Results 11 to 20 of about 215,025 (259)
A Deep Learning Integrated Lee–Carter Model [PDF]
Risks, 2019 In the field of mortality, the Lee–Carter based approach can be considered the milestone to forecast mortality rates among stochastic models. We could define a “Lee–Carter model family” that embraces all developments of this model,
Andrea Nigri +4 more
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Lee–Carter model: assessing the potential to capture gender-related mortality dynamics [PDF]
, 2023 We investigate the ability of the Lee–Carter model to effectively estimate the gender gap ratio (GGR), the ratio between themale death rates over the female ones, by using a Cox–Ingersoll–Ross (CIR) process to provide a stochastic representation of the
Marilena Sibillo +3 more
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Risks, 2018 Mortality forecasting has always been a target of study by academics and practitioners. Since the introduction and rising significance of securitization of risk in mortality and longevity, more in-depth studies regarding mortality have been carried out ...
Marie Angèle Cathleen Alijean +1 more
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Iran mortality rates using Lee-Carter model: Estimation and forecasting [PDF]
Iranian Journal of Insurance Research, 2013 Mortality forecasts are made in two ways: one is indirect forecasting through life expectancy forecasting and then converting it to age-specific death rate, and the second is direct forecasting of mortality rates.
A. Komijani, M. Koosheshi, L. Niakan
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Parameter estimation and forecasts for an integrated Lee-Carter model [PDF]
, 2023 The model to represent mortality that Lee and Carter proposed is still widely used. They proposed a method to estimate the parameters in the model with mortality data using the singular value decomposition.
Takeshi Kurosawa, Reo Kanazawa
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Estimation of Uncertainty in Mortality Projections Using State-Space Lee-Carter Model
Mathematics, 2020 The study develops alternatives of the classical Lee-Carter stochastic mortality model in assessment of uncertainty of mortality rates forecasts. We use the Lee-Carter model expressed as linear Gaussian state-space model or state-space model with ...
Rokas Gylys, Jonas Šiaulys
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Convergence in male and female life expectancy: Direction, age pattern, and causes
Demographic Research, 2016 Background: The cornerstone of mortality- and life-expectancy forecasting in developed nations, the Lee-Carter model relies on assumptions of there being a dominant singular value that captures most of the variance within a matrix of age-specific ...
Benjamin Seligman +2 more
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Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?
Risks, 2020 An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can take place in two routes.
Han Lin Shang, Steven Haberman
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Lee–Carter Mortality Forecasting
Lithuanian Journal of Statistics, 2012 In this paper, we focus on Lee–Carter mortality forecasting. Model residuals and future mortality trendsare explored. Predictions of the force of mortality for France, Belarus and Lithuania are provided and compared. Severalmodifications of the model are
Eglė Ignatavičiūtė +2 more
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Improving mortality forecasting using a hybrid of Lee–Carter and stacking ensemble model
Bulletin of the National Research Centre, 2023 Background Mortality forecasting is a critical component in various fields, including public health, insurance, and pension planning, where accurate predictions are essential for informed decision-making.
Samuel Asante Gyamerah +3 more
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