Parameter estimation and forecasts for an integrated Lee-Carter model

DOI10.55937/SUT/1699513820MaRDI QIDQ6546096zbMATH OpenFDO

Authors Reo Kanazawa, Takeshi Kurosawa

Publication date 29 May 2024

Published in SUT Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.55937/SUT/1699513820

zbMATH Keywords

forecastsLee-Carter modelmortality modelingtime series analysis

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Extending the Lee-Carter model with variational autoencoder: A fusion of neural network and Bayesian approach
• Identification and Estimation in Non-Fundamental Structural VARMA Models
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• Modeling and forecasting U.S. mortality. (With discussion)
• Modelling mortality: A bayesian factor-augmented var (favar) approach
• Mortality forecasting with a spatially penalized smoothed VAR model
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
• Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach

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