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Extending Lee-Carter Mortality Forecasting

Citations

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Cited by:

  1. Jaap Spreeuw & Iqbal Owadally & Muhammad Kashif, 2022. "Projecting Mortality Rates Using a Markov Chain," Mathematics, MDPI, vol. 10(7), pages 1-18, April.
  2. repec:hum:wpaper:sfb649dp2008-052 is not listed on IDEAS
  3. Lenny Stoeldraijer & Leo van Wissen & Coen van Duin & Fanny Janssen, 2013. "Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(13), pages 323-354.
  4. Andrzej Szymański & Agnieszka Rossa, 2021. "The Complex-Number Mortality Model (CNMM) based on orthonormal expansion of membership function," Statistics in Transition New Series, Polish Statistical Association, vol. 22(3), pages 31-57, September.
  5. Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko, 2017. "Cohort effects in mortality modelling: a Bayesian state-space approach," Papers 1703.08282, arXiv.org.
  6. Berik Koichubekov & Bauyrzhan Omarkulov & Meruyert Mukhanova & Rimma Zakirova, 2025. "Age-Specific Mortality Forecasting in Kazakhstan: Alternative Approaches to the Lee–Carter Model," IJERPH, MDPI, vol. 22(3), pages 1-22, February.
  7. Jorge Miguel Ventura Bravo, 2011. "Pricing Longevity Bonds Using Affine-Jump Diffusion Models," CEFAGE-UE Working Papers 2011_29, University of Evora, CEFAGE-UE (Portugal).
  8. de Jong, Piet & Tickle, Leonie & Xu, Jianhui, 2016. "Coherent modeling of male and female mortality using Lee–Carter in a complex number framework," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 130-137.
  9. Neves, César & Fernandes, Cristiano & Hoeltgebaum, Henrique, 2017. "Five different distributions for the Lee–Carter model of mortality forecasting: A comparison using GAS models," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 48-57.
  10. Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2022. "Thirty years on: A review of the Lee-Carter method for forecasting mortality," SocArXiv 8u34d, Center for Open Science.
  11. Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2023. "Thirty years on: A review of the Lee–Carter method for forecasting mortality," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1033-1049.
  12. Adrian Raftery & Jennifer Chunn & Patrick Gerland & Hana Ševčíková, 2013. "Bayesian Probabilistic Projections of Life Expectancy for All Countries," Demography, Springer;Population Association of America (PAA), vol. 50(3), pages 777-801, June.
  13. 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.
  14. Beutner, Eric & Reese, Simon & Urbain, Jean-Pierre, 2017. "Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 117-125.
  15. Danesi, Ivan Luciano & Haberman, Steven & Millossovich, Pietro, 2015. "Forecasting mortality in subpopulations using Lee–Carter type models: A comparison," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 151-161.
  16. Heather Booth & Rob Hyndman & Piet de Jong & Leonie Tickle, 2006. "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 15(9), pages 289-310.
  17. Han Lin Shang & Rob J Hyndman & Heather Booth, 2010. "A comparison of ten principal component methods for forecasting mortality rates," Monash Econometrics and Business Statistics Working Papers 8/10, Monash University, Department of Econometrics and Business Statistics.
  18. Carl Schmertmann, 2021. "D-splines: Estimating rate schedules using high-dimensional splines with empirical demographic penalties," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 44(45), pages 1085-1114.
  19. Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko, 2016. "A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting," Papers 1605.09484, arXiv.org.
  20. Mitchell, Daniel & Brockett, Patrick & Mendoza-Arriaga, Rafael & Muthuraman, Kumar, 2013. "Modeling and forecasting mortality rates," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 275-285.
  21. Szymański Andrzej & Rossa Agnieszka, 2021. "The Complex-Number Mortality Model (CNMM) based on orthonormal expansion of membership functions," Statistics in Transition New Series, Statistics Poland, vol. 22(3), pages 31-57, September.
  22. Azizur Rahman & Depeng Jiang, 2023. "Forecasting Canadian Age-Specific Mortality Rates: Application of Functional Time Series Analysis," Mathematics, MDPI, vol. 11(18), pages 1-14, September.
  23. Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008. "Bayesian demographic modeling and forecasting: An application to U.S. mortality," SFB 649 Discussion Papers 2008-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  24. Han Lin Shang & Heather Booth & Rob Hyndman, 2011. "Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 25(5), pages 173-214.
  25. Norkhairunnisa Redzwan & Rozita Ramli, 2022. "A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting," Risks, MDPI, vol. 10(10), pages 1-17, October.
  26. Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008. "Modeling and forecasting age-specific mortality: A Bayesian approach," SFB 649 Discussion Papers 2008-052a, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  27. repec:hum:wpaper:sfb649dp2008-052a is not listed on IDEAS
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