Inference pitfalls in Lee-Carter model for forecasting mortality

DOI10.1016/j.insmatheco.2016.05.016zbMath1371.91098OpenAlexW2441036087MaRDI QIDQ2520431

Liang Peng, Xuan Leng

Publication date: 13 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.05.016

zbMATH Keywords

consistencymortalitynonstationaryLee-Carter modelAR processmortality index

Mathematics Subject Classification ID

Mathematical geography and demography (91D20)

Related Items

Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type, Inference for the Lee-Carter model with an AR(2) process, COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH, TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL, Modelling mortality: A bayesian factor-augmented var (favar) approach, Survival energy models for mortality prediction and future prospects, Modeling mortality with a Bayesian vector autoregression, BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL, WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS, Constructing dynamic life tables with a single-factor model, Longevity risk and capital markets: the 2019--20 update, Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts

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