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

DOI10.1080/03461238.2021.1928542zbMath1492.91271OpenAlexW3169838752MaRDI QIDQ5083400

Søren Kjærgaard, Marie-Pier Bergeron-Boucher

Publication date: 20 June 2022

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2021.1928542

zbMATH Keywords

forecastaccuracymortalityLee-Carter

Mathematics Subject Classification ID

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

Uses Software

• Human Mortality
• fpp2

Cites Work

• Modeling and Forecasting U.S. Mortality
• The double-gap life expectancy forecasting model
• Robust forecasting of mortality and fertility rates: a functional data approach
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Smoothing constrained generalized linear models with an application to the Lee-Carter model
• Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting

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