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Population Studies
A Journal of Demography
Volume 56, 2002 - Issue 3
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Original Articles

Applying Lee-Carter under conditions of variable mortality decline

Pages 325-336 | Published online: 01 Dec 2010

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (43)

Jun Wang, Lihong Wen, Lu Xiao & Chaojie Wang. (2024) Time-series forecasting of mortality rates using transformer. Scandinavian Actuarial Journal 2024:2, pages 109-123.
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Alyson A. van Raalte. (2021) What have we learned about mortality patterns over the past 25 years?. Population Studies 75:sup1, pages 105-132.
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Guangyuan Gao & Yanlin Shi. (2021) Age-coherent extensions of the Lee–Carter model. Scandinavian Actuarial Journal 2021:10, pages 998-1016.
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Liqun Diao, Yechao Meng & Chengguo Weng. (2021) A DSA Algorithm for Mortality Forecasting. North American Actuarial Journal 25:3, pages 438-458.
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Andrew Hunt & David Blake. (2021) On the Structure and Classification of Mortality Models. North American Actuarial Journal 25:sup1, pages S215-S234.
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David Blake, Richard MacMinn, Jason Chenghsien Tsai & Jennifer Wang. (2021) Longevity Risk and Capital Markets: The 2017–2018 Update. North American Actuarial Journal 25:sup1, pages S280-S308.
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Jackie Li & Kenneth Wong. (2020) Incorporating structural changes in mortality improvements for mortality forecasting. Scandinavian Actuarial Journal 2020:9, pages 776-791.
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Han Lin Shang. (2020) Dynamic principal component regression for forecasting functional time series in a group structure. Scandinavian Actuarial Journal 2020:4, pages 307-322.
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Ruhao Wu & Bo Wang. (2019) Coherent mortality forecasting by the weighted multilevel functional principal component approach. Journal of Applied Statistics 46:10, pages 1774-1791.
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Ugofilippo Basellini & Carlo Giovanni Camarda. (2019) Modelling and forecasting adult age-at-death distributions. Population Studies 73:1, pages 119-138.
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Mao Kang, Yanxin Liu, Johnny Siu-Hang Li & Wai-Sum Chan. (2018) Mortality Forecasting for Multiple Populations: An Augmented Common Factor Model with a Penalized Log-Likelihood. Communications in Statistics: Case Studies, Data Analysis and Applications 4:3-4, pages 118-141.
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Marie-Pier Bergeron-Boucher, Violetta Simonacci, Jim Oeppen & Michele Gallo. (2018) Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories. North American Actuarial Journal 22:1, pages 92-118.
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Colin O’hare & Youwei Li. (2017) Models of mortality rates – analysing the residuals. Applied Economics 49:52, pages 5309-5323.
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George Mavros, Andrew J. G. Cairns, George Streftaris & Torsten Kleinow. (2017) Stochastic Mortality Modeling: Key Drivers and Dependent Residuals. North American Actuarial Journal 21:3, pages 343-368.
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Yahia Salhi & Stéphane Loisel. (2017) Basis risk modelling: a cointegration-based approach. Statistics 51:1, pages 205-221.
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Frank van Berkum, Katrien Antonio & Michel Vellekoop. (2016) The impact of multiple structural changes on mortality predictions. Scandinavian Actuarial Journal 2016:7, pages 581-603.
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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 23:7, pages 486-493.
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Bowen Yang, Jackie Li & Uditha Balasooriya. (2016) Cohort extensions of the Poisson common factor model for modelling both genders jointly. Scandinavian Actuarial Journal 2016:2, pages 93-112.
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Helena Aro & Teemu Pennanen. (2014) Stochastic modelling of mortality and financial markets. Scandinavian Actuarial Journal 2014:6, pages 483-509.
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DanielH. Alai & Michael Sherris. (2014) Rethinking age-period-cohort mortality trend models. Scandinavian Actuarial Journal 2014:3, pages 208-227.
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Mark Bebbington, Rebecca Green, Chin-Diew Lai & Ričardas Zitikis. (2014) Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon. Scandinavian Actuarial Journal 2014:3, pages 189-207.
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David Blake, Richard MacMinn, Johnny Siu-Hang Li & Mary Hardy. (2014) Longevity Risk and Capital Markets: The 2012–2013 Update. North American Actuarial Journal 18:1, pages 1-13.
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Nan Zhu & Daniel Bauer. (2014) A Cautionary Note on Natural Hedging of Longevity Risk. North American Actuarial Journal 18:1, pages 104-115.
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Andrew Hunt & David Blake. (2014) A General Procedure for Constructing Mortality Models. North American Actuarial Journal 18:1, pages 116-138.
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Bojuan B. Zhao, Xiangliang Liang, Wenke Zhao & Delong Hou. (2013) Modeling of group-specific mortality in China using a modified Lee–Carter model. Scandinavian Actuarial Journal 2013:5, pages 383-402.
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A. Debón, F. Martínez-Ruiz & F. Montes. (2012) Temporal Evolution of Mortality Indicators. North American Actuarial Journal 16:3, pages 364-377.
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Bojuan Barbara Zhao. (2012) A modified Lee–Carter model for analysing short-base-period data. Population Studies 66:1, pages 39-52.
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Katja Hanewald. (2011) Explaining Mortality Dynamics. North American Actuarial Journal 15:2, pages 290-314.
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Johnny Siu-Hang Li, Wai-Sum Chan & Siu-Hung Cheung. (2011) Structural Changes in the Lee-Carter Mortality Indexes. North American Actuarial Journal 15:1, pages 13-31.
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Cristina Rueda-Sabater & Pedro C. Alvarez-Esteban. (2008) The analysis of age-specific fertility patterns via logistic models. Journal of Applied Statistics 35:9, pages 1053-1070.
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AndrewJ. G. Cairns, David Blake & Kevin Dowd. (2008) Modelling and management of mortality risk: a review. Scandinavian Actuarial Journal 2008:2-3, pages 79-113.
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Marie-Claire Koissi. (2006) Longevity and adjustment in pension annuities, with application to Finland. Scandinavian Actuarial Journal 2006:4, pages 226-242.
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PIET DE JONG & LEONIE TICKLE. (2006) Extending Lee–Carter Mortality Forecasting. Mathematical Population Studies 13:1, pages 1-18.
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Carlos Wong-Fupuy & Steven Haberman. (2004) Projecting Mortality Trends. North American Actuarial Journal 8:2, pages 56-83.
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Qingxiao Ma & Tim J. Boonen. Longevity Risk Modeling with the Consumer Price Index. North American Actuarial Journal 0:0, pages 1-18.
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Marie-Pier Bergeron-Boucher, Paola Vázquez-Castillo & Trifon I. Missov. A modal age at death approach to forecasting adult mortality. Population Studies 0:0, pages 1-17.
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