A Parameterized approach to modeling and forecasting mortality

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<rdf:Description>
<dc:creator>Hatzopoulos, P.</dc:creator>
<dc:creator>Haberman, S.</dc:creator>
<dc:date>2009-02-27</dc:date>
<dc:description xml:lang="es">Sumario: A new method is proposed of constructing mortality forecasts. This parameterized approach utilizes Generalized Linear Models (GLMs), based on heteroscedastic Poisson (non-additive) error structures, and using an orthonormal polynomial design matrix. Principal Component (PC) analysis is then applied to the cross-sectional fitted parameters. The produced model can be viewed either as a one-factor parameterized model where the time series are the fitted parameters, or as a principal component model, namely a log-bilinear hierarchical statistical association model of Goodman [Goodman, L.A., 1991. Measures, models, and graphical displays in the analysis of cross-classified data. J. Amer. Statist. Assoc. 86(416), 10851111] or equivalently as a generalized LeeCarter model with p interaction terms. Mortality forecasts are obtained by applying dynamic linear regression models to the PCs. Two applications are presented: Sweden (17512006) and Greece (19572006).Article O</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/115661.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Mortalidad</dc:subject>
<dc:subject xml:lang="es">Estadística matemática</dc:subject>
<dc:subject xml:lang="es">Bootstrap</dc:subject>
<dc:subject xml:lang="es">Esperanza de vida</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">A Parameterized approach to modeling and forecasting mortality</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/02/2009 Tomo 44 Número 1  - 2009, p. 103-123</dc:relation>
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