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

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

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. Bent Nielsen & D. Kuang & B. Nielsen, 2008. "Forecasting with the age-period-cohort model and the extended chain-ladder model," Economics Series Working Papers 2008-WO9, University of Oxford, Department of Economics.
  3. Di Kuang & Bent Nielsen & Jens Perch Nielsen, 2010. "Forecasting in an extended chain-ladder-type model," Economics Papers 2010-W05, Economics Group, Nuffield College, University of Oxford.
  4. England, P.D. & Verrall, R.J., 2002. "Stochastic Claims Reserving in General Insurance," British Actuarial Journal, Cambridge University Press, vol. 8(03), pages 443-518, August.
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