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The Poisson Log-Bilinear Lee-Carter Model

Published:2011-04 Issue:2 Volume:15 Page:315-333
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

D’Amato Valeria,Di Lorenzo Emilia,Haberman Steven,Russolillo Maria,Sibillo Marilena

Publisher

Informa UK Limited

Subject

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

Link

http://www.tandfonline.com/doi/pdf/10.1080/10920277.2011.10597623

Reference49 articles.

1. “The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications“, Ronald Lee, January 2000

2. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed

3. Pricing equity-linked life insurance with endogenous minimum guarantees

4. Design and Pricing of Equity‐Linked Life Insurance under Stochastic Interest Rates

5. Valuation of guaranteed annuity conversion options

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3. COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation;Annals of Actuarial Science;2022-07-13

4. A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts;North American Actuarial Journal;2022-04-13

5. A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts;N AM ACTUAR J;2022

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