The Lee-Carter quantile mortality model

DOI10.1080/03461238.2019.1707109zbMath1448.91265OpenAlexW2997223584WikidataQ126412682 ScholiaQ126412682MaRDI QIDQ5123190

Miguel Santolino

Publication date: 28 September 2020

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

Full work available at URL: http://hdl.handle.net/2445/170244

zbMATH Keywords

longevity riskmortality modelsLee-Carterquantile nonlinear regressions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (1)

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Uses Software

• quantreg
• Stata
• gnm
• Human Mortality
• StMoMo
• mss

Cites Work

• Unnamed Item
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