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Original Articles

Projecting Mortality Trends

Recent Developments in the United Kingdom and the United States

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Pages 56-83 | Published online: 03 Jan 2013

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

Read on this site (11)

Pallabi Saikia, Dimpal Jyoti Mahanta & Munindra Borah. (2020) Fitting and forecasting mortality for Assam population by applying the Lee-Carter model. Journal of Statistics and Management Systems 23:2, pages 295-305.
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Jose M. Pavía, Francisco G. Morillas & Juan Carlos Bosch-Rodríguez. (2019) Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables. North American Actuarial Journal 23:3, pages 434-446.
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Séverine Arnold (-Gaille)Michael Sherris. (2015) Causes-of-Death Mortality: What Do We Know on Their Dependence?. North American Actuarial Journal 19:2, pages 116-128.
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Mark Bebbington, Rebecca Green, Chin-Diew Lai & Ričardas Zitikis. (2014) Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon. Scandinavian Actuarial Journal 2014:3, pages 189-207.
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Séverine Arnold (-Gaille)Michael Sherris. (2013) Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence. North American Actuarial Journal 17:4, pages 273-282.
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Jeng-Min Chiou & Hans-Georg Müller. (2009) Modeling Hazard Rates as Functional Data for the Analysis of Cohort Lifetables and Mortality Forecasting. Journal of the American Statistical Association 104:486, pages 572-585.
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AndrewJ. G. Cairns, David Blake, Kevin Dowd, GuyD. Coughlan, David Epstein, Alen Ong & Igor Balevich. (2009) A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States. North American Actuarial Journal 13:1, pages 1-35.
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Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot & Étienne Marceau. (2007) Pension Plan Valuation and Mortality Projection. North American Actuarial Journal 11:2, pages 1-34.
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Michel Denuit & Esther Frostig. (2007) Association and heterogeneity of insured lifetimes in the Lee–Carter framework. Scandinavian Actuarial Journal 2007:1, pages 1-19.
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Siu-Hang Li & Wai-Sum Chan. (2005) Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries. Scandinavian Actuarial Journal 2005:3, pages 187-211.
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Articles from other publishers (55)

Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer L. Castle, Pasquale Cirillo, Michael P. Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, M. Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li, Konstantia Litsiou, Spyros Makridakis, Gael M. Martin, Andrew B. Martinez, Sheik Meeran, Theodore Modis, Konstantinos Nikolopoulos, Dilek Önkal, Alessia Paccagnini, Anastasios Panagiotelis, Ioannis Panapakidis, Jose M. Pavía, Manuela Pedio, Diego J. Pedregal, Pierre Pinson, Patrícia Ramos, David E. Rapach, J. James Reade, Bahman Rostami-Tabar, Michał Rubaszek, Georgios Sermpinis, Han Lin Shang, Evangelos Spiliotis, Aris A. Syntetos, Priyanga Dilini Talagala, Thiyanga S. Talagala, Len Tashman, Dimitrios Thomakos, Thordis Thorarinsdottir, Ezio Todini, Juan Ramón Trapero Arenas, Xiaoqian Wang, Robert L. Winkler, Alisa Yusupova & Florian Ziel. (2022) Forecasting: theory and practice. International Journal of Forecasting 38:3, pages 705-871.
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Haitham Nobanee, Ghaith Butti Alqubaisi, Abdullah Alhameli, Helal Alqubaisi, Nouf Alhammadi, Shahla Alsanah Almasahli & Noora Wazir. (2021) Green and Sustainable Life Insurance: A Bibliometric Review. Journal of Risk and Financial Management 14:11, pages 563.
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Carolyn Ndigwako Njenga & Michael Sherris. (2020) Modeling mortality with a Bayesian vector autoregression. Insurance: Mathematics and Economics 94, pages 40-57.
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Piet de Jong, Leonie Tickle & Jianhui Xu. (2020) A more meaningful parameterization of the Lee–Carter model. Insurance: Mathematics and Economics 94, pages 1-8.
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Marcos Postigo-Boix, Ramón Agüero & José L. Melús-Moreno. (2019) An alternative procedure to obtain the mortality rate with non-linear functions: Application to the case of the Spanish population. PLOS ONE 14:10, pages e0223789.
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Niels Haldrup & Carsten Rosenskjold. (2019) A Parametric Factor Model of the Term Structure of Mortality. Econometrics 7:1, pages 9.
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Mariarosaria Coppola, Maria Russolillo & Rosaria Simone. (2019) An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap. Risks 7:1, pages 21.
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Michel Denuit, Donatien Hainaut & Julien TrufinMichel Denuit, Donatien Hainaut & Julien Trufin. 2019. Effective Statistical Learning Methods for Actuaries III. Effective Statistical Learning Methods for Actuaries III 83 109 .
Tom Wilson. (2018) Evaluation of simple methods for regional mortality forecasts. Genus 74:1.
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Giovanna Apicella & Marilena Sibillo. (2018) Corrective factors for longevity projections in a dynamic context. European Actuarial Journal 8:1, pages 53-68.
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Donatien Hainaut. (2018) A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST. ASTIN Bulletin 48:02, pages 481-508.
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Siti Zulaikha Zulkarnain Yap, Siti Meriam Zahari, Zuraidah Derasit & S. Sarifah Radiah Shariff. An iterative Newton-Raphson (NR) method on Lee-Carter parameter’s estimation for predicting hospital admission rates. An iterative Newton-Raphson (NR) method on Lee-Carter parameter’s estimation for predicting hospital admission rates.
Patrizio Vanella. (2017) A principal component model for forecasting age- and sex-specific survival probabilities in Western Europe. Zeitschrift für die gesamte Versicherungswissenschaft 106:5, pages 539-554.
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Erzsébet Kovács & Péter Vékás. 2017. The Palgrave Handbook of Unconventional Risk Transfer. The Palgrave Handbook of Unconventional Risk Transfer 269 297 .
F. Peters, J. P. Mackenbach & W. J. Nusselder. (2016) Does the Impact of the Tobacco Epidemic Explain Structural Changes in the Decline of Mortality?. European Journal of Population 32:5, pages 687-702.
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Séverine Arnold-Gaille & Michael Sherris. (2015) INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS. ASTIN Bulletin 46:1, pages 9-38.
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P. Hatzopoulos & S. Haberman. (2015) Modeling trends in cohort survival probabilities. Insurance: Mathematics and Economics 64, pages 162-179.
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Daniel H. Alai, Séverine Arnold (-Gaille)Michael Sherris. (2014) Modelling cause-of-death mortality and the impact of cause-elimination. Annals of Actuarial Science 9:1, pages 167-186.
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Edward L. Melnick & Aaron Tenenbein. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Leonie Tickle & Heather Booth. (2014) The Longevity Prospects of Australian Seniors: An Evaluation of Forecast Method and Outcome. Asia-Pacific Journal of Risk and Insurance 8:2, pages 259-292.
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Ning Zhang. (2013) The Modified Mortality Decomposition Model and its Application in the China Longevity Risk Analysis. Advanced Materials Research 756-759, pages 2912-2917.
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Lenny Stoeldraijer, Coen van Duin, L.J.G van Wissen & Fanny Janssen. (2013) Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands. Demographic Research 29, pages 323-354.
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Justin T. Denney, Robert McNown, Richard G. Rogers & Steven Doubilet. (2013) Stagnating Life Expectancies and Future Prospects in an Age of Uncertainty. Social Science Quarterly 94:2, pages 445-461.
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Donatien Hainaut. (2012) Multidimensional Lee–Carter model with switching mortality processes. Insurance: Mathematics and Economics 50:2, pages 236-246.
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Ning Zhang. 2012. Communications and Information Processing. Communications and Information Processing 608 615 .
E. Mammen, J. P. Nielsen & B. Fitzenberger. (2011) Generalized linear time series regression. Biometrika 98:4, pages 1007-1014.
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Enrico Lovász. (2011) Analysis of Finnish and Swedish mortality data with stochastic mortality models. European Actuarial Journal 1:2, pages 259-289.
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M. Hall & N. Friel. (2010) Mortality Projections using Generalized Additive Models with applications to annuity values for the Irish population. Annals of Actuarial Science 5:1, pages 19-32.
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Steven Haberman & Arthur Renshaw. (2011) A comparative study of parametric mortality projection models. Insurance: Mathematics and Economics 48:1, pages 35-55.
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A. Debón, F. Martínez-Ruiz & F. Montes. (2010) A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities. Insurance: Mathematics and Economics 47:3, pages 327-336.
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F. Martínez-Ruiz, J. Mateu, F. Montes & E. Porcu. (2009) Mortality risk assessment through stationary space–time covariance functions. Stochastic Environmental Research and Risk Assessment 24:4, pages 519-526.
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Michel Denuit. (2008) Life Anuities with Stochastic Survival Probabilities: A Review. Methodology and Computing in Applied Probability 11:3, pages 463-489.
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Paras Shah & Allon Guez. (2008) Mortality forecasting using neural networks and an application to cause‐specific data for insurance purposes. Journal of Forecasting 28:6, pages 535-548.
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S. J. Richards. (2011) Selected Issues in Modelling Mortality by Cause and in Small Populations. British Actuarial Journal 15:S1, pages 267-283.
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H. Booth & L. Tickle. (2011) Mortality Modelling and Forecasting: a Review of Methods. Annals of Actuarial Science 3:1-2, pages 3-43.
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Edward L. Melnick & Aaron Tenenbein. 2007. Encyclopedia of Quantitative Risk Analysis and Assessment. Encyclopedia of Quantitative Risk Analysis and Assessment.
Michel Denuit. (2008) Comonotonic approximations to quantiles of life annuity conditional expected present value. Insurance: Mathematics and Economics 42:2, pages 831-838.
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A. Debón, F. Montes, J. Mateu, E. Porcu & M. Bevilacqua. (2008) Modelling residuals dependence in dynamic life tables: A geostatistical approach. Computational Statistics & Data Analysis 52:6, pages 3128-3147.
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Michel Denuit. (2007) Distribution of the random future life expectancies in log-bilinear mortality projection models. Lifetime Data Analysis 13:3, pages 381-397.
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Michel Denuit & Jan Dhaene. (2007) Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. Journal of Computational and Applied Mathematics 203:1, pages 169-176.
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Michel Denuit, Pierre Devolder & Anne-Cécile Goderniaux. (2007) Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee-Carter Framework. Journal of Risk & Insurance 74:1, pages 87-113.
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Alexander Melnikov & Yulia Romaniuk. (2006) Evaluating the performance of Gompertz, Makeham and Lee–Carter mortality models for risk management with unit-linked contracts. Insurance: Mathematics and Economics 39:3, pages 310-329.
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Marie-Claire Koissi & Arnold F. Shapiro. (2006) Fuzzy formulation of the Lee–Carter model for mortality forecasting. Insurance: Mathematics and Economics 39:3, pages 287-309.
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M. Khalaf-Allah, S. Haberman & R. Verrall. (2006) Measuring the effect of mortality improvements on the cost of annuities. Insurance: Mathematics and Economics 39:2, pages 231-249.
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Peter Congdon. (2006) A Model Framework for Mortality and Health Data Classified by Age, Area, and Time. Biometrics 62:1, pages 269-278.
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Heather Booth. (2006) Demographic forecasting: 1980 to 2005 in review. International Journal of Forecasting 22:3, pages 547-581.
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Pablo Antolin. (2007) Longevity Risk and Private Pensions. SSRN Electronic Journal.
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Enrico Biffis & Michel Denuit. (2006) Lee-Carter Goes Risk-Neutral. SSRN Electronic Journal.
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Colin O'Hare & Youwei Li. (2014) Models of Mortality - Analysing the Residuals. SSRN Electronic Journal.
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Daniel H. Alai, Severine Gaille & Michael Sherris. (2013) Modelling Cause-of-Death Mortality and the Impact of Cause-Elimination. SSRN Electronic Journal.
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Colin O'Hare. (2012) Essays in Modelling Mortality Rates. SSRN Electronic Journal.
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Severine Gaille & Michael Sherris. (2013) Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence. SSRN Electronic Journal.
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Michael Sherris & Carolyn Ndigwako Njenga. (2011) Modeling Mortality with a Bayesian Vector Autoregression. SSRN Electronic Journal.
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Michael Sherris & Carolyn Ndigwako Njenga. (2009) Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility. SSRN Electronic Journal.
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Andrew J. G. Cairns, David P. Blake, Kevin Dowd, Guy Coughlan & David Epstein. (2007) A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States. SSRN Electronic Journal.
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