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Forecasting Mortality in Related Populations Using Lee-Carter Type Models: A Comparison
Forecasting Mortality in Related Populations Using Lee-Carter Type Models: A Comparison ... paper in which the Lee-Carter model is taken as a starting point for the mortality modeling of multiple populations ...- Authors: Ivan Luciano Danesi, Steven Haberman, Pietro Millossovich
- Date: Feb 2014
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On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling Abstract
paper develops the binomial version of the Lee-Carter model and provides a comparative study of simulation ... mortality rate predictions and associated estimates of life expectancy and annuity values in both period ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks