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Using Interest Rate Models to Improve Mortality Forecast

https://doi.org/10.2139/ssrn.3070891
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2 of 22 checkable references need attention · checked 2026-09-10

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.2307/2286841
does not resolve to a known work10.2307/2291091
The 20 checked references that resolve
resolves10.1080/01621459.1990.10474917
Error Models for Official Mortality Forecasts
resolves10.1017/s1748499500000440
Mortality Modelling and Forecasting: a Review of Methods
resolves10.1177/0049124104268644
Multimodel Inference
resolves10.1111/j.1539-6975.2006.00195.x
<scp>A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration</scp>
resolves10.1080/10920277.2009.10597538
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
resolves10.2307/1911242
A Theory of the Term Structure of Interest Rates
resolves10.1080/03461238.2014.928230
On fitting generalized linear and non-linear models of mortality
resolves10.2139/ssrn.2668468
Living in a Stochastic World and Managing Complex Risks
resolves10.1002/for.1005
A stochastic proportional hazard model for the force of mortality
resolves10.1007/978-0-387-21617-1
Monte Carlo Methods in Financial Engineering
resolves10.1007/0-387-22618-4_10
Monte Carlo Methods
resolves10.1016/j.insmatheco.2010.09.003
A comparative study of parametric mortality projection models
resolves10.1198/016214505000001249
Forecasting Cause-Age Specific Mortality Using Two Random Processes
resolves10.1093/oso/9780199547272.001.0001
Modelling Longevity Dynamics for Pensions and Annuity Business
resolves10.1177/0049124199027003005
Bayes Factors and BIC
resolves10.23846/ow3.ie71
http://www.3ieimpact.org/en/publications/3ie-impact-evaluation-reports/3ie-impact-evaluations/impact-evaluation-report-71/
resolves10.1037/e523502012-005
Report from the World NGO Forum on Ageing and the United Nations' Second World Assembly on Ageing
resolves10.2139/ssrn.2698729
StMoMo: An R Package for Stochastic Mortality Modelling
resolves10.1177/0049124199027003002
A Critique of the Bayesian Information Criterion for Model Selection
resolves10.3354/cr030079
Advantages of the mean absolute error (MAE) over the root mean square error (RMSE) in assessing average model performance
The 8 references without a DOI — listed, not checked
no DOI — not checkedref11
no DOI — not checkedBacktesting Stochastic Mortality Models: an ex post evaluation of multiperiod-ahead density forecasts
no DOI — not checkedref15
no DOI — not checkedref18
no DOI — not checkedref20
no DOI — not checkedref23
no DOI — not checkedConfronting demographic change: a new solidarity between the generations
no DOI — not checkedref27
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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