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The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

Citations

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Cited by:

  1. Simon Schnürch & Torsten Kleinow & Ralf Korn, 2021. "Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model," Risks, MDPI, vol. 9(3), pages 1-32, March.
  2. repec:hum:wpaper:sfb649dp2009-008 is not listed on IDEAS
  3. Lanza Queiroz, Bernardo & Lobo Alves Ferreira, Matheus, 2021. "The evolution of labor force participation and the expected length of retirement in Brazil," The Journal of the Economics of Ageing, Elsevier, vol. 18(C).
  4. Koissi, Marie-Claire & Shapiro, Arnold F. & Hognas, Goran, 2006. "Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 1-20, February.
  5. Booth, Heather, 2006. "Demographic forecasting: 1980 to 2005 in review," International Journal of Forecasting, Elsevier, vol. 22(3), pages 547-581.
  6. Melnikov, Alexander & Romaniuk, Yulia, 2006. "Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts," Insurance: Mathematics and Economics, Elsevier, vol. 39(3), pages 310-329, December.
  7. Broeders, Dirk & Mehlkopf, Roel & van Ool, Annick, 2021. "The economics of sharing macro-longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 440-458.
  8. Rob Hyndman & Heather Booth & Farah Yasmeen, 2013. "Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models," Demography, Springer;Population Association of America (PAA), vol. 50(1), pages 261-283, February.
  9. Paul Doukhan & Joseph Rynkiewicz & Yahia Salhi, 2021. "Optimal Neighborhood Selection for AR-ARCH Random Fields with Application to Mortality," Stats, MDPI, vol. 5(1), pages 1-26, December.
  10. Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E., 2008. "Estimating the term structure of mortality," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 492-504, April.
  11. Katja Hanewald & Thomas Post & Helmut Gründl, 2011. "Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(3), pages 458-475, July.
  12. Brouhns, Natacha & Denuit, Michel & Vermunt, Jeroen K., 2002. "A Poisson log-bilinear regression approach to the construction of projected lifetables," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 373-393, December.
  13. Frédéric Planchet & Marc Juillard & Pierre-Emmanuel Thérond, 2008. "Perturbations extrêmes sur la dérive de mortalité anticipée," Post-Print hal-00397324, HAL.
  14. Debón, A. & Martínez-Ruiz, F. & Montes, F., 2010. "A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 327-336, December.
  15. Jennifer L. Wang & H.C. Huang & Sharon S. Yang & Jeffrey T. Tsai, 2010. "An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 473-497, June.
  16. Czado, Claudia & Delwarde, Antoine & Denuit, Michel, 2005. "Bayesian Poisson log-bilinear mortality projections," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 260-284, June.
  17. Chia, Ngee-Choon & Tsui, Albert K.C., 2005. "Medical savings accounts in Singapore: how much is adequate?," Journal of Health Economics, Elsevier, vol. 24(5), pages 855-875, September.
  18. Michaud, Pierre-Carl & Goldman, Dana P. & Lakdawalla, Darius N. & Zheng, Yuhui & Gailey, Adam H., 2009. "Understanding the Economic Consequences of Shifting Trends in Population Health," IZA Discussion Papers 4366, Institute of Labor Economics (IZA).
  19. Tomáš Fiala & Jitka Langhamrová, . "Distribution of Expected Time of Old-age Pension Receipt in Czechia," Prague Economic Papers, Prague University of Economics and Business, vol. 0.
  20. Marius D. Pascariu & Ugofilippo Basellini & José Manuel Aburto & Vladimir Canudas-Romo, 2020. "The Linear Link: Deriving Age-Specific Death Rates from Life Expectancy," Risks, MDPI, vol. 8(4), pages 1-18, October.
  21. Sarah K. Cowan, 2013. "Cohort Abortion Measures for the United States," Population and Development Review, The Population Council, Inc., vol. 39(2), pages 289-307, June.
  22. Pierre-Carl Michaud & Dana Goldman & Darius Lakdawalla & Adam Gailey & Yuhui Zheng, 2009. "International Differences in Longevity and Health and their Economic Consequences," NBER Working Papers 15235, National Bureau of Economic Research, Inc.
  23. Chou-Wen Wang & Sharon S. Yang, 2013. "Pricing Survivor Derivatives With Cohort Mortality Dependence Under the Lee–Carter Framework," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(4), pages 1027-1056, December.
  24. Carlo Maccheroni & Samuel Nocito, 2017. "Backtesting the Lee–Carter and the Cairns–Blake–Dowd Stochastic Mortality Models on Italian Death Rates," Risks, MDPI, vol. 5(3), pages 1-23, July.
  25. Renshaw, A.E. & Haberman, S., 2006. "A cohort-based extension to the Lee-Carter model for mortality reduction factors," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 556-570, June.
  26. Alonso, Pablo J., 2015. "Hierarchical Lee-Carter model estimation through data cloning applied to demographically linked countries," DES - Working Papers. Statistics and Econometrics. WS ws1510, Universidad Carlos III de Madrid. Departamento de Estadística.
  27. Bernhard Babel & Eckart Bomsdorf & Rafael Schmidt, 2008. "Forecasting German mortality using panel data procedures," Journal of Population Economics, Springer;European Society for Population Economics, vol. 21(3), pages 541-555, July.
  28. Queiroz, Bernardo L & Ferreira, Matheus L.A., 2018. "The Evolution of the Elderly Labor Force Participation and Retirement in Brazil," OSF Preprints db54h, Center for Open Science.
  29. Post Thomas, 2012. "Individual Welfare Gains from Deferred Life-Annuities under Stochastic Mortality," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 6(2), pages 1-26, June.
  30. 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.
  31. Kirill F. Andreev & James W. Vaupel, 2006. "Forecasts of cohort mortality after age 50," MPIDR Working Papers WP-2006-012, Max Planck Institute for Demographic Research, Rostock, Germany.
  32. Lydia Dutton & Athanasios A. Pantelous & Malgorzata Seklecka, 2020. "The impact of economic growth in mortality modelling for selected OECD countries," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 533-550, April.
  33. Giang, Thanh Long & Pfau, Wade Donald, 2008. "Demographic Changes and Pension Finances in Vietnam," MPRA Paper 9931, University Library of Munich, Germany.
  34. Post, Thomas & Hanewald, Katja, 2013. "Longevity risk, subjective survival expectations, and individual saving behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 200-220.
  35. Elisa Luciano & Elena Vigna, 2005. "Non mean reverting affine processes for stochastic mortality," ICER Working Papers - Applied Mathematics Series 4-2005, ICER - International Centre for Economic Research.
  36. Hainaut, Donatien, 2012. "Multidimensional Lee–Carter model with switching mortality processes," Insurance: Mathematics and Economics, Elsevier, vol. 50(2), pages 236-246.
  37. Reese, Simon, 2015. "Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates," Working Papers 2015:16, Lund University, Department of Economics.
  38. Debón, A. & Montes, F. & Puig, F., 2008. "Modelling and forecasting mortality in Spain," European Journal of Operational Research, Elsevier, vol. 189(3), pages 624-637, September.
  39. Bauer Daniel & Weber Frederik, 2008. "Assessing Investment and Longevity Risks within Immediate Annuities," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(1), pages 1-24, September.
  40. A. Debòn & S. Haberman & F. Montes & E. Otranto, 2012. "Model effect on projected mortality indicators," Working Paper CRENoS 201215, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  41. Lassila, Jukka & Valkonen, Tarmo, 2001. "Ageing, Demographic Risks, and Pension Reform," Discussion Papers 765, The Research Institute of the Finnish Economy.
  42. Arkadiusz Wiśniowski & Peter Smith & Jakub Bijak & James Raymer & Jonathan Forster, 2015. "Bayesian Population Forecasting: Extending the Lee-Carter Method," Demography, Springer;Population Association of America (PAA), vol. 52(3), pages 1035-1059, June.
  43. 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).
  44. Hanewald, Katja, 2009. "Lee-Carter and the macroeconomy," SFB 649 Discussion Papers 2009-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  45. Lin, Yijia & Cox, Samuel H., 2008. "Securitization of catastrophe mortality risks," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 628-637, April.
  46. Ralph Stevens, 2017. "Managing Longevity Risk by Implementing Sustainable Full Retirement Age Policies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(4), pages 1203-1230, December.
  47. Valeria D’Amato & Emilia Di Lorenzo & Steven Haberman & Maria Russolillo & Marilena Sibillo, 2011. "The Poisson Log-Bilinear Lee-Carter Model," North American Actuarial Journal, Taylor & Francis Journals, vol. 15(2), pages 315-333.
  48. R. Giacometti & S. Ortobelli & M. Bertocchi, 2011. "A Stochastic Model for Mortality Rate on Italian Data," Journal of Optimization Theory and Applications, Springer, vol. 149(1), pages 216-228, April.
  49. Luis E. Nieto-Barajas, 2022. "Bayesian nonparametric dynamic hazard rates in evolutionary life tables," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(2), pages 319-334, April.
  50. Mason, Carl N. & Miller, Timothy, 2018. "International projections of age specific healthcare consumption: 2015–2060," The Journal of the Economics of Ageing, Elsevier, vol. 12(C), pages 202-217.
  51. repec:hum:wpaper:sfb649dp2009-015 is not listed on IDEAS
  52. Ahbab Mohammad Fazle Rabbi & Stefano Mazzuco, 2021. "Mortality Forecasting with the Lee–Carter Method: Adjusting for Smoothing and Lifespan Disparity," European Journal of Population, Springer;European Association for Population Studies, vol. 37(1), pages 97-120, March.
  53. Yang, Sharon S. & Yue, Jack C. & Huang, Hong-Chih, 2010. "Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 254-270, February.
  54. David Atance & Alejandro Balbás & Eliseo Navarro, 2020. "Constructing dynamic life tables with a single-factor model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 787-825, December.
  55. Pieter van Baal & Frederik Peters & Johan Mackenbach & Wilma Nusselder, 2016. "Forecasting differences in life expectancy by education," Population Studies, Taylor & Francis Journals, vol. 70(2), pages 201-216, May.
  56. Renshaw, A. E. & Haberman, S., 2003. "On the forecasting of mortality reduction factors," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 379-401, July.
  57. Jackie Li & Atsuyuki Kogure, 2021. "Bayesian Mixture Modelling for Mortality Projection," Risks, MDPI, vol. 9(4), pages 1-12, April.
  58. Vékás, Péter & Bajkó, Attila & Maknics, Anita & Tóth, Krisztián, 2015. "A magyar nyugdíjrendszer fenntarthatóságáról [On the sustainability of the Hungarian pension system - the long-term effects of demographic trends]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1229-1257.
  59. van Raalte, Alyson A & Basellini, Ugofilippo & Camarda, Carlo Giovanni & Nepomuceno, Marília & Myrskylä, Mikko, 2022. "The dangers of drawing cohort profiles from period data: a research note," SocArXiv frkcw, Center for Open Science.
  60. Marie-Pier Bergeron-Boucher & Søren Kjærgaard & James E. Oeppen & James W. Vaupel, 2019. "The impact of the choice of life table statistics when forecasting mortality," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(43), pages 1235-1268.
  61. T. Gudaitis & A. Fiori Maccioni, 2014. "Optimal Individual Choice of Contribution to Second Pillar Pension System in Lithuania," Working Paper CRENoS 201402, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  62. Wang, Chou-Wen & Yang, Sharon S. & Huang, Hong-Chih, 2015. "Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 30-39.
  63. Michel Denuit, 2009. "Life Anuities with Stochastic Survival Probabilities: A Review," Methodology and Computing in Applied Probability, Springer, vol. 11(3), pages 463-489, September.
  64. Gonzaga, Marcos Roberto & Queiroz, Bernardo L & Monteiro da Silva, José H C & Lima, Everton & Júnio, Walter P. Silva & DIOGENES, VICTOR HUGO DIAS & Flores-Ortiz, Renzo & da Costa, Lilia Carolina Carne, 2022. "Estimation and projection of probabilistic age- and sex-specific mortality rates across Brazilian municipalities between 2010 and 2030," OSF Preprints egrc9, Center for Open Science.
  65. Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio, 2017. "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2251-2275, October.
  66. Bauer, Daniel & Weber, Frederik, 2007. "Assessing Investment and Longevity Risks within Immediate Annuities," Discussion Papers in Business Administration 1982, University of Munich, Munich School of Management.
  67. Shen, Yang & Siu, Tak Kuen, 2013. "Longevity bond pricing under stochastic interest rate and mortality with regime-switching," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 114-123.
  68. A. Fiori Maccioni & A. Bitinas, 2013. "Lithuanian pension system's reforms following demographic and social transitions," Working Paper CRENoS 201315, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  69. Pitacco, Ermanno, 2004. "Survival models in a dynamic context: a survey," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 279-298, October.
  70. Matheus R Grasselli & Sebastiano Silla, 2009. "A policyholder's utility indifference valuation model for the guaranteed annuity option," Papers 0908.3196, arXiv.org.
  71. Cox, Samuel H. & Lin, Yijia & Pedersen, Hal, 2010. "Mortality risk modeling: Applications to insurance securitization," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 242-253, February.
  72. Lee, Yung-Tsung & Wang, Chou-Wen & Huang, Hong-Chih, 2012. "On the valuation of reverse mortgages with regular tenure payments," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 430-441.
  73. Alyson van Raalte & Ugofilippo Basellini & Carlo Giovanni Camarda & Marília R. Nepomuceno & Mikko Myrskylä, 2022. "The dangers of drawing cohort profiles from period data: a research note," Working Papers ayadh-ohbnm4x3q6cor1, French Institute for Demographic Studies.
  74. Paola Biffi & Gian Clemente, 2014. "Selecting stochastic mortality models for the Italian population," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 255-286, October.
  75. Peter Congdon, 2006. "A model for geographical variation in health and total life expectancy," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 14(9), pages 157-178.
  76. Francesco Della Corte & Gian Paolo Clemente & Nino Savelli, 2023. "A cohort-based Partial Internal Model for demographic risk," Papers 2307.03090, arXiv.org.
  77. Gourieroux, C. & Monfort, A., 2008. "Quadratic stochastic intensity and prospective mortality tables," Insurance: Mathematics and Economics, Elsevier, vol. 43(1), pages 174-184, August.
  78. Lu, Bei & He, Wenjiong & Piggott, John, 2014. "Should China introduce a social pension?," The Journal of the Economics of Ageing, Elsevier, vol. 4(C), pages 76-87.
  79. Hwang Yawen & Huang Hong-Chih, 2012. "Modified Logistic Model for Mortality Forecasting and the Application of Mortality-Linked Securities," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 6(1), pages 1-20, February.
  80. Denuit, Michel, 2008. "Comonotonic approximations to quantiles of life annuity conditional expected present value," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 831-838, April.
  81. Dorina Lazar & Michel M. Denuit, 2009. "A multivariate time series approach to projected life tables," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(6), pages 806-823, November.
  82. 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.
  83. Shang, Zhaoning & Goovaerts, Marc & Dhaene, Jan, 2011. "A recursive approach to mortality-linked derivative pricing," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 240-248, September.
  84. Hatzopoulos, P. & Haberman, S., 2009. "A parameterized approach to modeling and forecasting mortality," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 103-123, February.
  85. Li, Jing & Szimayer, Alexander, 2010. "The Uncertain Mortality Intensity Framework: Pricing and Hedging Unit-Linked Life Insurance Contracts," Bonn Econ Discussion Papers 13/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
  86. Jia Liu & Jackie Li, 2019. "Beyond the highest life expectancy: construction of proxy upper and lower life expectancy bounds," Journal of Population Research, Springer, vol. 36(2), pages 159-181, June.
  87. Haberman, Steven & Renshaw, Arthur, 2009. "On age-period-cohort parametric mortality rate projections," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 255-270, October.
  88. Marcos Postigo-Boix & Ramón Agüero & José L Melús-Moreno, 2019. "An alternative procedure to obtain the mortality rate with non-linear functions: Application to the case of the Spanish population," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-16, October.
  89. Jackie Li, 2014. "An application of MCMC simulation in mortality projection for populations with limited data," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 30(1), pages 1-48.
  90. Ece Gokpinar & Can Elmar Balas, 2021. "An Analysis of Occupational Incidents, Prioritization of Factors Causing These by Using Multi Criteria Decision Making Methods and Identification of Ways for Reducing These: Case Study in Oil and Gas ," European Journal of Engineering and Formal Sciences Articles, Revistia Research and Publishing, vol. 3, 2020.
  91. Richter, Andreas & Weber, Frederik, 2009. "Mortality-Indexed Annuities," Discussion Papers in Business Administration 10994, University of Munich, Munich School of Management.
  92. Koissi, Marie-Claire & Shapiro, Arnold F., 2006. "Fuzzy formulation of the Lee-Carter model for mortality forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 39(3), pages 287-309, December.
  93. Chu-Chang Ku & Peter J Dodd, 2019. "Forecasting the impact of population ageing on tuberculosis incidence," PLOS ONE, Public Library of Science, vol. 14(9), pages 1-13, September.
  94. van Baal, Pieter H. & Wong, Albert, 2012. "Time to death and the forecasting of macro-level health care expenditures: Some further considerations," Journal of Health Economics, Elsevier, vol. 31(6), pages 876-887.
  95. Giacometti, Rosella & Bertocchi, Marida & Rachev, Svetlozar T. & Fabozzi, Frank J., 2012. "A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 85-93.
  96. repec:hum:wpaper:sfb649dp2008-052 is not listed on IDEAS
  97. LUCIANO, Elisa & VIGNA, Elena, 2008. "Mortality risk via affine stochastic intensities: calibration and empirical relevance," MPRA Paper 59627, University Library of Munich, Germany.
  98. Tomáš Fiala & Jitka Langhamrová, 2021. "Distribution of Expected Time of Old-Age Pension Receipt in Czechia," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(5), pages 575-595.
  99. Alessandro Fiori Maccioni, 2011. "A Stochastic Model for the Analysis of Demographic Risk in Pay-As-You-Go Pension Funds," Papers 1106.5081, arXiv.org.
  100. Shang, Han Lin & Smith, Peter W.F. & Bijak, Jakub & Wiśniowski, Arkadiusz, 2016. "A multilevel functional data method for forecasting population, with an application to the United Kingdom," International Journal of Forecasting, Elsevier, vol. 32(3), pages 629-649.
  101. Njenga Carolyn N & Sherris Michael, 2011. "Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 5(2), pages 1-54, July.
  102. Monica Alexander & Kivan Polimis & Emilio Zagheni, 2022. "Combining Social Media and Survey Data to Nowcast Migrant Stocks in the United States," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 41(1), pages 1-28, February.
  103. Chia, Ngee-Choon & Tsui, Albert K.C., 2005. "Medical savings accounts in Singapore: how much is adequate?," Journal of Health Economics, Elsevier, vol. 24(5), pages 855-875, September.
  104. Schrager, David F., 2006. "Affine stochastic mortality," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 81-97, February.
  105. Haberman, Steven & Renshaw, Arthur, 2011. "A comparative study of parametric mortality projection models," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 35-55, January.
  106. Olivieri, Annamaria & Pitacco, Ermanno, 2008. "Assessing the cost of capital for longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1013-1021, June.
  107. Frees, Edward W., 2003. "Stochastic forecasting of labor force participation rates," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 317-336, October.
  108. Péter Vékás, 2020. "Rotation of the age pattern of mortality improvements in the European Union," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(3), pages 1031-1048, September.
  109. Michaud, Pierre-Carl & Goldman, Dana & Lakdawalla, Darius & Gailey, Adam & Zheng, Yuhui, 2011. "Differences in health between Americans and Western Europeans: Effects on longevity and public finance," Social Science & Medicine, Elsevier, vol. 73(2), pages 254-263, July.
  110. Li, Jing & Szimayer, Alexander, 2011. "The uncertain mortality intensity framework: Pricing and hedging unit-linked life insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 471-486.
  111. Doukhan, P. & Pommeret, D. & Rynkiewicz, J. & Salhi, Y., 2017. "A class of random field memory models for mortality forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 97-110.
  112. Debon, A. & Montes, F. & Mateu, J. & Porcu, E. & Bevilacqua, M., 2008. "Modelling residuals dependence in dynamic life tables: A geostatistical approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3128-3147, February.
  113. Renshaw, A. E. & Haberman, S., 2003. "Lee-Carter mortality forecasting with age-specific enhancement," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 255-272, October.
  114. Nan Li & Ronald Lee & Patrick Gerland, 2013. "Extending the Lee-Carter Method to Model the Rotation of Age Patterns of Mortality Decline for Long-Term Projections," Demography, Springer;Population Association of America (PAA), vol. 50(6), pages 2037-2051, December.
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