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Extending the Lee-Carter Method to Model the Rotation of Age Patterns of Mortality Decline for Long-Term Projections

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Cited by:

  1. Hong Li & Yang Lu & Pintao Lyu, 2021. "Coherent Mortality Forecasting for Less Developed Countries," Risks, MDPI, vol. 9(9), pages 1-21, August.
  2. Marie-Pier Bergeron-Boucher & Søren Kjærgaard & James E. Oeppen & James W. Vaupel, 2019. "The impact of the choice of life table statistics when forecasting mortality," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(43), pages 1235-1268.
  3. Snorre Jallbjørn & Søren Fiig Jarner, 2022. "Sex Differential Dynamics in Coherent Mortality Models," Forecasting, MDPI, vol. 4(4), pages 1-26, September.
  4. Debonneuil, Edouard & Loisel, Stéphane & Planchet, Frédéric, 2018. "Do actuaries believe in longevity deceleration?," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 325-338.
  5. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
  6. Hong Li & Yanlin Shi, 2021. "Mortality Forecasting with an Age-Coherent Sparse VAR Model," Risks, MDPI, vol. 9(2), pages 1-19, February.
  7. Andrea Nigri & Susanna Levantesi & Jose Manuel Aburto, 2022. "Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 47(8), pages 199-232.
  8. Guibert, Quentin & Lopez, Olivier & Piette, Pierrick, 2019. "Forecasting mortality rate improvements with a high-dimensional VAR," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 255-272.
  9. Raftery, Adrian E. & Ševčíková, Hana, 2023. "Probabilistic population forecasting: Short to very long-term," International Journal of Forecasting, Elsevier, vol. 39(1), pages 73-97.
  10. Wong, Chi Heem & Tsui, Albert K, 2015. "Forecasting Life Expectancy: Evidence from a New Survival Function," CEI Working Paper Series 2015-1, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  11. Yuanyuan Wu & Yuxiang Song & Tingting Yu, 2019. "Spatial Differences in China’s Population Aging and Influencing Factors: The Perspectives of Spatial Dependence and Spatial Heterogeneity," Sustainability, MDPI, vol. 11(21), pages 1-20, October.
  12. Li, Hong & Lu, Yang, 2017. "Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach," ASTIN Bulletin, Cambridge University Press, vol. 47(2), pages 563-600, May.
  13. Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2023. "Thirty years on: A review of the Lee–Carter method for forecasting mortality," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1033-1049.
  14. Tim J. Boonen & Hong Li, 2017. "Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach," Demography, Springer;Population Association of America (PAA), vol. 54(5), pages 1921-1946, October.
  15. Marius D. Pascariu & Ugofilippo Basellini & José Manuel Aburto & Vladimir Canudas-Romo, 2020. "The Linear Link: Deriving Age-Specific Death Rates from Life Expectancy," Risks, MDPI, vol. 8(4), pages 1-18, October.
  16. Wong, Chi Heem & Tsui, Albert K., 2015. "Forecasting life expectancy: Evidence from a new survival function," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 208-226.
  17. Konstantinos N. Zafeiris, 2023. "Greece since the 1960s: the mortality transition revisited: a joinpoint regression analysis," Journal of Population Research, Springer, vol. 40(1), pages 1-31, March.
  18. Carlo G. Camarda & Ugofilippo Basellini, 2021. "Smoothing, Decomposing and Forecasting Mortality Rates," European Journal of Population, Springer;European Association for Population Studies, vol. 37(3), pages 569-602, July.
  19. Chen, Quanrun & Dietzenbacher, Erik & Los, Bart, 2015. "The effects of ageing and urbanization on China's future population and labor force," Research Report 15002-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  20. Ahbab Mohammad Fazle Rabbi & Stefano Mazzuco, 2021. "Mortality Forecasting with the Lee–Carter Method: Adjusting for Smoothing and Lifespan Disparity," European Journal of Population, Springer;European Association for Population Studies, vol. 37(1), pages 97-120, March.
  21. Jose Garrido & Yuxiang Shang & Ran Xu, 2024. "LSTM-Based Coherent Mortality Forecasting for Developing Countries," Risks, MDPI, vol. 12(2), pages 1-24, February.
  22. Bergeron-Boucher, Marie-Pier & Vázquez-Castillo, Paola & Missov, Trifon, 2022. "A modal age at death approach to forecasting mortality," SocArXiv 5zr2k, Center for Open Science.
  23. Hong Li & Johnny Siu-Hang Li, 2017. "Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements," Demography, Springer;Population Association of America (PAA), vol. 54(3), pages 1073-1095, June.
  24. Kim, Hyun Kyung & Lee, Sang-Hyop, 2021. "The effects of population aging on South Korea’s economy: The National Transfer Accounts approach," The Journal of the Economics of Ageing, Elsevier, vol. 20(C).
  25. David Atance & Alejandro Balbás & Eliseo Navarro, 2020. "Constructing dynamic life tables with a single-factor model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 787-825, December.
  26. Ainhoa-Elena Léger & Stefano Mazzuco, 2021. "What Can We Learn from the Functional Clustering of Mortality Data? An Application to the Human Mortality Database," European Journal of Population, Springer;European Association for Population Studies, vol. 37(4), pages 769-798, November.
  27. Christina Bohk-Ewald & Marcus Ebeling & Roland Rau, 2017. "Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts," Demography, Springer;Population Association of America (PAA), vol. 54(4), pages 1559-1577, August.
  28. Ricarda Duerst & Jonas Schöley & Christina Bohk-Ewald, 2023. "A validation workflow for mortality forecasting," MPIDR Working Papers WP-2023-020, Max Planck Institute for Demographic Research, Rostock, Germany.
  29. Li, Hong & Shi, Yanlin, 2021. "Forecasting mortality with international linkages: A global vector-autoregression approach," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 59-75.
  30. Péter Vékás, 2020. "Rotation of the age pattern of mortality improvements in the European Union," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(3), pages 1031-1048, September.
  31. Ševčíková Hana & Raftery Adrian E., 2021. "Probabilistic Projection of Subnational Life Expectancy," Journal of Official Statistics, Sciendo, vol. 37(3), pages 591-610, September.
  32. Carlo Giovanni Camarda, 2019. "Smooth constrained mortality forecasting," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(38), pages 1091-1130.
  33. Benjamin Seligman & Gabi Greenberg & Shripad Tuljapurkar, 2016. "Convergence in male and female life expectancy: Direction, age pattern, and causes," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 34(38), pages 1063-1074.
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