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A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
11 references·9 citing·46 second hop
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates (2011)A comparison of the Lee–Carter model and …The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case (2005)The fair valuation problem of…Mortality, Income, and Income Inequality over Time in Britain and the United States (2004)Mortality, Income, and Income…Mortality, Income, and Income Inequality Over Time in Britain and the United States (2001)Mortality, Income, and Income…Mortality derivatives and the option to annuitise (2001)Mortality derivatives and the…The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)The Lee-Carter Method for For…A universal pattern of mortality decline in the G7 countries (2000)A universal pattern of mortal…Modeling and forecasting US sex differentials in mortality (1992)Modeling and forecasting US s…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…Stochastic methods in population forecasting (1990)Stochastic methods in populat…Revised Regional Model Life Tables at Very Low Levels of Mortality (1989)Revised Regional Model Life T…Projecting the Older Population of the United States: Lessons from the Past and Prospects for the Future (1988)Projecting the Older Populati…Mortality models incorporating long memory for life table estimation: a comprehensive analysis (2021)Mortality models incorporatin…Forecasting mortality with international linkages: A global vector-autoregression approach (2021)Forecasting mortality with in…Forecasting mortality rates with the penalized exponential smoothing state space model (2021)Forecasting mortality rates w…ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (2019)ANALYZING MORTALITY BOND INDE…Forecasting mortality rates: multivariate or univariate models? (2018)Forecasting mortality rates: …Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure (2017)Mortality Dependence and Long…A Double-Layer Neural Network Framework for High-Frequency Forecasting (2017)A Double-Layer Neural Network…A class of random field memory models for mortality forecasting (2017)A class of random field memor…Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy (2014)Measuring the Impact of Longe…The Modern Rise of Population (1977)Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Grandmothers and the evolution of human longevity (2003)Mortality Modelling and Forecasting: a Review of Methods (2008)A New Data Set Measuring Income Inequality (1996)Mortality, Health Status, and Wealth (2003)Mortality, inequality and race in American cities and states (2003)Health in an Age of Globalization (2004)Socio-Economic Differences in Mortality (2008)On the Rate of Growth of the Population of the United States since 1790 and Its Mathematical Representation (1920)The Pricing of Options and Corporate Liabilities (1973)The Methods and Materials of Demography. 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this work references cited by second hop

References

  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2000A universal pattern of mortality decline in the G7 countries532 cited
  • 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited
  • 2001Mortality derivatives and the option to annuitise314 cited
  • 1992Modeling and forecasting US sex differentials in mortality181 cited
  • 1989Revised Regional Model Life Tables at Very Low Levels of Mortality181 cited
  • 1990Stochastic methods in population forecasting149 cited
  • 2005The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case141 cited
  • 2001Mortality, Income, and Income Inequality Over Time in Britain and the United States119 cited
  • 2004Mortality, Income, and Income Inequality over Time in Britain and the United States69 cited
  • 1988Projecting the Older Population of the United States: Lessons from the Past and Prospects for the Future67 cited

Cited by

  • 2017A Double-Layer Neural Network Framework for High-Frequency Forecasting67 cited
  • 2017Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure29 cited
  • 2014Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy

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28 cited
  • 2021Mortality models incorporating long memory for life table estimation: a comprehensive analysis22 cited
  • 2021Forecasting mortality with international linkages: A global vector-autoregression approach17 cited
  • 2017A class of random field memory models for mortality forecasting16 cited
  • 2019ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION16 cited
  • 2021Forecasting mortality rates with the penalized exponential smoothing state space model15 cited
  • 2018Forecasting mortality rates: multivariate or univariate models?15 cited