Selection effect modification to the Lee-Carter model

Author:

Yue Jack C.,Lin Chao-Ting,Yang Yu-Lin,Chen Yi-Chun,Tsai Wan-Chen,Leong Yin-YeeORCID

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference24 articles.

1. Bowers N, Gerber H, Hickman J, Jones D, Nesbitt C (1997) Actuarial mathematics, 2nd edn. Society of Actuaries, Chicago

2. Brouhns N, Denuit M, Vermunt JK (2002) A Poisson log-bilinear regression approach to the construction of projected life-tables. Insur Math Econ 31(3):373–393. https://doi.org/10.1016/S0167-6687(02)00185-3

3. Butt Z, Haberman S, Shang HL (2014) The ilc package in R: Generalized Lee-Carter models using iterative fitting algorithms. https://cran.r-project.org/web/packages/ilc/vignettes/ilc.pdf. Retrieved June 06, 2021

4. Carriere JF (1994) A select and ultimate parametric model. Trans Soc Actuar 46:75–97

5. Gerber HU (1995) Life insurance mathematics, 2nd edn. Swiss Association of Actuaries, Zürich. Springer

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