Distribution of the random future life expectancies in log-bilinear mortality projection models

DOI10.1007/s10985-007-9040-6zbMath1331.62399OpenAlexW2004187113WikidataQ40201201 ScholiaQ40201201MaRDI QIDQ636128

Michel M. Denuit

Publication date: 25 August 2011

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10985-007-9040-6

zbMATH Keywords

periodcomonotonicityLee-Carter modellife expectancycohort

Mathematics Subject Classification ID

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Cites Work

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• The concept of comonotonicity in actuarial science and finance: applications.
• 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
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Projecting Mortality Trends
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

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