Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models
DOI10.1016/J.INSMATHECO.2017.04.004zbMATH Open1394.91327OpenAlexW2608540332MaRDI QIDQ2364005FDOQ2364005
Authors: César Neves, Cristiano Fernandes, Henrique Hoeltgebaum 
Publication date: 17 July 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.04.004
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Cites Work
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- Negative binomial version of the Lee–Carter model for mortality forecasting
- Pension plan valuation and mortality projection: a case study with mortality data
Cited In (8)
- The Lee-Carter model for forecasting mortality, revisited
- Extending the Lee-Carter model with variational autoencoder: A fusion of neural network and Bayesian approach
- Longevity Risk and Capital Markets: The 2017–2018 Update
- A single factor model for constructing dynamic life tables
- Extending Lee–Carter Mortality Forecasting
- Negative binomial version of the Lee–Carter model for mortality forecasting
- Mortality forecasting using factor models: time-varying or time-invariant factor loadings?
- Longevity risk and capital markets: the 2019--20 update
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