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

DOI10.1016/j.insmatheco.2015.05.004zbMath1348.62241OpenAlexW342779847MaRDI QIDQ495469

Andrew Hunt, Andrés M. Villegas

Publication date: 14 September 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.05.004

zbMATH Keywords

convergencerobustnessLee-Carter modelcohort effectsmortality modelling

Mathematics Subject Classification ID

Related Items (20)

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Cites Work

• Modeling and Forecasting U.S. Mortality
• On age-period-cohort parametric mortality rate projections
• A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• On the forecasting of mortality reduction factors
• Analysis of Finnish and Swedish mortality data with stochastic mortality models
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
• Bootstrapping the Poisson log-bilinear model for mortality forecasting

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