A Poisson log-bilinear approach to the construction of projected lifetables

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Stochastic mortality under measure changes (2010, unknown): “We note that some authors (e.g. Brouhns et al. (2002)) have paired the exponential affine form, Eq.”
Bayesian Poisson log-bilinear mortality projections (2005, background): “The βx profile is usually much more erratic (see Brouhns et al. (2002a) for an illustration with Belgian data).”
Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting (2007, methodology): “A closely related model has been proposed by Brouhns et al. (2002a, 2002b), keeping the Lee–Carter log-bilinear form for the forces of mortality but replacing ordinary least-squares regression with Poisson regression for the death counts.”
Mortality risk via affine stochastic intensities: calibration and empirical relevance (2008, methodology): “Dahl (2004), Biffis (2005), Denuit and Devolder (2006) and Schrager (2006) in modelling the stochastic force of mortality have applied the same mathematical tools used in the credit risk literature to model the time to default.”