Results 251 to 260 of about 1,971,483 (279)

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

Annals of Applied Statistics, 2011
Published in at http://dx.doi.org/10.1214/10-AOAS394 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Gabriella Piscopo, Maria Russolillo
exaly   +6 more sources

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Inference pitfalls in Lee–Carter model for forecasting mortality

Insurance: Mathematics and Economics, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xuan Leng, Liang Peng
exaly   +3 more sources

Age-coherent extensions of the Lee–Carter model

Scandinavian Actuarial Journal, 2021
Age coherence describes the property that forecast mortality rates across ages will not diverge in the long run.
Guangyuan Gao, Yanlin Shi
openaire   +1 more source

Climate-Related Extensions of the Lee-Carter Model

This study examines the impact of climate risk-related variables on mortality patterns across diverse population groups. An innovative version of the Lee-Carter model is proposed, incorporating a climate risk-related variable - specifically, CO2 emissions - to enhance the accuracy of mortality prediction.
Aprea, Imma Lory, Perla, Francesca, Petrella, Raffaele Clemente, Pietroluongo, Mariafortuna, Scognamiglio, Salvatore   +4 more
openaire   +2 more sources

TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL

ASTIN Bulletin, 2017
AbstractMotivated by a recent discovery that the two-step inference for the Lee–Carter mortality model may be inconsistent when the mortality index does not follow from a nearly integrated AR(1) process, we propose a test for a unit root in a Lee–Carter model with an AR(p) process for the mortality index.
Leng, Xuan, Peng, Liang
openaire   +2 more sources

Structural Changes in the Lee-Carter Mortality Indexes

North American Actuarial Journal, 2011
Abstract In recent years mortality has improved considerably faster than had been predicted, resulting in unforeseen mortality losses for annuity and pension liabilities. Actuaries have considered various models to make stochastic mortality projections, one of which is the celebrated Lee-Carter model.
Johnny Siu-Hang Li, Wai-Sum Chan, Siu-Hung Cheung   +2 more
openaire   +1 more source

Multidimensional Lee–Carter model with switching mortality processes

Insurance: Mathematics and Economics, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Improving Lee-Carter Forecasting: Methodology and Some Results

2018
The aim of the paper is to improve the Lee-Carter model performance developing a methodology able to refine its predictive accuracy. Considering relevant information the discrepancies between the real data and the Lee-Carter outputs, we model a measure of the fitting errors as a Cox-Ingersoll-Ross process. A new LC model is derived, called mLC.
Giovanna Apicella, Michel Dacorogna, Emilia Di Lorenzo, Marilena Sibillo   +3 more
openaire   +3 more sources

Statistical comparison of projection Malaysia mortality rate by using Lee-Carter model and Lee-Carter extension of Hyndman-Ullah

AIP Conference Proceedings, 2019
Study of human mortality pattern is a significant area for any nation to maintain a good social-economy in the next projection decades. The declining in mortality trend gives a good impression of what the nation has done towards macro citizen in one nation.
Halim Shukri Kamaruddin, Noriszura Ismail   +1 more
openaire   +1 more source

Variability of the Lee–Carter model parameters

International Journal of Forecasting, 2023
Wenyun Zuo, Anil Damle, Shripad Tuljapurkar   +2 more
openaire   +1 more source