Etude du risque systématique de mortalité [PDF]
The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter.
Frédéric Planchet +2 more
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Trend forecasting of main groups of causes-of-death in Iran using the Lee-Carter model. [PDF]
Med J Islam Repub Iran, 2018 Jahangiri K +3 more
europepmc +1 more source
Perturbations extrêmes sur la dérive de mortalité anticipée [PDF]
L'objectif de ce travail est de proposer un modèle réaliste et opérationnel pour mesurer le risque systématique associé à la construction de tables de mortalité prospectives.
Frédéric Planchet +2 more
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Analysis and Forecasting the Accident Mortality Trends in the Islamic Republic of Iran Applying Lee-Carter Model During the Years 2006 to 2035. [PDF]
Bull Emerg Trauma, 2018 Aghamohamadi S +3 more
europepmc +1 more source
Extending the Lee-carter method to model the rotation of age patterns of mortality decline for long-term projections. [PDF]
Demography, 2013 Li N, Lee R, Gerland P.
europepmc +1 more source
Decelerating mortality rates in older ages and its prospects through Lee-Carter approach. [PDF]
PLoS One, 2012 Yadav A, Yadav S, Kesarwani R.
europepmc +1 more source
Assessing Investment and Longevity Risks within Immediate Annuities [PDF]
Life annuities provide a guaranteed income for the remainder of the recipient’s lifetime, and therefore, annuitization presents an important option when choosing an adequate investment strategy for the retirement ages.
Bauer, Daniel, Weber, Frederik
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How the co-integration analysis can help in mortality forecasting. [PDF]
series of age-specific log-mortality rates as a sum of an independent of time age-specific component and a bilinear term in which one of the component is a time-varying parameter reflecting general change in mortality and the second one is an age ...
Darkiewicz, Grzegorz, Hoedemakers, Tom
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Age-Specific Mortality Forecasting in Kazakhstan: Alternative Approaches to the Lee-Carter Model. [PDF]
Int J Environ Res Public HealthKoichubekov B +3 more
europepmc +1 more source
In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps [PDF]
In most stochastic mortality models, either one stochastic intensity process (for example a jump-diffusion process) or a collection of independent processes is used to model the stochastic evolution of survival probabilities.
Daniel Serant, Stéphane Loisel
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