An investigation into parametric models for mortality projections, with applications to immediate annuitants' and life office pensioners' data

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Securitization of Catastrophe Mortality Risks (2008, unknown): “First, they ignore mortality jumps (Lee and Carter, 1992; Lee, 2000; Renshaw et al., 1996; Sithole et al., 2000; Milevsky and Promislow, 2001; Olivieri and Pitacco, 2002; Dahl, 2003; Cairns et al., 2004) to model death-linked securities.”
Mortality Risk Modeling: Applications to Insurance Securitization (2010, unknown): “A number of recent studies have sought to model mortality trend involving both age-dependent and time-dependent terms (Lee and Carter 1992, Renshaw et al. 1996, Lee 2000, Sithole et al. 2000, Milevsky and Promislow 2001, Olivieri and Pitacco 2002, Dahl 2004, Cairns et al. 2006).”
A Poisson log-bilinear regression approach to the construction of projected lifetables (2002, methodology): “It has been successfully applied by Renshaw and Haberman (1996) and Sithole et al. (2000) to the forecasting of mortality trends.”
Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting (2007, methodology): “In the actuarial literature, Sithole et al. (2000) and Renshaw and Haberman (2003a, 2003b) have implemented an alternative approach to mortality forecasting based on heteroskedastic Poisson error structures.”