Results 31 to 40 of about 27,586 (129)

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

A Fuzzy-Random Extension of the Lee–Carter Mortality Prediction Model

International Journal of Computational Intelligence Systems
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, Laura González-Vila Puchades   +1 more
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
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Modelo Lee-Carter extendido

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, Martinez Ruiz, Francisco, Debón Aucejo, Ana   +2 more
doaj  

Turpen, William P. (SC 1403) [PDF]

, 1973
Finding aid only for Manuscripts Small Collection 1403. Paper written by Turpen titled Tim Lee Carter: The Vietnam War... , which analyses a speech U.S.
Folklife Archives, Manuscripts &
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Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions

Demographic Research, 2006
We compare the short- to medium-term accuracy of five variants or extensions of the Lee-Carter method for mortality forecasting. These include the original Lee-Carter, the Lee-Miller and Booth-Maindonald-Smith variants, and the more flexible Hyndman ...
Leonie Tickle, Rob J. Hyndman, Piet de Jong, Heather Booth   +3 more
doaj  

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
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Evaluating the Performance of Variants of the Lee-Carter Method for Mortality Forecasting in the Population Projection of the Czech Republic from the Czech Statistical Office 2023–2100

Demografie
This article discusses the use of the Lee-Carter model, one of the most widely used methods for mortality forecasting. It also discusses its modified versions, namely the cohort and coherent variants, which were developed to improve the forecast accuracy
David Morávek
doaj   +1 more source

Multivariate Control Chart and Lee–Carter Models to Study Mortality Changes

Mathematics, 2020
The mortality structure of a population usually reflects the economic and social development of the country. The purpose of this study was to identify moments in time and age intervals at which the observed probability of death is substantially different
Gisou Díaz-Rojo, Ana Debón, Jaime Mosquera   +2 more
doaj   +1 more source

Lee Carter mortality forecasting: application to the Italian population [PDF]

, 2005
In this paper we investigate the feasibility of using the Lee-Carter methodology to construct mortality forecasts for the Italian population. We fit the model to the matrix of Italian death rates for each gender from 1950 to 2000. A time-varying index of
Haberman, S., Russolillo, M.
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