Evaluating the performance of the lee-carter method for forecasting mortality
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Springer in its journal Demography.
Volume (Year): 38 (2001)
Issue (Month): 4 (November)
Contact details of provider:
Web page: http://www.springer.com/economics/journal/13524
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Alho, Juha M., 1990. "Stochastic methods in population forecasting," International Journal of Forecasting, Elsevier, vol. 6(4), pages 521-530, December.
- Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011.
"Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models,"
201116, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
- Rob Hyndman & Heather Booth & Farah Yasmeen, 2013. "Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models," Demography, Springer, vol. 50(1), pages 261-283, February.
- Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011. "Coherent mortality forecasting: the product-ratio method with functional time series models," Monash Econometrics and Business Statistics Working Papers 1/11, Monash University, Department of Econometrics and Business Statistics.
- Han Lin Shang, 2012. "Point and interval forecasts of age-specific life expectancies," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 27(21), pages 593-644, November.
- Lee, Yung-Tsung & Wang, Chou-Wen & Huang, Hong-Chih, 2012. "On the valuation of reverse mortgages with regular tenure payments," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 430-441.
- Hendrik Hansen, 2013. "The forecasting performance of mortality models," AStA Advances in Statistical Analysis, Springer, vol. 97(1), pages 11-31, January.
- Ronkainen , Vesa, 2012. "Stochastic modeling of financing longevity risk in pension insurance," Scientific Monographs E:44/2012, Bank of Finland.
- Friedberg Leora & Webb Anthony, 2007.
"Life Is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk,"
The B.E. Journal of Economic Analysis & Policy,
De Gruyter, vol. 7(1), pages 1-33, July.
- Leora Friedberg & Anthony Webb, 2006. "Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk," NBER Working Papers 11984, National Bureau of Economic Research, Inc.
- Dushi, Irena & Friedberg, Leora & Webb, Tony, 2010.
"The impact of aggregate mortality risk on defined benefit pension plans,"
Journal of Pension Economics and Finance,
Cambridge University Press, vol. 9(04), pages 481-503, October.
- Irena Dushi & Leora Friedberg & Anthony Webb, 2006. "The Impact of Aggregate Mortality Risk on Defined Benefit Pension Plans," Working Papers, Center for Retirement Research at Boston College wp2006-21, Center for Retirement Research, revised Nov 2006.
- Nan Li & Ronald Lee & Patrick Gerland, 2013. "Extending the Lee-Carter Method to Model the Rotation of Age Patterns of Mortality Decline for Long-Term Projections," Demography, Springer, vol. 50(6), pages 2037-2051, December.
- Adrian Raftery & Jennifer Chunn & Patrick Gerland & Hana Ševčíková, 2013. "Bayesian Probabilistic Projections of Life Expectancy for All Countries," Demography, Springer, vol. 50(3), pages 777-801, June.
- Harry Bensusan & Nicole El Karoui & Stéphane Loisel & Yahia Salhi, 2012. "Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions," Working Papers hal-00768526, HAL.
- Kirill F. Andreev & James W. Vaupel, 2006. "Forecasts of cohort mortality after age 50," MPIDR Working Papers WP-2006-012, Max Planck Institute for Demographic Research, Rostock, Germany.
- Lenny Stoeldraijer & Coen van Duin & L.J.G van Wissen & Fanny Janssen, 2013. "Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(13), pages 323-354, August.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.