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Assessing longevity risk with generalized linear array models

Assessing longevity risk with generalized linear array models This is an abstract for a research paper that compares the generalized linear array model [GLAM] and Lee-Carter models by fitting ...
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Description: This is an abstract for a research paper that compares the generalized linear array model [GLAM] and Lee-Carter models by fitting them to Swedish mortality data. GLAM is presented as an alternative to Lee-Carter for modeling mortality by age and calendar year.
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- Authors: Jillian Falkenberg
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods

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Assessing longevity risk with generalized linear array models