Age-coherent extensions of the Lee–Carter model

DOI10.1080/03461238.2021.1918578zbMath1492.91291OpenAlexW3166048347MaRDI QIDQ5861818

Guangyuan Gao, Yanlin Shi

Publication date: 2 March 2022

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

Full work available at URL: https://doi.org/10.1080/03461238.2021.1918578

zbMATH Keywords

Lee-Carter modelmortality ratesmulti-population modelinghyperbolic decayage coherence

Mathematics Subject Classification ID

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

Related Items (2)

Forecasting mortality rates with a coherent ensemble averaging approach ⋮ THE SAINT MODEL: A DECADE LATER

Uses Software

• Human Mortality
• fpp2

Cites Work

• Unnamed Item
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• Long memory and regime switching

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