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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]
View further author information
&
Malene Kallestrup-LambAarhus University, Aarhus, Denmark;CREATES, DenmarkView further author information
Pages 486-493 | Published online: 12 Sep 2015

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 Modelling and Forecasting: A Review of Methods.” Annals of Actuarial Science 3: 3–43. doi:10.1017/S1748499500000440.
  • Girosi, F., and G. King. 2006. Demographic Forecasting. Cambridge: Cambridge University Press.
  • Girosi, F., and G. King. 2007. Understanding the Lee-Carter Mortality Forecasting Method. Mimeo: Harvard University.
  • Lazar, D., and M. M. Denuit. 2009. “A Multivariate Time Series Approach to Projected Life Tables.” Applied Stochastic Models in Business and Industry 25: 806–823. doi:10.1002/asmb.v25:6.
  • Lee, R. D. 2000. “The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications.” North American Actuarial Journal 4: 80–91. doi:10.1080/10920277.2000.10595882.
  • Lee, R. D., and L. R. Carter. 1992. “Modelling and Forecasting U.S. Mortality.” Journal of the American Statistical Association 87: 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.
  • Plat, R. 2009. “On Stochastic Mortality Modelling.” Insurance: Mathematics and Economics 45: 393–404.
  • Renshaw, A. E., and S. Haberman. 2003a. “Lee-Carter Mortality Forecasting with Age Specific Enhancement.” Insurance: Mathematics and Economics 33: 255–272.
  • Renshaw, A. E., and S. Haberman. 2003b. “Lee-Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Morality Projections.” Applied Statistics 52: 119–137.

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