ON THE STRUCTURAL CHANGE OF THE LEE-CARTER MODEL AND ITS ACTUARIAL APPLICATION

DOI10.7858/eamj.2019.027zbMath1428.62468OpenAlexW2967727845MaRDI QIDQ5205251

Endy Filintas Wiratama, Bangwon Ko, So-Yeun Kim

Publication date: 10 December 2019

Full work available at URL: https://www.kci.go.kr/kciportal/ci/sereArticleSearch/ciSereArtiView.kci?sereArticleSearchBean.artiId=ART002471564

zbMATH Keywords

structural changeLee-Carter modelmortality improvement

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Estimation in survival analysis and censored data (62N02) Mathematical geography and demography (91D20)

Cites Work

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