Modelling and management of mortality risk: a review
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2008/06/01
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Journal
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Indian UGC (journal)
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Refrences59
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Citations174
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Andrew J. G. Cairns
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David Blake
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Kevin Dowd
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Sociology (General)
Social Sciences
Statistics
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Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Natural Hedging of Life and Annuity Mortality Risks | North American Actuarial Journal |
| 147 | 2007 |
| 10.1515/9780691187426 | 2004 | |||
| 10.1007/978-3-662-04553-4 | 2001 | |||
| 10.1007/b98840 | 1998 | |||
| Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period Ahead-Density Forecasts | SSRN Electronic Journal | 29 | 2008 |
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
LSTM-Based Coherent Mortality Forecasting for Developing Countries | Risks |
| 2024 | |
| Multi-population mortality modeling with Lévy processes | Decisions in Economics and Finance |
| 2023 | |
Enhancing diagnostic of stochastic mortality models leveraging contrast trees: an application on Italian data | Quality & Quantity | 2023 | ||
| Thirty years on: A review of the Lee–Carter method for forecasting mortality | International Journal of Forecasting |
| 12 | 2023 |
Survival energy models for mortality prediction and future prospects | ASTIN Bulletin |
| 1 | 2023 |
Citations Analysis
The category
Social Sciences: Economic theory. Demography: Economics as a science 76
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Facing Up to Uncertain Life Expectancy: The Longevity Fan Charts and was published in 2008. The most recent citation comes from a 2024 study titled LSTM-Based Coherent Mortality Forecasting for Developing Countries. This article reached its peak citation in 2011, with 18 citations. It has been cited in 46 different journals, 15% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 43 citations. The chart below illustrates the annual citation trends for this article.