Results 11 to 20 of about 429,725 (289)
Big Data and Cognitive Computing, 2022 The Lee–Carter model could be considered as one of the most important mortality prediction models among stochastic models in the field of mortality.
Yuan Chen, Abdul Q. M. Khaliq
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The Lee-Carter quantile mortality model [PDF]
Scandinavian Actuarial Journal, 2020 The Lee-Carter (LC) stochastic mortality model has been widely used for making future projections of mortality rates. In the framework of the LC model, the response function is non-linear in parameters. Here, we adapt this LC framework to compute conditional quantiles.
Miguel Santolino
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Estimation of Uncertainty in Mortality Projections Using State-Space Lee-Carter Model
Mathematics, 2020 The study develops alternatives of the classical Lee-Carter stochastic mortality model in assessment of uncertainty of mortality rates forecasts. We use the Lee-Carter model expressed as linear Gaussian state-space model or state-space model with ...
Rokas Gylys, Jonas Šiaulys
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Forecasting mortality in subpopulations using Lee–Carter type models: A comparison [PDF]
Insurance: Mathematics and Economics, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ivan Luciano Danesi +2 more
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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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Risks, 2022 The prediction of future mortality improvements is of substantial importance for areas such as population projection, government welfare policies, pension planning and annuity pricing.
Sixian Tang, Jackie Li, Leonie Tickle
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Longevity risk—Its financial impact on pensions
Scientific African, 2022 We study the financial impact of longevity risk on defined benefit (DB) pension plan liabilities using the 2010 Ghana population census, and the Lee-Carter model. We compare the usual Lee-Carter model to an extended version. While we observe that Ghana’s
Nana Poku Appiagyei Nantwi +2 more
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Mortality projection using two probabilistic models. Applications and limitations. [PDF]
Población y Desarrollo, 2020 This paper is focused on Lee-Carter Model and Functional Data Model, both of which were de veloped in the field of Statistics. These models are applied in order to carry out the projection of mortality and life expectancies at birth on three departments ...
Lucía Andreozzi
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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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