Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts
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Publication:5241932
DOI10.1080/10920277.2018.1556702zbMath1426.91227OpenAlexW2922268392MaRDI QIDQ5241932
Chen Ling, Qing Liu, Liang Peng
Publication date: 4 November 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2018.1556702
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
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Inference for the Lee-Carter model with an AR(2) process ⋮ Modelling mortality: A bayesian factor-augmented var (favar) approach ⋮ A more meaningful parameterization of the Lee-Carter model ⋮ BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL
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