Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
DOI10.1016/J.INSMATHECO.2016.08.003zbMATH Open1371.91114OpenAlexW2508467282MaRDI QIDQ2374103FDOQ2374103
Authors: Piet de Jong, Leonie Tickle, Jianhui Xu 
Publication date: 14 December 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.08.003
Recommendations
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Mathematical geography and demography (91D20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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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
- Using the Lee-Carter Method to Forecast Mortality for Populations with Limited Data*
- Mortality Forecasting and Trend Shifts: an Application of the Lee-Carter Model to Swedish Mortality Data*
Cited In (5)
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Sex-specific mortality forecasting for UK countries: a coherent approach
- Longevity risk and capital markets: the 2019--20 update
- Robustness and convergence in the Lee-Carter model with cohort effects
- Cohort extensions of the Poisson common factor model for modelling both genders jointly
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