The Lee-Carter Model for Forecasting Mortality, Revisited

DOI10.1080/10920277.2007.10597438zbMath1480.91223OpenAlexW2143421159MaRDI QIDQ5019713

Siu-Hang Li, Wai Sum Chan

Publication date: 10 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2007.10597438

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (6)

On the valuation of reverse mortgage insurance ⋮ Rotation in age patterns of mortality decline: statistical evidence and modeling ⋮ Pricing and securitization of multi-country longevity risk with mortality dependence ⋮ The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds ⋮ Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds ⋮ The CBD Mortality Indexes: Modeling and Applications

Uses Software

• IMSL Numerical Libraries
• GenStat
• Human Mortality
• SAS/ETS

Cites Work

• Modeling and Forecasting U.S. Mortality
• Threshold models in non-linear time series analysis
• Statistical inference using extreme order statistics
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• On the forecasting of mortality reduction factors
• Outlier Detection and Time Series Modeling
• On a measure of lack of fit in time series models
• On the derivation of a full life table from mortality data recorded in five‐year age groups
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
• Dealing with Problems in Data Quality for the Measurement of Mortality at Advanced Ages in Canada
• Approaches and Experiences in Projecting Mortality Patterns for the Oldest-Old
• Emergence of Supercentenarians in Low-Mortality Countries
• A new look at the statistical model identification
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