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