References
- Booth, H., J. Maindonald, and L. Smith. 2002. “Applying Lee-Carter under Conditions of Variable Mortality Decline.” Population Studies 56: 325–336. doi:10.1080/00324720215935.
- Booth, H., and L. Tickle. 2008. “Mortality Modeling and Forecasting: A Review of Methods.” Annals of Actuarial Science 3: 3–43. doi:10.1017/S1748499500000440.
- Brouhns, N., M. Denuit, and J. K. Vermunt. 2002. “A Poisson Log-Bilinear Approach to the Construction of Projected Lifetables.” Insurance: Mathematics and Economics 31 (3): 373–393.
- Cairns, A. J. G., D. Blake, and K. Dowd. 2006. “A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration.” Journal of Risk and Insurance 73: 687–718. doi:10.1111/j.1539-6975.2006.00195.x.
- Cairns, A. J. G., D. Blake, K. Dowd, G. D. Coughlan, D. Epstein, and M. Khalaf-Allah. 2011. “Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models.” Insurance: Mathematics and Economics 48: 355–367.
- Cairns, A. J. G., D. Blake, K. Dowd, G. D. Coughlan, D. Epstein, A. Ong, and I. Balevich. 2009. “A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States.” North American Actuarial Journal 13 (1): 1–35. doi:10.1080/10920277.2009.10597538.
- Cairns, A.J.G., D. Blake, and K. Dowd. 2008. “Modelling And Management Of Mortality Risk: A Review.” Scandinavian Actuarial Journal 108 (2–3): 79-113.
- Carter, L. R., and A. Prskawetz (2001) Examining Structural Shifts in Mortality Using the Lee-Carter Method. Working Paper WP 2001-007, Max Planck Institute for Demographic Research.
- Currie, I. D. 2011. “Modelling and Forecasting the Mortality of the Very Old.” ASTIN Bulletin 41: 419–427.
- De Jong, P., and L. Tickle. 2006. “Extending the Lee & Carter Model of Mortality Projection.” Mathematical Population Studies 13: 1–18. doi:10.1080/08898480500452109.
- Delwarde, A., M. Denuit, and P. Eilers. 2007. “Smoothing the Lee & Carter and Poisson Log-Bilinear Models for Mortality Forecasting: A Penalized Log-Likelihood Approach.” Statistical Modelling 7: 29–48. doi:10.1177/1471082X0600700103.
- Dowd, K., A. J. G. Cairns, D. Blake, G. D. Coughlan, D. Epstein, and M. Khalaf-Allah. 2010. “Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period-Ahead Density Forecasts.” North American Actuarial Journal 14 (3): 281–298. doi:10.1080/10920277.2010.10597592.
- Girosi, F., and G. King. 2008. Demographic Forecasting. Princeton: Princeton University Press.
- Koissi, M. C., A. F. Shapiro, and G. Hognas. 2005. “Evaluating and Extending the Lee-Carter Model for Mortality Forecasting: Bootstrap Confidence Interval.” Insurance: Mathematics and Economics 38: 1–20.
- Lee, R. D., and L. R. Carter. 1992. “Modeling and Forecasting U. S. Mortality.” Journal of the American Statistical Association 87 (419): 659–671.
- Lee, R. D., and T. Miller. 2001. “Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality.” Demography 38: 537–549. doi:10.1353/dem.2001.0036.
- O’Hare, C., and Y. Li. 2012. “Explaining Young Mortality.” Insurance: Mathematics and Economics 50 (1): 12–25.
- Plat, R. 2009. “On Stochastic Mortality Modeling.” Insurance: Mathematics and Economics 45 (3): 393–404.
- Renshaw, A. E., and S. Haberman. 2003. “Lee-Carter Mortality Forecasting with Age-Specific Enhancement.” Insurance: Mathematics and Economics 33: 255–272.
- Renshaw, A. E., and S. Haberman. 2006. “A Cohort-Based Extension to the Lee-Carter Model for Mortality Reduction Factors.” Insurance: Mathematics and Economics 38: 556–570.