Deterministic and stochastic trends in the Lee-Carter mortality model
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- Laurent Callot & Niels Haldrup & Malene Kallestrup-Lamb, 2016. "Deterministic and stochastic trends in the Lee–Carter mortality model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(7), pages 486-493, May.
References listed on IDEAS
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- Arthur Renshaw & Steven Haberman, 2003. "Lee–Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 52(1), pages 119-137, January.
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Cited by:
- Hans Oluf Hansen, 2015. "Modeling and projecting mortality. A new model of heterogeneity and selection in survivorship," Discussion Papers 15-16, University of Copenhagen. Department of Economics.
- Niels Haldrup & Carsten P. T. Rosenskjold, 2019.
"A Parametric Factor Model of the Term Structure of Mortality,"
Econometrics, MDPI, vol. 7(1), pages 1-22, March.
- Niels Haldrup & Carsten P. T. Rosenskjold, 2018. "A Parametric Factor Model of the Term Structure of Mortality," CREATES Research Papers 2018-06, Department of Economics and Business Economics, Aarhus University.
- Hunt, Andrew & Villegas, Andrés M., 2015. "Robustness and convergence in the Lee–Carter model with cohort effects," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 186-202.
- Li, Hong & Lu, Yang, 2017.
"Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach,"
ASTIN Bulletin, Cambridge University Press, vol. 47(2), pages 563-600, May.
- Hong Li & Yang Lu, 2016. "Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach," Post-Print halshs-02418954, HAL.
- Gisou Díaz-Rojo & Ana Debón & Jaime Mosquera, 2020. "Multivariate Control Chart and Lee–Carter Models to Study Mortality Changes," Mathematics, MDPI, vol. 8(11), pages 1-17, November.
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More about this item
Keywords
Mortality modelling; factor models; principal components; stochastic and deterministic trends;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- J1 - Labor and Demographic Economics - - Demographic Economics
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2015-01-03 (Economics of Ageing)
- NEP-ECM-2015-01-03 (Econometrics)
- NEP-FOR-2015-01-03 (Forecasting)
- NEP-ORE-2015-01-03 (Operations Research)
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