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Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality

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  • Bent Nielsen
  • Maria Dolores Martinez Miranda
  • Jens Perch Nielsen

Abstract

It is of considerable interest to forecast future mesothelioma mortality.� No measures for exposure are available so it is not straight forward to apply a dose-response model.� It is proposed to model the counts of deaths directly using a Poisson regression with an age-period-cohort structure, but without offset.� Traditionally the age-period-cohort is viewed to suffer from an identification problem.� It is shown how to re-parameterize the model in terms of freely varying parameters, so as to avoid this problem.� It is shown how to conduct inference and how to construct distribution forecasts.

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Paper provided by University of Oxford, Department of Economics in its series Economics Series Working Papers with number 2013-W05.

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Date of creation: 26 Mar 2013
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Handle: RePEc:oxf:wpaper:2013-w05

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  1. Bent Nielsen & D. Kuang and J.P. Nielsen, 2009. "Chain-Ladder as Maximum Likelihood Revisited," Economics Series Working Papers 2009-W08, University of Oxford, Department of Economics.
  2. D. Kuang & Bent Nielsen & J. P. Nielsen, 2008. "Forecasting with the age-period-cohort model and the extended chain-ladder model," Economics Papers 2008-W09, Economics Group, Nuffield College, University of Oxford.
  3. Di Kuang & Bent Nielsen & Jens Perch Nielsen, 2011. "Forecasting in an Extended Chain‐Ladder‐Type Model," Journal of Risk & Insurance, The American Risk and Insurance Association, The American Risk and Insurance Association, vol. 78(2), pages 345-359, 06.
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