References
- Bai, J., and P. Perron. 1998. “Estimating and Testing Linear Models With Multiple Structural Changes.” Econometrica 66: 47–78. doi:10.2307/2998540.
- Bai, J., and P. Perron. 2003. “Computation and Analysis of Multiple Structural Change Models.” Journal of Applied Econometrics 18: 1–22. doi:10.1002/(ISSN)1099-1255.
- Booth, H., J. Maindonald, and L. Smith. 2002. “Applying Lee-Carter under Conditions of Variable Mortality Decline.” Population Studies 56: 325–336. doi:10.1080/00324720215935.
- Booth, H., and L. Tickle. 2008. “Mortality Modeling and Forecasting: A Review of Methods.” Annals of Actuarial Science 3: 3–43. doi:10.1017/S1748499500000440.
- Brouhns, N., M. Denuit, and J. K. Vermunt. 2002. “A Poisson Log-Bilinear Approach to the Construction of Projected Lifetables.” Insurance: Mathematics and Economics 31 (3): 373–393.
- Cairns, A. J. G., D. Blake, and K. Dowd. 2006. “A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration.” Journal of Risk and Insurance 73: 687–718. doi:10.1111/j.1539-6975.2006.00195.x.
- Cairns, A. J. G., D. Blake, K. Dowd, G. D. Coughlan, D. Epstein, and M. Khalaf-Allah. 2011. “Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models.” Insurance: Mathematics and Economics 48: 355–367.
- Cairns, A. J. G., D. Blake, K. Dowd, G. D. Coughlan, D. Epstein, A. Ong, and I. Balevich. 2009. “A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States.” North American Actuarial Journal 13 (1): 1–35. doi:10.1080/10920277.2009.10597538.
- Cannon, E. 2010. Estimation and pricing with the Cairns-Blake-Dowd model of mortality, Pensions Institute Discussion Paper PI–1003. http://www.demogr.mpg.de/Papers/working/wp-2001-007.pdf
- Carter, L. R., and A. Prskawetz. 2001. “Examining Structural Shifts in Mortality Using the Lee-Carter Method.” Working Paper WP 2001-007. Max Planck Institute for Demographic Research
- Clayton, D., and E. Schifflers. 1987. “Models for Temporal Variation in Cancer Rates. II: Age-Period-Cohort Models.” Statistics in Medicine 6: 469–481. doi:10.1002/(ISSN)1097-0258.
- Coelho, E., and L. C. Nunes. 2011. “Forecasting Mortality in the Event of a Structural Change.” Journal of the Royal Statistical Society: Series A (Statistics in Society) 174: 713–736. doi:10.1111/j.1467-985X.2010.00687.x.
- Currie, I. D. 2006. “Smoothing and Forecasting Mortality Rates with P-Splines.” Presentation to the Institute of Actuaries. http://www.ma.hw.ac.uk/iain/research.talks.html
- Currie, I. D. 2011. “Modelling and Forecasting the Mortality of the Very Old.” ASTIN Bulletin 41: 419–427.
- Delwarde, A., M. Denuit, and P. Eilers. 2007. “Smoothing the Lee & Carter and Poisson Log-Bilinear Models for Mortality Forecasting: A Penalized Log-Likelihood Approach.” Statistical Modelling 7: 29–48. doi:10.1177/1471082X0600700103.
- Girosi, F., and G. King. 2007. “Understanding the Lee-Carter Mortality Forecasting Method.” Working Paper. Harvard University.
- Haberman, S., and A. Renshaw. 2011. “A Comparative Study of Parametric Mortality Projection Models.” Insurance: Mathematics and Economics 48: 35–55.
- Haberman, S., and A. Renshaw. 2012. “Parametric Mortality Improvement Rate Modelling and Projecting.” Insurance: Mathematics and Economics 50: 309–333.
- Haberman, S., and A. Renshaw. 2013. “Modelling and Projecting Mortality Improvement Rates Using a Cohort Perspective.” Insurance: Mathematics and Economics 53: 150–168.
- Harris, D., D. I. Harvey, S. J. Leybourne, and A. M. R. Taylor. 2009. “Testing for a Unit-Root in the Presence of a Possible Break in Trend.” Econmetric Theory 25: 1545–1588. doi:10.1017/S0266466609990259.
- Harvey, D. I., S. J. Leybourne, and A. M. R. Taylor. 2009. “Simple, Robust and Powerful Tests of the Changing Trend Hypothesis.” Econmetric Theory 25: 995–1029. doi:10.1017/S0266466608090385.
- Koissi, M. C., A. F. Shapiro, and G. Hognas. 2005. “Evaluating and Extending the Lee-Carter Model for Mortality Forecasting: Bootstrap Confidence Interval.” Insurance: Mathematics and Economics 38: 1–20.
- Lee, R. D., and L. R. Carter. 1992. “Modeling and Forecasting U. S. Mortality.” Journal of the American Statistical Association 87 (419): 659–671.
- Lee, R. D., and T. Miller. 2001. “Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality.” Demography 38: 537–549. doi:10.1353/dem.2001.0036.
- Li, J. S. H., W. S. Chan, and S. H. Cheung. 2011. “Structural Changes in the Lee-Carter Mortality Indexes: Detection and Implications.” North American Actuarial Journal 15: 13–31. doi:10.1080/10920277.2011.10597607.
- Mitchell, D., P. Brockett, R. Mendoza-Arriaga, and K. Muthuraman. 2013. “Modeling and Forecasting Mortality Rates.” Insurance: Mathematics and Economics 52: 275–285.
- O’Hare, C., and Y. Li. 2012. “Explaining Young Mortality.” Insurance: Mathematics and Economics 50 (1): 12–25.
- O’Hare, C., and Y. Li. 2015. Identifying Structural Breaks in Mortality Modelling, ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems: Part B. Mechanical Engineering. doi: 10.1115/1.4029740.
- Plat, R. 2009. “On Stochastic Mortality Modeling.” Insurance: Mathematics and Economics 45 (3): 393–404.
- Renshaw, A. E., and S. Haberman. 2003. “Lee-Carter Mortality Forecasting with Age-Specific Enhancement.” Insurance: Mathematics and Economics 33: 255–272.
- Renshaw, A. E., and S. Haberman. 2006. “A Cohort-Based Extension to the Lee-Carter Model for Mortality Reduction Factors.” Insurance: Mathematics and Economics 38: 556–570.
- Tuljapurkar, S., and C. Boe. 1998. “Mortality Change and Forecasting: How Much and How Little Do We Know?” North American Actuarial Journal 2: 13–47. doi:10.1080/10920277.1998.10595752.
- Van Berkum, F., A. Katrien, and M. Vellekoop. 2014. The Impact of Multiple Structural Changes on Mortality Predictions. FEB Research Report AFI_1487.
- Zeileis, A. 2000.”P-Values and Alternative Boundaries for CUSUM Tests.” Working Paper 78, SFB Adaptive Information Systems and Modelling in Economics and Management Science. http://www.wu-wien.ac.at/am/wp00.htm#78
- Zeileis, A. 2005. “A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics and OLS Residuals.” Econometric Reviews 24: 445–466. doi:10.1080/07474930500406053.
- Zeileis, A., C. Kleiber, W. Kramer, and K. Hornik. 2003. “Testing and Dating of Structural Changes in Practice.” Computational Statistics and Data Analysis 44: 109–123. doi:10.1016/S0167-9473(03)00030-6.
- Zivot, E., and D. Andrews. 1992. “Further Evidence of the Great Crash, the Oil-Price Shock and the Unit-Root Hypothesis.” Journal of Business and Economic Statistics 10: 251–270.