The GLM framework of the Lee–Carter model: a multi-country study

DOI10.1080/02664763.2020.1833183MaRDI QIDQ5085650zbMATH OpenOpenAlexFDO

Authors Shafiqah Azman, Dharini Pathmanathan

Publication date 27 June 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2020.1833183

zbMATH Keywords

demographygeneralized linear modelLee-Carter modelmortalitynegative binomial

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Effective statistical learning methods for actuaries I. GLMs and extensions
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• Modeling and forecasting U.S. mortality. (With discussion)
• Modelling and forecasting mortality distributions in England and Wales using the Lee–Carter model
• Negative binomial version of the Lee–Carter model for mortality forecasting
• On Fitting generalized linear and non-linear models of mortality
• Statistical Analysis of Financial Data in S-Plus
• Using graduation to modify the estimation of Lee-Carter model for small populations

Cited in

(3)

• Expressive mortality models through Gaussian process kernels
• Unifying mortality forecasting model: an investigation of the COM-Poisson distribution in the GAS model for improved projections
• Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment

Describes a project that uses

Uses Software

• gnm
• MASS (R)
• Human Mortality

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