The Lee-Carter Model for Forecasting Mortality, Revisited
From MaRDI portal
Publication:5019713
DOI10.1080/10920277.2007.10597438zbMath1480.91223MaRDI QIDQ5019713
Publication date: 10 January 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2007.10597438
Related Items
On the valuation of reverse mortgage insurance, The CBD Mortality Indexes: Modeling and Applications, Rotation in age patterns of mortality decline: statistical evidence and modeling, The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds, Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds, Pricing and securitization of multi-country longevity risk with mortality dependence
Uses Software
Cites Work
- Modeling and Forecasting U.S. Mortality
- Threshold models in non-linear time series analysis
- Statistical inference using extreme order statistics
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- On the forecasting of mortality reduction factors
- Outlier Detection and Time Series Modeling
- On a measure of lack of fit in time series models
- On the derivation of a full life table from mortality data recorded in five‐year age groups
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
- Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
- Dealing with Problems in Data Quality for the Measurement of Mortality at Advanced Ages in Canada
- Approaches and Experiences in Projecting Mortality Patterns for the Oldest-Old
- Emergence of Supercentenarians in Low-Mortality Countries
- A new look at the statistical model identification
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
