Inference pitfalls in Lee–Carter model for forecasting mortality
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References listed on IDEAS
- Nan Li & Ronald Lee, 2005. "Coherent mortality forecasts for a group of populations: An extension of the lee-carter method," Demography, Springer;Population Association of America (PAA), vol. 42(3), pages 575-594, August.
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- Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko, 2017. "Cohort effects in mortality modelling: a Bayesian state-space approach," Papers 1703.08282, arXiv.org.
- repec:eee:insuma:v:75:y:2017:i:c:p:117-125 is not listed on IDEAS
More about this item
KeywordsAR process; Lee–Carter model; Mortality; Mortality index; Nonstationary; Consistency;
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