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Applied Economics Letters Volume 23, 2016 - Issue 7
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Original Articles

Deterministic and stochastic trends in the Lee–Carter mortality model

Laurent CallotFree University Amsterdam, Amsterdam, The Netherlands;Tinbergen Institute, The Netherlands;Aarhus University, Aarhus, Denmark;CREATES, DenmarkView further author information
,
Niels HaldrupAarhus University, Aarhus, Denmark;CREATES, DenmarkCorrespondence[email protected]
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&
Malene Kallestrup-LambAarhus University, Aarhus, Denmark;CREATES, DenmarkView further author information
Pages 486-493 | Published online: 12 Sep 2015

Citations (9)

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Read on this site (3)

Andrew Hunt & Andrés M. Villegas. (2023) Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness. North American Actuarial Journal 27:1, pages 47-73.
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Marie-Pier Bergeron-Boucher & Søren Kjærgaard. (2022) Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model. Scandinavian Actuarial Journal 2022:1, pages 64-79.
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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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Articles from other publishers (6)

Wanying Fu, Barry R. Smith, Patrick Brewer & Sean Droms. (2022) A New Mortality Framework to Identify Trends and Structural Changes in Mortality Improvement and Its Application in Forecasting. Risks 10:8, pages 161.
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Changsoo Lee, Jimin Hong & Seongmin Kim. (2021) Feasibility assessment of longevity swap for the Korean life annuity market. Communications for Statistical Applications and Methods 28:6, pages 655-671.
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Gisou Díaz-Rojo, Ana Debón & Jaime Mosquera. (2020) Multivariate Control Chart and Lee–Carter Models to Study Mortality Changes. Mathematics 8:11, pages 2093.
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Andrew Hunt & David Blake. (2020) Identifiability in age/period mortality models. Annals of Actuarial Science 14:2, pages 461-499.
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Niels Haldrup & Carsten Rosenskjold. (2019) A Parametric Factor Model of the Term Structure of Mortality. Econometrics 7:1, pages 9.
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Hong Li & Yang Lu. (2017) COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH. ASTIN Bulletin 47:2, pages 563-600.
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