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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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Rect@, 2007 Aunque en la literatura actuarial el conocimiento de la evolución de la mortalidad se remonta a las primeras décadas del siglo XX, solo recientemente los cálculos actuariales han utilizado las tablas de mortalidad proyectadas o dinámicas. En consecuencia,
Montes Suay, Francisco +2 more
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A Fuzzy-Random Extension of the Lee–Carter Mortality Prediction Model
International Journal of Computational Intelligence Systems, 2019 The Lee–Carter model is a useful dynamic stochastic model to represent the evolution of central mortality rates throughout time. This model only considers the uncertainty about the coefficient related to the mortality trend over time but not to the age ...
Jorge de Andrés-Sánchez +1 more
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Sensitivity and uncertainty in the Lee-Carter mortality model. [PDF]
Int J Forecast, 2023 Abstract BACKGROUND The Lee-Carter model (LC) is widely used in research and applications for forecasting age specific mortality, and typically performs well regardless of the uncertainty and often the limited quality of mortality data. OBJECTIVE
Zuo W, Damle A, Tuljapurkar S.
europepmc +3 more sources
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS [PDF]
ASTIN Bulletin, 2021 AbstractThis paper introduces a neural network (NN) approach for fitting the Lee-Carter (LC) and the Poisson Lee-Carter model on multiple populations. We develop some NNs that replicate the structure of the individual LC models and allow their joint fitting by simultaneously analysing the mortality data of all the considered populations.
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Identification and Forecasting in the Lee-Carter Model [PDF]
SSRN Electronic Journal, 2010 We consider the identification problem for the model of Lee and Carter (1992). The parameters of this model are known only to be identified up to certain transformations. Forecasts from the model may therefore depend on the arbitrarily chosen identification scheme. A condition for invariant forecasts is proposed.
Bent Nielsen, J.P. Nielsen
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Letter from Robert Lee Carter to L. A. Ashley
Letter from Robert Lee Carter to L. A. Ashley stating that Carter has received his telegram.https://mavmatrix.uta.edu/specialcollections_ivorydaviscivilrightscasepapers/1026/thumbnail ...
Carter, Robert Lee
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Multiple mortality modeling in Poisson Lee–Carter framework [PDF]
Communications in Statistics - Theory and Methods, 2015 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.). In particular, increasing interest has been shown about "related" population dynamics or "parent" populations characterized by similar socioeconomic ...
D'AMATO, Valeria +4 more
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A more meaningful parameterization of the Lee–Carter model
Insurance: Mathematics and Economics, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
de Jong, Piet +2 more
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Data, 2023 Mortality shocks, such as pandemics, threaten the consolidated longevity improvements, confirmed in the last decades for the majority of western countries.
Maria Francesca Carfora, Albina Orlando
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