The Lee-Carter Model for Forecasting Mortality, Revisited
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DOI: 10.1080/10920277.2007.10597438
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Cited by:
- repec:hum:wpaper:sfb649dp2009-008 is not listed on IDEAS
- Wang, Zihe & Li, Johnny Siu-Hang, 2016. "A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds," Finance Research Letters, Elsevier, vol. 16(C), pages 103-111.
- Boyer, M. Martin & Stentoft, Lars, 2013.
"If we can simulate it, we can insure it: An application to longevity risk management,"
Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 35-45.
- M. Martin Boyer & Lars Stentoft, 2012. "If we can simulate it, we can insure it: An application to longevity risk management," CIRANO Working Papers 2012s-08, CIRANO.
- Jackie Li & Jia Liu, 2020. "A modified extreme value perspective on best-performance life expectancy," Journal of Population Research, Springer, vol. 37(4), pages 345-375, December.
- Hanewald, Katja, 2009. "Lee-Carter and the macroeconomy," SFB 649 Discussion Papers 2009-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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