Results 21 to 30 of about 15,650 (252)
Extending the Lee–Carter model: a three-way decomposition [PDF]
Scandinavian Actuarial Journal, 2010 In this paper, we focus on a Multidimensional Data Analysis approach to the Lee-Carter (LC) model of mortality trends . In particular, we extend the bilinear LC model and specify a new model based on a three-way structure, which incorporates a further component in the decomposition of the log-mortality rates. A multi-way component analysis is performed
RUSSOLILLO, Maria +2 more
openaire +3 more sources
Mortality projection using two probabilistic models. Applications and limitations. [PDF]
Población y Desarrollo, 2020 This paper is focused on Lee-Carter Model and Functional Data Model, both of which were de veloped in the field of Statistics. These models are applied in order to carry out the projection of mortality and life expectancies at birth on three departments ...
Lucía Andreozzi
doaj +2 more sources
Data, 2023 Mortality shocks, such as pandemics, threaten the consolidated longevity improvements, confirmed in the last decades for the majority of western countries.
Maria Francesca Carfora, Albina Orlando
doaj +1 more source
Deterministic and stochastic trends in the Lee–Carter mortality model [PDF]
Applied Economics Letters, 2015 The Lee and Carter (1992) model assumes that the deterministic and stochastic time series dynamics load with identical weights when describing the development of age-specific mortality rates. Effectively this means that the main characteristics of the model simplify to a random walk model with age-specific drift components.
Callot, Laurent +2 more
openaire +2 more sources
Iran mortality rates using Lee-Carter model: Estimation and forecasting [PDF]
Iranian Journal of Insurance Research, 2013 Mortality forecasts are made in two ways: one is indirect forecasting through life expectancy forecasting and then converting it to age-specific death rate, and the second is direct forecasting of mortality rates.
A. Komijani, M. Koosheshi, L. Niakan
doaj +1 more source
Efficient approximations for numbers of survivors in the Lee–Carter model [PDF]
Insurance: Mathematics and Economics, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gbari, Samuel, Denuit, Michel
openaire +2 more sources
Convergence in male and female life expectancy: Direction, age pattern, and causes
Demographic Research, 2016 Background: The cornerstone of mortality- and life-expectancy forecasting in developed nations, the Lee-Carter model relies on assumptions of there being a dominant singular value that captures most of the variance within a matrix of age-specific ...
Benjamin Seligman +2 more
doaj +1 more source
Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?
Risks, 2020 An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can take place in two routes.
Han Lin Shang, Steven Haberman
doaj +1 more source
Lee–Carter Mortality Forecasting
Lithuanian Journal of Statistics, 2012 In this paper, we focus on Lee–Carter mortality forecasting. Model residuals and future mortality trendsare explored. Predictions of the force of mortality for France, Belarus and Lithuania are provided and compared. Severalmodifications of the model are
Eglė Ignatavičiūtė +2 more
doaj +1 more source
Improving mortality forecasting using a hybrid of Lee–Carter and stacking ensemble model
Bulletin of the National Research Centre, 2023 Background Mortality forecasting is a critical component in various fields, including public health, insurance, and pension planning, where accurate predictions are essential for informed decision-making.
Samuel Asante Gyamerah +3 more
doaj +1 more source