Parameter estimation and forecasts for an integrated Lee-Carter model

DOI10.55937/SUT/1699513820MaRDI QIDQ6546096

Takeshi Kurosawa, Reo Kanazawa

Publication date: 29 May 2024

Published in: SUT Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

time series analysisLee-Carter modelforecastsmortality modeling

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Modeling and Forecasting U.S. Mortality
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH
• Identification and Estimation in Non-Fundamental Structural VARMA Models
• MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
• Modelling mortality: A bayesian factor-augmented var (favar) approach

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