Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Inference pitfalls in Lee–Carter model for forecasting mortality

10 references·7 citing·36 second hop

FromToDepth

this work references cited by second hop

References

1987Time Series Regression with a Unit Root2,821 cited
1992Modeling and Forecasting U. S. Mortality2,311 cited
2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method623 cited
2011Mortality density forecasts: An analysis of six stochastic mortality models292 cited
2012Pricing and securitization of multi-country longevity risk with mortality dependence69 cited
2010Pricing longevity risk with the parametric bootstrap: A maximum entropy approach46 cited
2012Modelling dependent data for longevity projections44 cited
2014Detecting Common Longevity Trends by a Multiple Population Approach28 cited
2014Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy28 cited

Cited by

2019Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts19 cited
2019A Bayesian Approach to Developing a Stochastic Mortality Model for China18 cited
2020Modeling mortality with a Bayesian vector autoregression13 cited
2020Constructing dynamic life tables with a single-factor model13 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2018

Cohort effects in mortality modelling: a Bayesian state-space approach

13 cited

2019BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL11 cited

2017Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type10 cited