Results 231 to 240 of about 15,650 (252)
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Variability of the Lee–Carter model parameters

International Journal of Forecasting, 2023
Wenyun Zuo   +2 more
openaire   +1 more source

Iterative Algorithms for detecting mortality trends in the family of Lee Carter Models

2011
In the current literature, there are several papers which have considered the modelling and forecasting of population mortality using the Lee-Carter framework. According to Booth (2006), the Lee-Carter-based approach is widely considered because it produces fairly realistic life expectancy forecasts, which are used as reference values for other ...
Valeria D'Amato   +2 more
openaire   +5 more sources

Lee–Carter models: The wider context

International Journal of Forecasting, 2023
openaire   +1 more source

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   +4 more
openaire   +3 more sources

Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model

Scandinavian Actuarial Journal, 2022
Marie-Pier Bergeron-Boucher   +1 more
exaly  

Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates [PDF]

open access: possible, 2015
The most popular approach to modelling and forecasting mortality rates is the model of Lee and Carter (Modeling and Forecasting U. S. Mortality, Journal of the American Statistical Association, 87, 659–671, 1992). The popularity of the model rests mainly on its good fit to the data, its theoretical properties being obscure.
openaire   +1 more source

Lee-Carter family of stochastic mortality models

2014
Insurance companies are affected by many different kinds of risks. In the case of life insurance there are two main risks: the investment risk and the demographic risk. The latter can be split into insurance risk due to the random deviation of the number of deaths from its expected value, and longevity risk deriving from the improvement in mortality ...
openaire   +1 more source

Introduction – Early days of the Lee–Carter model

International Journal of Forecasting, 2023
openaire   +1 more source

Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval

Insurance: Mathematics and Economics, 2006
Arnold F Shapiro, Göran Högnäs
exaly  

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