Results 11 to 20 of about 15,650 (252)
Comparative Study of Lee Carter and Arch Model in Modelling Female Mortality in Nigeria
UMYU Scientifica Journal, 2022 Using Nigeria mortality data from 2009 to 2020, this study compares and contrasts how well the Lee-Carter and ARCH models performed. Singular value decomposition (SVD) method, Langrage multiplier test, and autoregressive conditional heteroskedasticity ...
Aliyu Umar Shelleng +3 more
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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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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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Sensitivity and uncertainty in the Lee-Carter mortality model
International Journal of Forecasting, 2023 Abstract BACKGROUND The Lee-Carter model (LC) is widely used in research and applications for forecasting age specific mortality, and typically performs well regardless of the uncertainty and often the limited quality of mortality data. OBJECTIVE
Wenyun Zuo +2 more
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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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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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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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A more meaningful parameterization of the Lee–Carter model
Insurance: Mathematics and Economics, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
de Jong, Piet +2 more
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