Results 261 to 270 of about 429,725 (289)

Selection effect modification to the Lee-Carter model

European Actuarial Journal, 2022
Although other risk factors can be used, depending on feasibility, marketing, and data availability, age and gender are the two most common risk factors considered in life insurance products. Previous studies have shown that the newly insured, who passed certain health examinations, tend to have lower mortality rates than those already insured ...
Jack C. Yue, Chao-Ting Lin, Yu-Lin Yang, Yi-Chun Chen, Wan-Chen Tsai, Yin-Yee Leong   +5 more
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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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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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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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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
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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