On age-period-cohort parametric mortality rate projections

被引：64

作者：

Haberman, Steven ^{[1
]}

Renshaw, Arthur ^{[1
]}

机构：

[1] City Univ London, Cass Business Sch, London EC1Y 8TZ, England

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2009年 / 45卷 / 02期

关键词：

Mortality forecasting; Age-period-cohort effects; Forecast statistics; Back-fitting; Data truncation; STOCHASTIC MORTALITY; MODEL;

D O I：

10.1016/j.insmatheco.2009.07.006

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

An enhanced version of the Lee-Carter modelling approach to mortality forecasting, which has been extended to include an age modulated cohort index in addition to the standard age modulated period index, is described and tested for prediction robustness. Life expectancy and annuity value predictions, at pensioner ages and for various periods are compared, both with and without the age modulated cohort index, for the England & Wales male mortality experience. The simulation of prediction intervals for these indices of interest is discussed in detail. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：255 / 270

页数：16

共 50 条

[31] An Age-Period-Cohort Analysis of Prevalence and Consultation Rate for Dyslipidemia in Japan
Okui, Tasuku
ASIA-PACIFIC JOURNAL OF PUBLIC HEALTH, 2021, 33 (01) : 46 - 52
[32] Forecasting Hepatocellular Carcinoma Mortality in Taiwan Using an Age-Period-Cohort Model
Tzeng, I-Shiang
Lee, Wen-Chung
ASIA-PACIFIC JOURNAL OF PUBLIC HEALTH, 2015, 27 (02) : NP65 - NP73
[33] AN AGE-PERIOD-COHORT ANALYSIS OF MORTALITY ASSOCIATED WITH BACTERIAL DISEASES IN HONG KONG
Wong, I. O. L.
Cowling, B. J.
Leung, G. M.
Schooling, C. M.
JOURNAL OF EPIDEMIOLOGY AND COMMUNITY HEALTH, 2011, 65 : A170 - A170
[34] Age-period-cohort analysis of oral cancer mortality in Europe: The end of an epidemic?
Bonifazi, Martina
Malvezzi, Matteo
Bertuccio, Paola
Edefonti, Valeria
Garavello, Werner
Levi, Fabio
La Vecchia, Carlo
Negri, Eva
ORAL ONCOLOGY, 2011, 47 (05) : 400 - 407
[35] Myelodysplastic syndromes mortality in Spain: a comprehensive age-period-cohort and joinpoint analysis
Reyes María Martín-Rojas
Lucía Cayuela
Francisco Martín-Domínguez
Aurelio Cayuela
Clinical and Translational Oncology, 2024, 26 : 917 - 923
[36] Age-period-cohort effect on female breast cancer mortality in Southern Spain
Ocana-Riola, Ricardo
Maria Mayoral-Cortes, Jose
Navarro-Moreno, Eulalia
MEDICAL ONCOLOGY, 2013, 30 (03)
[37] Age-Period-Cohort Projections of Ischaemic Heart Disease Mortality by Socio-Economic Position in a Rapidly Transitioning Chinese Population
Wong, Irene O. L.
Cowling, Benjamin J.
Leung, Gabriel M.
Schooling, C. Mary
PLOS ONE, 2013, 8 (04):
[38] Age-period-cohort analysis of breast cancer mortality rates in Andalucia (Spain)
Cayuela, A
Rodríguez-Domínguez, S
Ruiz-Borrego, M
Gili, M
ANNALS OF ONCOLOGY, 2004, 15 (04) : 686 - 688
[39] A Web Tool for Age-Period-Cohort Analysis of Cancer Incidence and Mortality Rates
Rosenberg, Philip S.
Check, David P.
Anderson, William F.
CANCER EPIDEMIOLOGY BIOMARKERS & PREVENTION, 2014, 23 (11) : 2296 - 2302
[40] Analysis of age-period-cohort effects on overall mortality in Andalusia (Southern Spain)
Ocana-Riola, R.
Mayoral-Cortes, J. M.
Sanchez-Cantalejo, C.
PUBLIC HEALTH, 2013, 127 (10) : 922 - 929

← 1 2 3 4 5 →