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Time series analysis and stochastic forecasting: An econometric study of mortality and life expectancy

Author

Listed:
  • Frank Denton
  • Christine Feaver
  • Byron Spencer

Abstract

No abstract is available for this item.

Suggested Citation

  • Frank Denton & Christine Feaver & Byron Spencer, 2005. "Time series analysis and stochastic forecasting: An econometric study of mortality and life expectancy," Journal of Population Economics, Springer;European Society for Population Economics, vol. 18(2), pages 203-227, June.
    • Handle: RePEc:spr:jopoec:v:18:y:2005:i:2:p:203-227
    DOI: 10.1007/s00148-005-0229-2
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    Citations

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    Cited by:

    1. Julia Hellstrand & Jessica Nisén & Mikko Myrskylä, 2019. "All-time low period fertility in Finland: drivers, tempo effects, and cohort implications," MPIDR Working Papers WP-2019-006, Max Planck Institute for Demographic Research, Rostock, Germany.
    2. Ayuso, Mercedes & Bravo, Jorge M. & Holzmann, Robert, 2021. "Getting life expectancy estimates right for pension policy: period versus cohort approach," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(2), pages 212-231, April.
    3. Valeria D’Amato & Emilia Di Lorenzo & Steven Haberman & Maria Russolillo & Marilena Sibillo, 2011. "The Poisson Log-Bilinear Lee-Carter Model," North American Actuarial Journal, Taylor & Francis Journals, vol. 15(2), pages 315-333.
    4. Hupfeld, Stefan, 2009. "Rich and healthy--better than poor and sick?: An empirical analysis of income, health, and the duration of the pension benefit spell," Journal of Health Economics, Elsevier, vol. 28(2), pages 427-443, March.
    5. D’Amato, Valeria & Haberman, Steven & Piscopo, Gabriella & Russolillo, Maria, 2012. "Modelling dependent data for longevity projections," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 694-701.
    6. Ram C. Kafle & Netra Khanal & Chris P. Tsokos, 2014. "Bayesian age-stratified joinpoint regression model: an application to lung and brain cancer mortality," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(12), pages 2727-2742, December.
    7. Njenga Carolyn N & Sherris Michael, 2011. "Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 5(2), pages 1-54, July.
    8. Valeria D’Amato & Steven Haberman & Gabriella Piscopo & Maria Russolillo, 2014. "Computational framework for longevity risk management," Computational Management Science, Springer, vol. 11(1), pages 111-137, January.
    9. Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015. "Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions," Working Papers 2015-03, Universitat de Barcelona, UB Riskcenter.
    10. Frank T. Denton & Byron G. Spencer, 2011. "A Dynamic Extension of the Period Life Table," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 24(34), pages 831-854.
    11. Bernhard Babel & Eckart Bomsdorf & Rafael Schmidt, 2008. "Forecasting German mortality using panel data procedures," Journal of Population Economics, Springer;European Society for Population Economics, vol. 21(3), pages 541-555, July.

    More about this item

    Keywords

    C43; C53; J10; Mortality; life expectancy; stochastic forecasting;
    All these keywords.

    JEL classification:

    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • J10 - Labor and Demographic Economics - - Demographic Economics - - - General

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