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  • Search: subject:"Lee–Carter"
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Year of publication
Subject
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Sterblichkeit 35 Mortality 33 Lee-Carter model 27 Lee-Carter 22 Prognoseverfahren 22 Forecasting model 20 Theorie 19 Lee-Carter method 17 Theory 16 Mortality forecasting 10 mortality 9 Life insurance 8 Lebensversicherung 7 Schätzung 7 Estimation 6 Risikomodell 6 Risk model 6 forecasting 6 Bayes-Statistik 5 Bayesian inference 5 Bevölkerungsprognose 5 Demography 5 Nonparametric smoothing 5 Risiko 5 Risk 5 mortality forecasting 5 stochastic mortality 5 Hyndman-Ullah method 4 Stochastischer Prozess 4 Time series analysis 4 USA 4 Zeitreihenanalyse 4 balancing mechanism 4 business cycle 4 cross-country comparison 4 life expectancy 4 life expectancy indexation 4 Actuarial mathematics 3 Altersvorsorge 3 Annuities 3
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Online availability
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Free 79 CC license 4
Type of publication
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Book / Working Paper 42 Article 37
Type of publication (narrower categories)
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Working Paper 24 Article in journal 22 Aufsatz in Zeitschrift 22 Arbeitspapier 13 Graue Literatur 13 Non-commercial literature 13 Article 7
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Language
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English 63 Undetermined 14 Hungarian 2
Author
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Booth, Heather 7 Shang, Han Lin 6 Fang, Lei 5 Ayuso, Mercedes 4 Hanewald, Katja 4 Bauer, Daniel 3 Ediev, Dalkhat M. 3 Holzmann, Robert 3 Hyndman, Rob J 3 Levantesi, Susanna 3 Sarferaz, Samad 3 Weber, Frederik 3 Bozikas, Apostolos 2 Bravo, Jorge Miguel 2 Gründl, Helmut 2 Guillén, Montserrat 2 Gylys, Rokas 2 Haberman, Steven 2 Hyndman, Rob 2 Hyndman, Rob J. 2 Härdle, Wolfgang 2 Härdle, Wolfgang Karl 2 Jong, Piet de 2 Kogure, Atsuyuki 2 Korn, Ralf 2 Li, Jackie 2 Maccheroni, Carlo 2 Nocito, Samuel 2 Ornelas, Arelly 2 Park, Juhyun 2 Pitselis, Georgios 2 Pizzorusso, Virginia 2 Post, Thomas 2 Reichmuth, Wolfgang 2 Schnürch, Simon 2 Scognamiglio, Salvatore 2 Tickle, Leonie 2 Tóth, Csaba G. 2 Yasmeen, Farah 2 Šiaulys, Jonas 2
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 5 Department of Econometrics and Business Statistics, Monash Business School 3 HAL 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics, Oxford University 1 East Asian Bureau of Economic Research (EABER) 1 National Graduate Institute for Policy Studies (GRIPS) 1 Suomen Pankki 1 Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Risks : open access journal 9 Risks 6 Demographic Research 5 SFB 649 Discussion Paper 5 SFB 649 Discussion Papers 5 ASTIN bulletin : the journal of the International Actuarial Association 4 Monash Econometrics and Business Statistics Working Papers 3 SFB 649 discussion paper 2 Scandinavian actuarial journal 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Argumenta oeconomica 1 CESifo Working Paper 1 CESifo working papers 1 CIRANO Working Papers 1 Discussion Paper 1 Discussion Papers in Business Administration 1 Discussion paper / The Pensions Institute, Cass Business School, City University 1 Discussion paper series / IZA 1 Economic and business review : EBR 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 1 GRIPS Discussion Papers 1 GSBE research memoranda 1 IZA Discussion Papers 1 KRTK-KTI Working Papers 1 KRTK-KTI working papers : KRTK-KTI WP 1 MPIDR working papers 1 Microeconomics Working Papers 1 Münchener Wirtschaftswissenschaftliche Beiträge : BWL ; discussion paper 1 Population and development review 1 Post-Print / HAL 1 Prague Economic Papers 1 Quantitative finance and economics 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1 Romanian Statistical Review Supplement 1 Scientific Monographs 1 Statistics and Econometrics Working Papers 1 Timisoara Journal of Economics 1
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Source
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ECONIS (ZBW) 35 RePEc 26 EconStor 18
Showing 1 - 10 of 79
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Forecasting population in an uncertain world : approaches, new uses, and troubling limitations
Lee, Ronald Demos - In: Population and development review 51 (2025) 1, pp. 491-518
Persistent link: https://www.econbiz.de/10015394772
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Forecasting life expectancy in São Paulo City, Brazil, amidst the COVID-19 pandemic
Miranda, Maria; Turra, Cássio; Basellini, Ugofilippo - 2024
Persistent link: https://www.econbiz.de/10014582671
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Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie; Shi, Yanlin; Wang, Pengjie; Zhu, Dan - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
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Should selection of the optimum stochastic mortality model be based on the original or the logarithmic scale of the mortality rate?
Santolino, Miguel - In: Risks : open access journal 11 (2023) 10, pp. 1-21
models: the original Lee-Carter model, the Lee-Carter model with (log)normal distribution, the Lee-Carter model with Poisson … distribution and the median Lee-Carter model. We show that the preferred model will depend on the scale of the objective variable …
Persistent link: https://www.econbiz.de/10014391729
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Socioeconomic differentials in mortality : implications on index-based longevity hedges
Lyu, Pintao; Li, Johnny Siu-Hang; Zhou, Kenneth Q. - In: Scandinavian actuarial journal 2023 (2023) 4, pp. 359-387
Persistent link: https://www.econbiz.de/10014336393
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Retiree mortality forecasting: A partial age-range or a full age-range model?
Shang, Han Lin; Haberman, Steven - In: Risks 8 (2020) 3, pp. 1-11
An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can take place in two routes. On the one hand, we can first truncate the available data to retiree ages and then produce mortality forecasts based on a...
Persistent link: https://www.econbiz.de/10013200602
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Retiree mortality forecasting : a partial age-range or a full age-range model?
Shang, Han Lin; Haberman, Steven - In: Risks : open access journal 8 (2020) 3/69, pp. 1-11
An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can take place in two routes. On the one hand, we can first truncate the available data to retiree ages and then produce mortality forecasts based on a...
Persistent link: https://www.econbiz.de/10012293122
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Másfél év pandémia Magyarországon: Mérséklõdõ különbségek a regionális és korspecifikus többlethalandóságban
Tóth, Csaba G. - 2022
In the first year and a half of the pandemic, the excess mortality in Hungary was 28,400, which was 1,700 lower than the official statistics on COVID-19 deaths. This discrepancy can be partly explained by protective measures instated during the COVID-19 pandemic that decreased the intensity of...
Persistent link: https://www.econbiz.de/10013199008
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A new class of counting distributions embedded in the Lee-Carter model for mortality projections : a Bayesian approach
Awad, Yaser; Bar-Lev, Shaul K.; Makov, Udi - In: Risks : open access journal 10 (2022) 6, pp. 1-17
The Lee-Carter model, the dominant mortality projection modeling in the literature, was criticized for its … to parameter estimation via the singular value decomposition used in the classical Lee-Carter model, we adopted Bayesian …
Persistent link: https://www.econbiz.de/10013363140
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Point and interval forecasts of death rates using neural networks
Schnürch, Simon; Korn, Ralf - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 333-360
Persistent link: https://www.econbiz.de/10012805749
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