Results 231 to 240 of about 15,256 (263)

TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL

ASTIN Bulletin, 2017
AbstractMotivated by a recent discovery that the two-step inference for the Lee–Carter mortality model may be inconsistent when the mortality index does not follow from a nearly integrated AR(1) process, we propose a test for a unit root in a Lee–Carter model with an AR(p) process for the mortality index.
Leng, Xuan, Peng, Liang
openaire   +2 more sources

Forecasting Thai Mortality by Using the Lee-Carter Model

Asia-Pacific Journal of Risk and Insurance, 2015
Abstract In this paper, we model the mortality rate in Thailand by using the Lee-Carter model. Three classical methods, i.e. Singular Value Decomposition (SVD), Weighted Least Square (WLS), and Maximum Likelihood Estimation (MLE) are used to estimate the parameters of the Lee-Carter model.
Natthasurang Yasungnoen, Pairote Sattayatham   +1 more
openaire   +1 more source

Statistical comparison of projection Malaysia mortality rate by using Lee-Carter model and Lee-Carter extension of Hyndman-Ullah

AIP Conference Proceedings, 2019
Study of human mortality pattern is a significant area for any nation to maintain a good social-economy in the next projection decades. The declining in mortality trend gives a good impression of what the nation has done towards macro citizen in one nation.
Halim Shukri Kamaruddin, Noriszura Ismail   +1 more
openaire   +1 more source

Robustness and convergence in the Lee–Carter model with cohort effects

Insurance: Mathematics and Economics, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hunt, Andrew, Villegas, Andrés M.
openaire   +2 more sources

Multiple Population Projections by Lee Carter Models

2013
The academic literature in longevity field has recently focused on models for detecting multiple population trends ([9],[17],[20], etc.). In particular increasing interest has been shown about “related” population dynamics or “parent” populations characterized by similar socio-economic conditions and eventually also by geographical proximity.
RUSSOLILLO, Maria, D'AMATO, VALERIA, S. Haberman, G. Piscopo, L. Trapani   +4 more
openaire   +3 more sources

Variability of the Lee–Carter model parameters

International Journal of Forecasting, 2023
Wenyun Zuo, Anil Damle, Shripad Tuljapurkar   +2 more
openaire   +1 more source

Intensive Computational Forecasting Approach to the Functional Demographic Lee Carter Model

2009
Several approaches have been developed for forecasting mortality using stochastic model. In particular, the Lee Carter model (1992) has become widely used and there have been various extensions and modifications proposed to attain a broader interpretation and to capture the main features of the dynamics of the mortality intensity.
RUSSOLILLO, Maria, D'AMATO, VALERIA, PISCOPO G.   +2 more
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Lee–Carter models: The wider context

International Journal of Forecasting, 2023
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A modified Lee–Carter model for analysing short-base-period data

Population Studies, 2012
This paper introduces a new modified Lee-Carter model for analysing short-base-period mortality data, for which the original Lee-Carter model produces severely fluctuating predicted age-specific mortality. Approximating the unknown parameters in the modified model by linearized cubic splines and other additive functions, the model can be simplified ...
openaire   +2 more sources

The biofilm life cycle: expanding the conceptual model of biofilm formation

Nature Reviews Microbiology, 2022
Karin Sauer, Paul Stoodley, Darla M Goeres   +2 more
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