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Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting [PDF]

Demographic Research
BACKGROUND: For commonly used mortality models, the existing estimates change with the recalibration of new data. This issue is also known as the lack of the new-data-invariant property.
Kenny Kam Kuen Mok, Chong It Tan, Jinhui Zhang, Yanlin Shi   +3 more
doaj   +1 more source

A New Class of Counting Distributions Embedded in the Lee–Carter Model for Mortality Projections: A Bayesian Approach

Risks, 2022
The Lee–Carter model, the dominant mortality projection modeling in the literature, was criticized for its homoscedastic error assumption. This was corrected in extensions to the model based on the assumption that the number of deaths follows Poisson or ...
Yaser Awad, Shaul K. Bar-Lev, Udi Makov
doaj   +1 more source

Extending the Lee Carter Model: a Three-way Decomposition [PDF]

, 2011
In this paper, we focus on a Multidimensional Data Analysis approach to the Lee-Carter (LC) model of mortality trends . In particular, we extend the bilinear LC model and specify a new model based on a three-way structure, which incorporates a further ...
Carroll J. D., Giuseppe Giordano, Kroonenberg P. M., Maria Russolillo, Steven Haberman, Tabeau E., Tukey J. W.   +6 more
core   +1 more source

PEMBUATAN TABEL MORTALIA MELALUI MODEL LEE CARTER

Jurnal Lebesgue
The Lee-Carter model, proposed in 1992, is one of the most well-known methodologies for modeling mortality rates. This model is known for its simplicity and has been used successfully in America, Japan, and Australia. Basically, the Lee-Carter model is a
Taofik Hidayat
doaj   +1 more source

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

, 2011
Several approaches have been developed for forecasting mortality using the stochastic model. In particular, the Lee-Carter model has become widely used and there have been various extensions and modifications proposed to attain a broader interpretation ...
D'Amato, Valeria, Piscopo, Gabriella, Russolillo, Maria   +2 more
core   +1 more source

Multiple mortality modeling in Poisson Lee-Carter framework [PDF]

, 2016
The academic literature in longevity field has recently focused on models for detecting multiple population trends (D'Amato et al., 2012b; Njenga and Sherris, 2011; Russolillo et al., 2011, etc.).
Anderson T.W., Brouhns N., Cairns A.J.G., D'Amato V., Deaton A., Gabriella Piscopo, Hastie T., Jarner S.F., Kleinow T., Lorenzo Trapani, MacMinn R., Maria Russolillo, Njenga C., Steven Haberman, Valeria D'Amato, Yang S.S.   +15 more
core   +1 more source

Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting

Risks, 2023
We apply a Markov-switching Bayesian vector autoregression (MSBVAR) model to mortality forecasting. MSBVAR has not previously been applied in this context, and our results show that it is a promising tool for mortality forecasting. Our model shows better
Wanying Fu, Barry R. Smith, Patrick Brewer, Sean Droms   +3 more
doaj   +1 more source

Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type

, 2016
The predominant way of modelling mortality rates is the Lee-Carter model and its many extensions. The Lee-Carter model and its many extensions use a latent process to forecast.
Beutner, Eric, Reese, Simon, Urbain, Jean-Pierre   +2 more
core   +2 more sources

Lee-Carter goes risk-neutral: an application to the Italian annuity market [PDF]

, 2005
We consider a class of stochastic intensities of mortality that generalizes the model proposed by Lee and Carter (1992), allowing general diffusions to drive the mortality time-trend.
Biffis, E., Denuit, M.
core  

A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing

, 2015
In this article we investigate a state-space representation of the Lee-Carter model which is a benchmark stochastic mortality model for forecasting age-specific death rates.
Fung, Man Chung, Peters, Gareth W., Shevchenko, Pavel V.   +2 more
core   +1 more source