Using the Lee-Carter Method to Forecast Mortality for Populations with Limited Data*

DOI10.1111/J.1751-5823.2004.TB00221.XzbMATH Open1330.62349OpenAlexW2161200583MaRDI QIDQ4832072FDOQ4832072

Authors:

Publication date: 3 January 2005

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1751-5823.2004.tb00221.x

Recommendations

• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
• Extending Lee–Carter Mortality Forecasting
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• Lee-Carter mortality forecasting with age-specific enhancement.
• The mortality of the Italian population: smoothing techniques on the Lee-Carter model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and prediction (62M20)

Cites Work

• Title not available (Why is that?)

Cited In (18)

• Incorporating structural changes in mortality improvements for mortality forecasting
• Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
• A MATHEMATICAL MODEL FOR PROJECTION OF LIFE EXPECTANCY AT BIRTH USING EARLY CHILDHOOD SURVIVORSHIP PROBABILITIES
• Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Using graduation to modify the estimation of Lee-Carter model for small populations
• Forward mortality rates in discrete time. I: Calibration and securities pricing
• A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE
• Lee-Carter state space modeling: Application to the Malaysia mortality data
• Characterization of between-group inequality of longevity in European union countries
• Cohort extensions of the Poisson common factor model for modelling both genders jointly
• Introducing and evaluating a new multiple-component stochastic mortality model
• The analysis of age-specific fertility patterns via logistic models
• Exchangeable mortality projection
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
• A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts
• Mortality models and longevity risk for small populations
• Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans

This page was built for publication: Using the Lee-Carter Method to Forecast Mortality for Populations with Limited Data*

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4832072)