443
Views
35
CrossRef citations to date
0
Altmetric
Original Articles

Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries

&
Pages 187-211 | Received 06 Jun 2004, Accepted 09 Sep 2004, Published online: 01 Sep 2006

References

References

  • World Health Organization 2004 Avian Influenza – Fact Sheet Geneva World Health Organization
  • Rowley , MC and Bishop , PC . 2001 . Impact of terrorism on future mortality assumptions . Record, Society of Actuaries , 28
  • Wolak , DL , Knapp , D , Meintel , CH and Trapp , KJ . 2003 . Pricing for terrorism risk in group life, group health and group disability products . Record. Society of Actuaries , 29 : 1 – 30 .
  • Tsay , RS . 1986 . Time series model specification in the presence of outliers . Journal of American Statistical Association , 81 : 132 – 141 .
  • Carter , LR and Lee , RD . 1992a . Modelling and forecasting U.S. mortality . Journal of the American Statistical Association , 87 : 659 – 671 .
  • Carter , LR and Lee , RD . 1992b . Modelling and forecasting U.S. sex differentials in mortality . International Journal of Forecasting , 8 : 393 – 411 .
  • Chan , WS and Wang , S . 1998 . The Wilkie model for retail price inflation revisited . British Actuarial Journal , 4 : 647 – 652 .
  • Chan , WS . 1998 . Outlier analysis of annual retain price inflation: a cross-country study . Journal of Actuarial Practice , 6 : 149 – 172 .
  • Balke , NS and Fomby , TN . 1994 . Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic time-series . Journal of Applied Econometrics , 9 : 181 – 200 .
  • Liu , LM , Bhattacharyya , S , Sclove , SL , Chen , R and Lattyak , WJ . 2001 . Data mining on time series: an illustration using fast-food restaurant franchise data . Computational Statistics and Data Analysis , 37 : 455 – 476 .
  • Thomas , G , Plu , G and Thalabard , JC . 1992 . Identification of pulses in hormone time series using outlier detection methods . Statistics in Medicine , 11 : 2133 – 45 .
  • Renshaw , AE and Haberman , S . 2003a . On the forecasting of mortality reduction factors . Insurance: Mathematics and Economics , 32 : 379 – 401 .
  • Renshaw , AE and Haberman , S . 2003b . Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections . Journal of the Royal Statistical Society , 52 : 119 – 137 .
  • Chia , NC and Tsui , AKC . 2003 . Life annuities and compulsory savings and income adequacy of the elderly in Singapore . Journal of Pension Economics and Finance , 2 : 41 – 65 .
  • Booth H Tickle L 2003 The future aged: new projections of Australia's elderly population Department of Actuarial Studies Research Paper Series. Macquarie University, Sydney, Australia
  • Buettner , T . 2002 . Approaches and experiences in projecting mortality patterns for the oldest-old . North American Actuarial Journal , 6 : 14 – 25 .
  • Tabeau E 2001 A review of demographic forecasting models for mortality In E. Tabeau, A.V.D.B. Jeths and C. Heathcote (Eds.) Forecasting Mortality in Developed Countries – Insights from a Statistical, Demographic and Epidemiological Perspective Dordrecht/Boston/London Kluwer Academic Publishers
  • Wong-Fupuy , C and Haberman , H . 2004 . Projecting mortality trends: recent developments in the United Kingdom and the United States . North American Actuarial Journal , 8 : 56 – 83 .
  • Lindbergson , M . 2001 . Mortality among the elderly in Sweden 1988-1997 . Scandinavian Actuarial Journal , 1 : 79 – 94 .
  • Fledelius , P , Guillen , M , Nielsen , JP and Petersen , KS . 2004a . A comprehensive study of parametric and nonparametric estimators of old-age mortality in Sweden . Journal of Actuarial Practice , 11 : 103 – 128 .
  • Fledelius , P , Guillen , M , Nielsen , JP and Vogelius , M . 2004b . Two-dimensional hazard estimation for longevity analysis . Scandinavian Actuarial Journal , 2 : 133 – 156 .
  • Chen , C and Liu , LM . 1993a . Joint estimation of model parameters and outlier effects in time series . Journal of American Statistical Association , 88 : 284 – 297 .
  • Chen , C and Liu , LM . 1993b . Forecasting time series with outliers . Journal of Forecasting , 12 : 13 – 35 .
  • Chan , WS . 1995 . Outliers and financial time series modelling: a cautionary note . Mathematics and Computers in Simulation , 39 : 425 – 430 .
  • Tuljapurkar , S , Li , N and Boe , C . 2000 . A universal pattern of mortality decline in the G7 countries . Nature , 405 : 789 – 792 .
  • Human Mortality Database University of California, Berkeley (USA), and Max Planck Institute for Demographic Research (Germany). Available at, www.mortality.org www.humanmortality.de, (data downloaded on 25 Jan 2004)
  • Office of National Statistics 1999 Mortality statistics: general – DH1 no. 33 London Office of National Statistics
  • Office of National Statistics 2000 Mortality statistics: general – DH1 no. 33 London Office of National Statistics
  • Office of National Statistics 2001 Social Trends. no. 31 London Office of National Statistics
  • Glei D Lundström H Wilmoth J 2003 About mortality data for Sweden Available at, www.mortality.org www.humanmortality.de
  • Coale , A and Guo , G . 1989 . Revised regional model life tables at very low mortality . Population Index , 55 : 613 – 643 .
  • Box GEP Jenkins GM 1976 Time series analysis forecasting and control 2nd ed San Francisco Holden-Day
  • Payne RW Lane PE Digby PGN Harding SA Leech PK Morgan GW Todd AD Thompson R Tunnicliffe Wilson G Welham SJ White RP 1993 Genstat 5 Release 3 Reference Manual Oxford Clarendon
  • Brose GJ 1997 Numerical Methods with MATLAB: A Resource for Scientists and Engineers Boston PWS Publishing Company
  • IMSL 1997 IMSL Math/Library: Fortran Subroutines for Mathematical Applications. Volume 1. Houston TX Vision Numerics
  • Brouhns , N , Denuit , M and Vermunt , JK . 2002 . A Poisson log-bilinear regression approach to the construction of projected Lifetables . Insurance: Mathematics and Economics , 31 : 373 – 393 .
  • Wilmoth JR 1993 Computational methods for fitting and extrapolating the Lee-Carter model of mortality change Technical report. Department of Demography. University of California, Berkeley
  • Lee RD Nault F 1993 Modeling and forecasting provincial mortality in Canada Presented at the World Congress of the International Union for the Scientific Study of Population, August 24-September 1, Montreal
  • Lee , R and Miller , T . 2001 . Evaluating the performance of the Lee-Carter method for forecasting mortality . Demography , 38 : 537 – 549 .
  • Booth H Maindonald J Smith L 2002 Age-time interactions in mortality projection: applying Lee-Carter to Australia Working papers in demography. Demography and Sociology Program, Research School of Social Sciences. Australian National University
  • Carter LR Prskawetz A 2001 Examining structural shifts in mortality using the Lee-Carter method MPIDR working paper WP 2001–007. Max Planck Institute for Demographic Research
  • Charlton J 1997 Trends in all-cause mortality: 1841–1994 In Charlton, J and Murphy, M. (Eds.) The Health of Adult Britain 1841–1994 Decennial Supplement No. 12 1 London The Stationery Office
  • Fox , AJ . 1972 . Outliers in time series . Journal of the Royal Statistical Society Series B , 34 : 350 – 363 .
  • Chang , I , Tiao , GC and Chen , C . 1988 . Estimation of time series parameters in the presence of outliers . Technometrics , 30 : 190 – 204 .
  • Abraham , B and Chuang , A . 1989 . Outlier detection and time series modelling . Technometrics , 31 : 241 – 248 .
  • Muirhead , CR . 1986 . Distinguishing outlier types in time series . Journal of the Royal Statistical Society Series B , 48 : 39 – 47 .
  • Ljung , GM . 1993 . On outlier detection in time series . Journal of the Royal Statistical Society Series B , 55 : 559 – 567 .
  • Tsay , RS . 1988 . Outliers, level shifts and variance changes in time series . Journal of Forecasting , 7 : 1 – 20 .
  • Vaage , K . 2000 . Detection of outliers and level shifts in time series: an evaluation of two alternative procedures . Journal of Forecasting , 19 : 23 – 37 .
  • Wei WWS 1990 Time series analysis: univariate and multivariate methods Redwood City Addison-Wesley
  • Liu LM Hudak GB 1994 Forecasting and Time Series Analysis Using the SCA Statistical System Chicago Scientific Computing Associates
  • Chen , C and Tiao , GC . 1990 . Random level shift time series models, ARIMA approximation, and level shift detection . Journal of Business and Economic Statistics , 8 : 170 – 186 .
  • Ord , K and Lowe , S . 1996 . Automatic forecasting . The American Statistician , 50 : 88 – 94 .
  • SAS Institute 2004 What's new in SAS/ETS 9? Available at, http://support.sas.com/software/9/etsugwhatsnew900.htm, (retrieved on 4 August 2004)
  • Charlton J Murphy M 1997 Monitoring Health – data sources and methods In Charlton, J and Murphy, M. (Eds.) The Health of Adult Britain 1841-1994 Decennial Supplement No. 12 1 London The Stationery Office
  • Encyclopedia Britannica 2004a Table 4: Armed Forces Mobilized and Casualties in World War I Retrieved May 9, 2004, from Encyclopedia Britannica Online., kucom/eb/article?eu=126556
  • Encyclopedia Britannica 2004b World War I Retrieved May 9, 2004, from Encyclopedia Britannica Online, http://search.eb.com/eb/article?eu=118863
  • Holmes , EC . 2004 . Enhanced: 1918 and all that . Science , 303 : 1787 – 1788 .
  • Keilman , N . 1998 . Ex-post errors in official population forecasts in industrialized countries . Journal of Official Statistics (Statistics Sweden) , 13 : 245 – 277 .
  • Ljung , GM and Box , GEP . 1978 . On a measure of lack of fit in time series models . Biometrika , 65 : 287 – 303 .
  • Akaike , H . 1974 . A new look at the statistical model identification . IEEE Transactions on Automatic Control , AC-19 : 716 – 723 .
  • Chatfield , C . 1993 . Calculating interval forecasts . Journal of Business and Economic Statistics , 11 : 121 – 135 .
  • Ledolter , J . 1989 . The effect of additive outliers on the forecasts from ARIMA models . International Journal of Forecasting , 5 : 231 – 240 .
  • Hillmer , S . 1984 . Monitoring and adjusting forecasts in the presence of additive outliers . Journal of Forecasting , 3 : 205 – 215 .
  • Chan , WS . 2002 . Stochastic investment modelling:a multiple time-series approach . British Actuarial Journal , 8 : 545 – 591 .
  • Sarony N Chan WS Chan FWH 2003 Personal Injury Tables Hong Kong: Tables for the Calculation of Damages Hong Kong Sweet and Maxwell Asia
  • Thatcher , AR . 1999 . The long-term pattern of adult mortality and the highest attained age . Journal of the Royal Statistical Society Series A , 162 : 5 – 43 .
  • Li , SH and Chan , WS . 2004 . Estimation of complete period life tables for Singaporeans . Journal of Actuarial Practice , 11 : 129 – 146 .
  • Tong H 1983 Threshold Models in Non-Linear Time Series Analysis Berlin Springer-Verlag
  • Willekens FJ 1990 Demographic forecasting; state-of-art and research needs In C.A. Hazeu and G.A.B. Frinkin (Eds.) Emerging Issues in Demographic Research Amsterdam Elsevier Science Publishers B.V pp. 9–75

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:

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:

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.