The Lee-Carter quantile mortality model
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Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Actuarial Mathematics for Life Contingent Risks
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness
- An Algorithm for l₁ -Norm Minimization with Application to Nonlinear l₁ -Approximation
- An interior point algorithm for nonlinear quantile regression
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- Detecting heteroscedasticity in a simple regression model via quantile regression slopes
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Local Linear Quantile Regression
- Modeling and forecasting U.S. mortality. (With discussion)
- On Fitting generalized linear and non-linear models of mortality
- On stochastic mortality modeling
- On the forecasting of mortality reduction factors
- Quantile regression in partially linear varying coefficient models
- Quantile regression with clustered data
- Quantile regression.
- Quantile smoothing splines
- Regression Quantiles
- Risk Measures and Comonotonicity: A Review
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Smoothing and forecasting mortality rates
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
Cited in
(6)- A more meaningful parameterization of the Lee-Carter model
- Median bilinear models in presence of extreme values
- Lee-Carter state space modeling: Application to the Malaysia mortality data
- Quantile mortality modelling of multiple populations via neural networks
- Quantile-based interpretable neural network models: mortality forecasting and actuarial simulations
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
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