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Mortality Change and Forecasting: How Much and How Little Do We Know?

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  • Shripad Tuljapurkar
  • Carl Boe
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    Paper provided by Wharton School Pension Research Council, University of Pennsylvania in its series Pension Research Council Working Papers with number 98-2.

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    Handle: RePEc:wop:pennpr:98-2

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    Postal: The Wharton School, 3641 Locust Walk, 304 CPC, Philadelphia, PA 19104-6218
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    Cited by:
    1. Jorge Bravo, 2011. "Pricing Longevity Bonds Using Affine-Jump Diffusion Models," CEFAGE-UE Working Papers 2011_29, University of Evora, CEFAGE-UE (Portugal).
    2. Haberman, Steven & Renshaw, Arthur, 2011. "A comparative study of parametric mortality projection models," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 35-55, January.
    3. Shripad Tuljapurkar & Ryan D. Edwards, 2011. "Variance in death and its implications for modeling and forecasting mortality," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 24(21), pages 497-526, March.
    4. Joel E. Cohen, 2001. "World population in 2050: assessing the projections," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 46.
    5. Booth, Heather, 2006. "Demographic forecasting: 1980 to 2005 in review," International Journal of Forecasting, Elsevier, vol. 22(3), pages 547-581.
    6. Pitacco, Ermanno, 2004. "Survival models in a dynamic context: a survey," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 279-298, October.
    7. Michael Anderson & Shirpad Tuljapurkar & Ronald D. Lee, 2001. "Chances are...Stochastic Forecasts of the Social Security Trust Fund and Attempts to Save It," Working Papers wp008, University of Michigan, Michigan Retirement Research Center.
    8. Jorge Bravo, 2011. "Modelling Mortality Using Multiple Stochastic Latent Factors," CEFAGE-UE Working Papers 2011_26, University of Evora, CEFAGE-UE (Portugal).
    9. Brouhns, Natacha & Denuit, Michel & Vermunt, Jeroen K., 2002. "A Poisson log-bilinear regression approach to the construction of projected lifetables," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 373-393, December.
    10. Ronald D. Lee & Michael W. Anderson & Shripad Tuljapurkar, 2003. "Stochastic Forecasts of the Social Security Trust Fund," Working Papers wp043, University of Michigan, Michigan Retirement Research Center.
    11. Annamaria Olivieri & Ermanno Pitacco, 2012. "Life tables in actuarial models: from the deterministic setting to a Bayesian approach," AStA Advances in Statistical Analysis, Springer, vol. 96(2), pages 127-153, June.
    12. Irena Dushi & Leora Friedberg & Anthony Webb, 2006. "The Impact of Aggregate Mortality Risk on Defined Benefit Pension Plans," Working Papers, Center for Retirement Research at Boston College wp2006-21, Center for Retirement Research, revised Nov 2006.
    13. Jorge Bravo & Carlos Pereira da Silva, 2012. "Prospective Lifetables: Life Insurance Pricing and Hedging in a Stochastic Mortality Environment," CEFAGE-UE Working Papers 2012_01, University of Evora, CEFAGE-UE (Portugal).

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