On the forecasting of mortality reduction factors

By A. Renshaw, Steven Haberman. 2003

169 citations recorded by the source corpus.

Subfields: Demography, General Health Professions, Health, Toxicology and Mutagenesis

View Paper: https://www.semanticscholar.org/paper/f9744dbe06f980a9fd3d2be951bed9c8acbedb6c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. H. Booth
2. Paul H. C. Eilers
3. Michel Denuit
4. Antoine Delwarde
5. Harry Bensusan
6. Pauline Barrieu
7. Caroline Hillairet
8. Claudia Ravanelli

In General Health Professions

1. H. Booth
2. Paul H. C. Eilers
3. Antoine Delwarde
4. Harry Bensusan
5. Pauline Barrieu
6. Caroline Hillairet
7. Claudia Ravanelli
8. Nicole El Karoui

In Health, Toxicology and Mutagenesis

1. H. Booth
2. Paul H. C. Eilers
3. Antoine Delwarde
4. Michel Denuit

Citations in the corpus

• Longevity/Mortality Risk Modeling and Securities Pricing (2012, unknown): “The Lee-Carter framework has been extended by Brouhns, Denuit and Vermunt (2002), Renshaw and Haberman (2003), Denuit, Devolder and Goderniaux (2007), Li and Chan (2007), Chen and Cox (2009).”
• A Bibliometric Analysis (2005, unknown): “See Renshaw and Haberman (2003).”
• Demographic forecasting: 1980 to 2005 in review (2006, methodology): “Renshaw and Haberman (2003a) compare the Lee–Carter, linear, and bilinear approaches with and without age-specific enhancement: in the Lee–Carter case such enhancement is achieved by including the second term, in the GLM case it involves a break point or hinge to allow for greater emphasis on…”
• Smoothing and projecting age-specific probabilities of death by TOPALS (2012, unknown): “Note that several authors suggest to smooth the mortality rates or the age-specific components of the Lee-Carter model to obtain smooth projections (e.g., Renshaw and Haberman, 2003; Hyndman and Ullah, 2007).”
• Understanding, modelling and managing longevity risk: key issues and main challenges (2012, methodology): “Analysis of the basis risk Salhi and Loisel (2010) propose a model that links the insured specific mortality and national population mortality using an econometric approach that captures the long-run relationship of the behaviour of both mortality dynamics.”
• Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting (2007, methodology): “Let us mention that Renshaw and Haberman (2003c) suggested to smooth the estimated βx’s.”