The mortality of the Italian population: smoothing techniques on the Lee-Carter model

DOI10.1214/10-AOAS394zbMath1223.62171arXiv1108.0766MaRDI QIDQ641126

Gabriella Piscopo, Valeria D'Amato, Maria Russolillo

Publication date: 21 October 2011

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.0766

zbMATH Keywords

forecastingLee-Carter modelfunctional demographic model

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to social sciences (62P25) Mathematical geography and demography (91D20)

Related Items (9)

Grouped multivariate and functional time series forecasting: an application to annuity pricing ⋮ Modeling and forecasting duration-dependent mortality rates ⋮ Coherent modeling of male and female mortality using Lee-Carter in a complex number framework ⋮ A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward ⋮ A quantitative comparison of stochastic mortality models on Italian population data ⋮ Dynamical functional prediction and classification, with application to traffic flow prediction ⋮ Depth-based reconstruction method for incomplete functional data ⋮ Integrated Depths for Partially Observed Functional Data ⋮ Computational framework for longevity risk management

Uses Software

• bootstrap

Cites Work

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• On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
• Robust forecasting of mortality and fertility rates: a functional data approach
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• On the forecasting of mortality reduction factors
• Lee-Carter mortality forecasting with age-specific enhancement.
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Generalized Linear Array Models with Applications to Multidimensional Smoothing
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• Smoothing and forecasting mortality rates

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