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The GLM framework of the Lee–Carter model: a multi-country study

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The Lee–Carter model is a well-known model in modeling mortality. We aim to compare three probability models (Poisson, negative binomial and binomial) based on the Generalized Linear Model (GLM) fr... Click to show full abstract

The Lee–Carter model is a well-known model in modeling mortality. We aim to compare three probability models (Poisson, negative binomial and binomial) based on the Generalized Linear Model (GLM) fr...

Keywords: model; carter model; glm framework; lee carter; framework lee

Journal Title: Journal of Applied Statistics
Year Published: 2020

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