Backtesting Stochastic Mortality Models

Article Properties
Cite
Dowd, Kevin, et al. “Backtesting Stochastic Mortality Models”. North American Actuarial Journal, vol. 14, no. 3, 2010, pp. 281-98, https://doi.org/10.1080/10920277.2010.10597592.
Dowd, K., Cairns, A. J. G., Blake, D., Coughlan, G. D., Epstein, D., & Khalaf-Allah, M. (2010). Backtesting Stochastic Mortality Models. North American Actuarial Journal, 14(3), 281-298. https://doi.org/10.1080/10920277.2010.10597592
Dowd, Kevin, Andrew J. G. Cairns, David Blake, Guy D. Coughlan, David Epstein, and Marwa Khalaf-Allah. “Backtesting Stochastic Mortality Models”. North American Actuarial Journal 14, no. 3 (2010): 281-98. https://doi.org/10.1080/10920277.2010.10597592.
Dowd K, Cairns AJG, Blake D, Coughlan GD, Epstein D, Khalaf-Allah M. Backtesting Stochastic Mortality Models. North American Actuarial Journal. 2010;14(3):281-98.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States North American Actuarial Journal
  • Social Sciences: Finance
 450 2009
10.2143/AST.39.1.2038060 ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2009
Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 35 2008
A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration

 Journal of Risk and Insurance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 697 2006
A cohort-based extension to the Lee–Carter model for mortality reduction factors Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 360 2006
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science14
Science: Mathematics8
Science: Mathematics: Probabilities. Mathematical statistics8
Social Sciences: Commerce: Business7
Social Sciences: Statistics6
Social Sciences: Finance3
Social Sciences: Sociology (General)1
Social Sciences: Economic theory. Demography1
Social Sciences1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
The category Social Sciences: Economic theory. Demography: Economics as a science 14 is the most frequently represented among the references in this article. It primarily includes studies from Insurance: Mathematics and Economics and North American Actuarial Journal. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Thirty years on: A review of the Lee–Carter method for forecasting mortality International Journal of Forecasting
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 12 2023
Backtesting stochastic mortality models by prediction interval-based metrics

 Quality & Quantity 2 2022
A Hermite spline approach for modelling population mortality

 Annals of Actuarial Science
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Finance
  • Science: Mathematics
 2022
A Hermite spline approach for modelling population mortality

 Annals of Actuarial Science
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Finance
  • Science: Mathematics
 2022
A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts North American Actuarial Journal
  • Social Sciences: Finance
 11 2022
Citations Analysis
Category Category Repetition
Social Sciences: Finance41
Social Sciences: Economic theory. Demography: Economics as a science39
Science: Mathematics: Probabilities. Mathematical statistics38
Science: Mathematics34
Social Sciences: Commerce: Business34
Social Sciences: Statistics30
Social Sciences: Finance: Insurance3
Social Sciences: Sociology (General)3
Social Sciences: Commerce: Business: Personnel management. Employment management2
Social Sciences: Economic theory. Demography: Demography. Population. Vital events2
Social Sciences: Economic theory. Demography2
Science: Mathematics: Instruments and machines: Electronic computers. Computer science1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Technology: Engineering (General). Civil engineering (General)1
Technology: Manufactures: Production management. Operations management1
Medicine: Medicine (General)1
Medicine: Public aspects of medicine1
Social Sciences: Industries. Land use. Labor: Labor. Work. Working class: Labor market. Labor supply. Labor demand1
Social Sciences1
The category Social Sciences: Finance 41 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Evaluating the goodness of fit of stochastic mortality models and was published in 2010. The most recent citation comes from a 2023 study titled Thirty years on: A review of the Lee–Carter method for forecasting mortality. This article reached its peak citation in 2019, with 11 citations. It has been cited in 28 different journals, 17% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 17 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year