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Coherent mortality forecasts for a group of populations: An extension of the lee-carter method

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  • Nan Li

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  • Ronald Lee

    ()

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File URL: http://hdl.handle.net/10.1353/dem.2005.0021
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Bibliographic Info

Article provided by Springer in its journal Demography.

Volume (Year): 42 (2005)
Issue (Month): 3 (August)
Pages: 575-594

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Handle: RePEc:spr:demogr:v:42:y:2005:i:3:p:575-594

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Web page: http://www.springer.com/economics/journal/13524

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References

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  1. Frank T. Denton & Christine H. Feaver & Byron G. Spencer, 2001. "Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory," Quantitative Studies in Economics and Population Research Reports 360, McMaster University.
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Citations

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Cited by:
  1. Torri, Tiziana & Vaupel, James W., 2012. "Forecasting life expectancy in an international context," International Journal of Forecasting, Elsevier, vol. 28(2), pages 519-531.
  2. David E. Bloom & David Canning & Michael Moore & Younghwan Song, 2006. "The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States," NBER Working Papers 12688, National Bureau of Economic Research, Inc.
  3. 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.
  4. 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.
  5. Istvan Majer & Ralph Stevens & Wilma Nusselder & Johan Mackenbach & Pieter Baal, 2013. "Modeling and Forecasting Health Expectancy: Theoretical Framework and Application," Demography, Springer, vol. 50(2), pages 673-697, April.
  6. de la Croix, David & Licandro, Omar, 2007. "‘The Child is Father of the Man:’ Implications for the Demographic Transition," CEPR Discussion Papers 6493, C.E.P.R. Discussion Papers.
  7. Ahcan, Ales & Medved, Darko & Olivieri, Annamaria & Pitacco, Ermanno, 2014. "Forecasting mortality for small populations by mixing mortality data," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 12-27.
  8. Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011. "Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models," Working Papers 201116, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
  9. Fanny Janssen & Leo Wissen & Anton Kunst, 2013. "Including the Smoking Epidemic in Internationally Coherent Mortality Projections," Demography, Springer, vol. 50(4), pages 1341-1362, August.
  10. Wang, Chou-Wen & Huang, Hong-Chih & Hong, De-Chuan, 2013. "A feasible natural hedging strategy for insurance companies," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 532-541.
  11. 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.
  12. Adrian Raftery & Nevena Lalic & Patrick Gerland, 2014. "Joint probabilistic projection of female and male life expectancy," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 30(27), pages 795-822, March.
  13. Hatzopoulos, P. & Haberman, S., 2013. "Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 320-337.
  14. French, Declan, 2014. "International mortality modelling—An economic perspective," Economics Letters, Elsevier, vol. 122(2), pages 182-186.

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