The GLM framework of the Lee–Carter model: a multi-country study

DOI10.1080/02664763.2020.1833183OpenAlexW3093066829MaRDI QIDQ5085650

Shafiqah Azman, Dharini Pathmanathan

Publication date: 27 June 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1833183

zbMATH Keywords

demographymortalitygeneralized linear modelLee-Carter modelnegative binomial

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Uses Software

• MASS (R)
• gnm
• Human Mortality

Cites Work

• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Statistical Analysis of Financial Data in S-Plus
• Negative binomial version of the Lee–Carter model for mortality forecasting
• Modelling and forecasting mortality distributions in England and Wales using the Lee–Carter model
• On fitting generalized linear and non-linear models of mortality
• Using Graduation to Modify the Estimation of Lee–Carter Model for Small Populations
• Effective Statistical Learning Methods for Actuaries I

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