Results 221 to 230 of about 15,256 (263)

Mortality, longevity and experiments with the Lee–Carter model

Lifetime Data Analysis, 2008
The paper reviews the Lee-Carter modelling framework, illustrated with an application, and then extends the framework through the development of a wider class of generalised, parametric, non-linear models. The choice of error distribution is also generalised. These extensions permit the modelling and extrapolation of age-specific cohort effects as well
Haberman, Steven, Renshaw, Arthur
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Modelling Period Effect of Lee-Carter Mortality Model with SETAR Model

Journal of Statistical Modelling and Analytics, 2022
Mortality dynamics plays an important role in understanding mortality and life expectancy that will impact on economy of the countries. Many studies have considered Lee Carter method with time index as an indicator to do the forecasting. In order to forecast the mortality rates, the period index in the Lee Carter model is applied to the random walk ...
Zulkifle, Haneef, Yusof, Fadhilah, Mohd. Nor, Siti Rohani, Samsudin, Nurul Syuhada   +3 more
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Inference pitfalls in Lee–Carter model for forecasting mortality

Insurance: Mathematics and Economics, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Leng, Xuan, Peng, Liang
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Multidimensional Lee–Carter model with switching mortality processes

Insurance: Mathematics and Economics, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Forecasting college populations via Lee-Carter models

2015
In Colleges with large student populations, it is important to have a system for monitoring their evolution along the time. Proper measurement and interpretation are necessary to help evaluate the effects of different policies, changes in student regulations, medical costs, insurance, student welfare, etc.
Gómez, Norman Diego Giraldo, Ochoa Molina, Carlos   +1 more
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Inference for the Lee-Carter Model With An AR(2) Process

Methodology and Computing in Applied Probability, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Deyuan, Ling, Chen, Liu, Qing, Peng, Liang   +3 more
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The Lee-Carter Model for Forecasting Mortality, Revisited

North American Actuarial Journal, 2007
Abstract Interrupting phenomena are commonly encountered in time-series data analysis with the study of mortality trends being no exception. Nevertheless, previous demographic forecasts have paid little attention to the existence of such phenomena. In this study we use mortality data from Canada and the United States to perform time-series outlier ...
Siu-Hang Li, Wai-Sum Chan
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Mortality modeling [PDF]

, 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.
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Fuzzy formulation of the Lee–Carter model for mortality forecasting

Insurance: Mathematics and Economics, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Koissi, Marie-Claire, Shapiro, Arnold F.
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BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL

ASTIN Bulletin, 2019
AbstractAs a benchmark mortality model in forecasting future mortality rates and hedging longevity risk, the widely employed Lee–Carter model (Lee, R.D. and Carter, L.R. (1992) Modeling and forecasting U.S. mortality. Journal of the American Statistical Association, 87, 659–671.) suffers from a restrictive constraint on the unobserved mortality index ...
Liu, Qing, Ling, Chen, Li, Deyuan, Peng, Liang   +3 more
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