Using Graduation to Modify the Estimation of Lee–Carter Model for Small Populations-Reference-Cited by-同舟云学术

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Using Graduation to Modify the Estimation of Lee–Carter Model for Small Populations

Published:2019-11-18 Issue:sup1 Volume:25 Page:S410-S420
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Yue Jack C.¹,Wang Hsin-Chung²,Wang Tzu-Yu³

Affiliation:

1. Department of Statistics, National Chengchi University, Taipei, Taiwan, Republic of China

2. Department of Statistical Information and Actuarial Science, Aletheia University, New Taipei City, Taiwan, Republic of China

3. Department of Mathematical Sciences, National Chengchi University, Taipei, Taiwan, Republic of China

Funder

Ministry of Science and Technology in Taiwan

Publisher

Informa UK Limited

Subject

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

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2019.1650288

Reference17 articles.

1. Forecasting mortality for small populations by mixing mortality data

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

3. A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration

4. Small population bias and sampling effects in stochastic mortality modelling

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1. A spatial analysis of the health and longevity of Taiwanese people;The Geneva Papers on Risk and Insurance - Issues and Practice;2024-04

2. Using the Taiwan National Health Insurance Database to explore the need for long-term care;The Geneva Papers on Risk and Insurance - Issues and Practice;2024-04

3. Selection effect modification to the Lee-Carter model;European Actuarial Journal;2022-04-27

4. Longevity risk and capital markets: The 2019-20 update;Insurance: Mathematics and Economics;2021-07

5. The GLM framework of the Lee–Carter model: a multi-country study;Journal of Applied Statistics;2020-10-13

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