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
Coherent Mortality Model in A State-Space Approach
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DOI: 10.17576/jsm-2021-5004-20
Abstract: Mortality improvements that have recently become apparent in most developing countries have significantly shaped queries on forecast divergent between populations in recent years. Therefore, to ensure a more coherent way of forecasting, previous researchers have… read more here.
Keywords: model state; state space; model; mortality model ... See more keywords