang Li & Yanxin Liu. (2021) Recent declines in life expectancy: Implication on longevity risk hedging. Insurance: Mathematics and Economics 99, pages 376-394.
Crossref
Jing Tian. (2021) Dependence Analysis of Insurance Businesses Based on Hierarchical Archimedean Copula Function. Journal of Physics: Conference Series 1952:4, pages 042037.
Crossref
Thilini Dulanjali Kularatne, Jackie Li & David Pitt. (2020) On the use of Archimedean copulas for insurance modelling. Annals of Actuarial Science 15:1, pages 57-81.
Crossref
Pintao Lyu, Anja De Waegenaere & Bertrand Melenberg. (2020) A Multi-population Approach to Forecasting All-Cause Mortality Using Cause-of-Death Mortality Data. North American Actuarial Journal 25:sup1, pages S421-S456.
Crossref
Hong Li & Yanlin Shi. (2021) Mortality Forecasting with an Age-Coherent Sparse VAR Model. Risks 9:2, pages 35.
Crossref
Hyuk-Sung Kwon & Vu Hai Nguyen. (2019) Analysis of cause-of-death mortality and actuarial implications. Communications for Statistical Applications and Methods 26:6, pages 557-573.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.