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ArticleInference pitfalls in Lee–Carter model for forecasting mortality

Xuan Leng2016

Article2016

Inference pitfalls in Lee–Carter model for forecasting mortality

Xuan Leng · Liang Peng

25 citations·0/0 files stored·Insurance Mathematics and Economics

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Insurance, Mortality, Demography, Risk Management Forecasting Techniques and Applications Statistical Methods in Epidemiology

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References

1987Time Series Regression with a Unit Root 1992Modeling and Forecasting U. S. Mortality 2002A Poisson log-bilinear regression approach to the construction of projected lifetables 2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method 2011Mortality density forecasts: An analysis of six stochastic mortality models 2012Pricing and securitization of multi-country longevity risk with mortality dependence 2010Pricing longevity risk with the parametric bootstrap: A maximum entropy approach 2012Modelling dependent data for longevity projections

Cited by

2019Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts 2019A Bayesian Approach to Developing a Stochastic Mortality Model for China 2020Modeling mortality with a Bayesian vector autoregression 2020Constructing dynamic life tables with a single-factor model 2018Cohort effects in mortality modelling: a Bayesian state-space approach

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2019Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecastsarticle · 8 shared references 2014Longevity Risk and Capital Markets: The 2012–2013 Updatearticle · 6 shared references 2016Coherent modeling of male and female mortality using Lee–Carter in a complex number frameworkarticle · 6 shared references 2014Coherent mortality forecasting with generalized linear models: A modified time-transformation approacharticle · 5 shared references 2015MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAEarticle · 5 shared references 2015On the effectiveness of natural hedging for insurance companies and pension plansarticle · 5 shared references

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Year2016

Typearticle

Published2016-06-20

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations25

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/j.insmatheco.2016.05.016

openalex_workW2441036087

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2019

BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL

2017Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type