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A Deep Learning Integrated Lee–Carter Model [PDF]
Risks, 2019 In the field of mortality, the Lee–Carter based approach can be considered the milestone to forecast mortality rates among stochastic models. We could define a “Lee–Carter model family” that embraces all developments of this model,
Andrea Nigri +4 more
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Extending the Lee–Carter model: a three-way decomposition [PDF]
Scandinavian Actuarial Journal, 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 component in the decomposition of the log-mortality rates. A multi-way component analysis is performed
RUSSOLILLO, Maria +2 more
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Evaluation of Lee–Carter model to breast cancer mortality prediction in China and Pakistan [PDF]
Frontiers in Oncology, 2023 BackgroundPrecise breast cancer–related mortality forecasts are required for public health program and healthcare service planning. A number of stochastic model–based approaches for predicting mortality have been developed.
Sumaira Mubarik +4 more
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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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Application of Machine Learning to Mortality Modeling and Forecasting [PDF]
Risks, 2019 Estimation of future mortality rates still plays a central role among life insurers in pricing their products and managing longevity risk. In the literature on mortality modeling, a wide number of stochastic models have been proposed, most of them ...
Susanna Levantesi, Virginia Pizzorusso
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PEMBUATAN TABEL MORTALIA MELALUI MODEL LEE CARTER
Jurnal LebesgueThe 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
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, 2009 Using data for six OECD countries, this paper studies the effect of macroeconomic conditions on the mortality index kt in the well-known Lee-Carter model. Significant correlations are found with real GDP growth rates in Australia, Canada, and the United States, and with unemployment rate changes in Japan, for the period 1950–2005.
Katja Hanewald
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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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The Usage of State Space Models in Mortality Modeling and Predictions [PDF]
Statistika: Statistics and Economy Journal, 2023 In demography, mortality modeling with respect to age and time dimensions is often associated with the traditionally used Lee-Carter model. The Lee-Carter model considers a constant set of parameters of agespecific mortality change for forecasts, which ...
Martin Matějka, Ivana Malá
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Risks, 2023 Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models—in terms, that is,
Miguel Santolino
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