A cohort-based extension to the Lee-Carter model for mortality reduction factors

DOI10.1016/J.INSMATHECO.2005.12.001zbMath1168.91418OpenAlexW2057268325MaRDI QIDQ2499833

Publication date: 14 August 2006

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.12.001

zbMATH Keywords

time series cohort effects mortality projections mortality reduction factors generalized nonlinear models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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