Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
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Publication:2374103
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Cites work
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- A gravity model of mortality rates for two related populations
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- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- Cohort extensions of the Poisson common factor model for modelling both genders jointly
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
- Detecting common longevity trends by a multiple population approach
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- On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England
- Pricing and securitization of multi-country longevity risk with mortality dependence
- Robust forecasting of mortality and fertility rates: a functional data approach
- Stochastic portfolio specific mortality and the quantification of mortality basis risk
- The mortality of the Italian population: smoothing techniques on the Lee-Carter model
- Using the Lee-Carter Method to Forecast Mortality for Populations with Limited Data*
Cited in
(5)- Robustness and convergence in the Lee-Carter model with cohort effects
- Sex-specific mortality forecasting for UK countries: a coherent approach
- Longevity risk and capital markets: the 2019--20 update
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Cohort extensions of the Poisson common factor model for modelling both genders jointly
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