Yang, Sharon S.; Yue, Jack C.; Huang, Hong-Chih - In: Insurance: Mathematics and Economics 46 (2010) 1, pp. 254-270
This research proposes a mortality model with an age shift to project future mortality using principal component analysis (PCA). Comparisons of the proposed PCA model with the well-known models--the Lee-Carter model, the age-period-cohort model (Renshaw and Haberman, 2006), and the Cairns,...
