Extending Lee–Carter Mortality Forecasting

From MaRDI portal
Publication:5469976


DOI10.1080/08898480500452109zbMath1151.91742MaRDI QIDQ5469976

Piet de Jong, Leonie Tickle

Publication date: 29 May 2006

Published in: Mathematical Population Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/08898480500452109


91B84: Economic time series analysis

91D20: Mathematical geography and demography


Related Items

SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES, THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK, A partial internal model for longevity risk, Longevity Risk and Capital Markets: The 2017–2018 Update, Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans, Mortality, longevity and experiments with the Lee-Carter model, A dynamic game of coalition formation under ambiguity, Modeling mortality and pricing life annuities with Lévy processes, A dynamic parameterization modeling for the age-period-cohort mortality, On stochastic mortality modeling, Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality, Quadratic stochastic intensity and prospective mortality tables, A parameterized approach to modeling and forecasting mortality, Robust forecasting of mortality and fertility rates: a functional data approach, Longevity risk and capital markets: the 2019--20 update, A more meaningful parameterization of the Lee-Carter model, Forecasting mortality in subpopulations using Lee-Carter type models: a comparison, A semiparametric panel approach to mortality modeling, Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models, Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type, Coherent modeling of male and female mortality using Lee-Carter in a complex number framework, Explaining Young mortality, Modeling and forecasting mortality rates, Efficient use of data for LSTM mortality forecasting, Modelling and management of mortality risk: a review, The evolution of death rates and life expectancy in Denmark, A DSA Algorithm for Mortality Forecasting, Mortality Projection Based on the Wang Transform



Cites Work