Modeling trends in cohort survival probabilities

Article English OPEN
Hatzopoulos, P.; Haberman, S.;

A new dynamic parametric model is proposed for analyzing the cohort survival function. A one-factor parameterized polynomial in age effects, complementary log-log link and multinomial cohort responses are utilized, within the generalized linear models (GLM) framework. S... View more
  • References (8)

    Alai, D.H. and Sherris, M. 2014. “Rethinking Age-Period-Cohort Mortality Trend Models”. Scandinavian Actuarial Journal, 2014 (3), pp 208-227.

    Andreev, K. F. and Vaupel, J. W. 2006. “Forecasts of cohort mortality after age 50”. MPIDR Working Paper WP-2006-012. (2006).

    Barker, D. J. P., Osmond, C. and Law, C. M. 1989. “The intrauterine and early postnatal origins of cardiovascular disease and chronic bronchitis”. Journal of Epidemiology and Community Health 43: pp 237-240.

    Bell, W.R. 1997. “Comparing and Assessing Time Series Methods for Forecasting Age-Specific Fertility and Mortality Rates.” Journal of Official Statistics 13(3), pp 279-303.

    Beltra´n-Sa´nchez, H., Crimmins, E. M. and Finch, C. E. 2012. “Early cohort mortality predicts the rate of aging in the cohort: a historical analysis”. Journal of Developmental Origins of Health and Disease, 3 (5), pp 380-386.

    Benjamin, B., and Pollard, J.H. 1993. “The Analysis of Mortality and other Actuarial Statistics”. London, England: Faculty of Actuaries and Institute of Actuaries.

    Cairns, A.J.G., Blake, D., Dowd, K., Coughlan, G.D., Epstein, D. and Khalaf-Allah, M., 2008. “Mortality density forecasts: An analysis of six stochastic mortality models”. Pensions Institute Discussion Paper PI-0801, Pensions Institute, Cass Business School.

    Di Cesare, M. and Murphy, M. 2010. “Forecasting mortality, different approaches for different causes of Willets, R.C. 2004. “The cohort effect: insights and explanations”. British Actuarial Journal, 10 (4), pp 833- 877.

  • Metrics
Share - Bookmark