The GLM framework of the Lee–Carter model: a multi-country study-Reference-Cited by-同舟云学术

The GLM framework of the Lee–Carter model: a multi-country study

Published:2020-10-13 Issue: Volume: Page:1-12
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Azman Shafiqah¹^ORCID,Pathmanathan Dharini¹^ORCID

Affiliation:

1. Faculty of Science, Institute of Mathematical Sciences, University of Malaya, Kuala Lumpur, Malaysia

Funder

University of Malaya

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2020.1833183

Reference20 articles.

1. L. Andreozzi, M.T. Blacona, and N. Arnesi, The Lee Carter method, for estimating and forecasting mortality: An application for Argentina, ISF Conference, Prague, 2011.

2. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions

3. Mortality Modelling and Forecasting: a Review of Methods

4. A Poisson log-bilinear regression approach to the construction of projected lifetables

5. On fitting generalized linear and non-linear models of mortality

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Unifying mortality forecasting model: an investigation of the COM–Poisson distribution in the GAS model for improved projections;Lifetime Data Analysis;2024-09-13

2. Expressive mortality models through Gaussian process kernels;ASTIN Bulletin;2024-02-15

3. Extending the GLM Framework of the Lee-Carter Model with Random Forest Recursive Feature Elimination Based Determinants of Mortality;Sains Malaysiana;2022-07-31

4. A New Class of Counting Distributions Embedded in the Lee–Carter Model for Mortality Projections: A Bayesian Approach;Risks;2022-05-27

5. Religiosity, neglected risk and asset returns: Theory and evidence from Islamic finance industry;Journal of International Financial Markets, Institutions and Money;2021-09