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

Article, Preprint English OPEN
Martinez-Miranda, M. D. ; Nielsen, B. ; Nielsen, J. P. (2014)

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.
  • References (24)
    24 references, page 1 of 3

    England, P.D. and Verrall, R.J. (2002). Stochastic claims reserving in general insurance. British Actuarial Journal 8, 443-518.

    Gardner, M.J. and Osmond, C. (1984). Interpretation of time trends in disease rates in the presence of generation effects. Statistics in Medicine 3, 113-130.

    Hendry, D.F. & Nielsen, B. (2007) Econometric Modeling Princeton, NJ: Princeton University Press.

    Hodgson, J.T., McElvenny, D.M., Darnton, A.J., Price, M.J. and Peto, J. (2005) The expected burden of mesothelioma mortality in Great Britain from 2002 to 2050. British Journal of Cancer 92, 587-593.

    Holford, T.R. (1985) An alternative approach to statistical age-period-cohort analysis. Journal of Chronical Diseases 38, 831-836.

    Kuang, D., Nielsen, B. and Nielsen, J.P. (2008a) Identification of the age-period-cohort model and the extended chain ladder model. Biometrika 95, 979-986.

    Kuang, D., Nielsen, B. and Nielsen, J.P. (2008b) Forecasting with the age-period-cohort model and the extended chain-ladder model. Biometrika 95, 987-991.

    Kuang, D., Nielsen, B. and Nielsen, J.P. (2009) Chain Ladder as Maximum Likelihood Revisited. Annals of Actuarial Science 4, 105-121.

    Kuang, D., Nielsen, B. and Nielsen, J.P. (2011) Forecasting in an extended chainladder-type model. Journal of Risk and Insurance 78, 345-359.

    Lee, W.C. and Lin, R.S. (1996) Autoregressive age-period-cohort models. Statistics in Medicine 15, 273-281.

  • Metrics
    No metrics available
Share - Bookmark