Age-coherent extensions of the Lee-Carter model
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Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
- A gravity model of mortality rates for two related populations
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Coherent forecasting of mortality rates: a sparse vector-autoregression approach
- Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
- Flexible Parsimonious Smoothing and Additive Modeling
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Forecasting mortality rate improvements with a high-dimensional VAR
- Fractional differencing
- Fractionally integrated generalized autoregressive conditional heteroskedasticity
- Generating schemes for long memory processes: regimes, aggregation and linearity
- scientific article; zbMATH DE number 1012640 (Why is no real title available?)
- Long memory and regime switching
- Modeling and forecasting U.S. mortality. (With discussion)
- Modeling period effects in multi-population mortality models: applications to Solvency II
- Robust forecasting of mortality and fertility rates: a functional data approach
- Smoothing and forecasting mortality rates
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
- The choice of sample size for mortality forecasting: a Bayesian learning approach
Cited in
(19)- Coherent modeling of mortality patterns for age-specific subgroups
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- A stochastic modeling approach to mortality trend: a case study
- Reference mortality K2004 of personal life insurance policies in Finland
- Modelling and forecasting mortality distributions in England and Wales using the Lee–Carter model
- Coherent forecasting of mortality rates: a sparse vector-autoregression approach
- Robustness and convergence in the Lee-Carter model with cohort effects
- Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model
- Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
- THE SAINT MODEL: A DECADE LATER
- Rotation in age patterns of mortality decline: statistical evidence and modeling
- Forecasting mortality rates with a coherent ensemble averaging approach
- Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations
- Aging through hierarchical coalescence in the East model
- Neural networks for simultaneous modeling of multi-population mortality with coherent forecasts
- Fitting heavy-tailed distributions to mortality indexes for longevity risk forecasts
- A Bayesian generalized additive model approach for forecasting mortality improvement with external information
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