A random forest algorithm to improve the Lee–Carter mortality forecasting: impact on q-forward
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DOI: 10.1007/s00500-019-04427-z
Abstract: Increased life expectancy in developed countries has led researchers to pay more attention to mortality projection to anticipate changes in mortality rates. Following the scheme proposed in Deprez et al. (Eur Actuar J 7(2):337–352, 2017)… read more here.
Keywords: carter mortality; mortality forecasting; mortality; random forest ... See more keywords
BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL
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DOI: 10.1017/asb.2019.9
Abstract: Abstract As a benchmark mortality model in forecasting future mortality rates and hedging longevity risk, the widely employed Lee–Carter model (Lee, R.D. and Carter, L.R. (1992) Modeling and forecasting U.S. mortality. Journal of the American… read more here.
Keywords: mortality model; mortality; model; modified lee ... See more keywords
The GLM framework of the Lee–Carter model: a multi-country study
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DOI: 10.1080/02664763.2020.1833183
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... read more here.
Keywords: model; carter model; glm framework; lee carter ... See more keywords
Stochastic mortality forecasts for Bangladesh
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DOI: 10.1371/journal.pone.0276966
Abstract: Mortality forecasts are essential part for policymaking in any aging society. In recent years, methods to model and forecast mortality have improved considerably. Among them, Lee-Carter method is one of the most influential method. In… read more here.
Keywords: mortality; life expectancy; mortality forecasts; lee carter ... See more keywords
Hybrid Lee-Carter Model with Adaptive Network of Fuzzy Inference System and Wavelet Functions
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DOI: 10.17576/jsm-2023-5203-23
Abstract: Mortality studies are essential in determining the health status and demographic composition of a population. The Lee–Carter (LC) modelling framework is extended to incorporate the macroeconomic variables that affect mortality, especially in forecasting. This paper… read more here.
Keywords: adaptive network; mortality; fuzzy inference; model ... See more keywords
Managing Mortality and Aging Risks with a Time-Varying Lee–Carter Model
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DOI: 10.3390/healthcare11050743
Abstract: Influential existing research has suggested that rather than being static, mortality declines decelerate at young ages and accelerate at old ages. Without accounting for this feature, the forecast mortality rates of the popular Lee–Carter (LC)… read more here.
Keywords: mortality; carter model; model; lee carter ... See more keywords
Do Different Models Induce Changes in Mortality Indicators? That Is a Key Question for Extending the Lee-Carter Model
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DOI: 10.3390/ijerph18042204
Abstract: The parametric model introduced by Lee and Carter in 1992 for modeling mortality rates in the USA was a seminal development in forecasting life expectancies and has been widely used since then. Different extensions of… read more here.
Keywords: mortality; model; mortality indicators; different models ... See more keywords