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Lee-Carter method

Volume 34 - Article 38 | Pages 1063–1074 

Volume 34 - Article 38 | Pages 1063–1074 

... The Lee-Carter method has become the standard approach for forecasting mortality and life expectancy of human populations, particularly among developed ...

14

On the effectiveness of natural hedging for insurance companies and pension plans

On the effectiveness of natural hedging for insurance companies and pension plans

... in Carter and Lee (1992) is to model the two mortality indices jointly as a co-integrated process ...the Lee-Carter residual terms as correlated between several countries and also fit a vector ...

34

Assessing Actuarial Projections Accuracy: Traditional vs  Experimental Strategy

Assessing Actuarial Projections Accuracy: Traditional vs Experimental Strategy

... the Lee Carter method and reiterates the fea- sibility of using it to construct mortality forecast for the population ...the Lee Carter model by inducing the errors to satisfy the ...

13

Lee Carter mortality forecasting: application to the Italian population

Lee Carter mortality forecasting: application to the Italian population

... the Lee-Carter method for calculating the prediction intervals that concentrates just on variability due to ...bootstrap method: see Brouhns, ...

37

Model confidence sets and forecast combination: an application to age-specific mortality

Model confidence sets and forecast combination: an application to age-specific mortality

... by Lee and Carter ...component method to model age- specific mortality and extracted a single time-varying index representing the trend in the level of mortality rates, from which the forecasts are ...

24

Comparison of the Lee-Carter and Arch in Modelling and Forecasting Mortality in Zimbabwe

Comparison of the Lee-Carter and Arch in Modelling and Forecasting Mortality in Zimbabwe

... employed lee-carter mortality forecasting they comparing the suitability of the LeeCarter model for different countries namely France Lithuania and Belarus and their period of study was from ...

12

Extending the Lee Carter Model: a Three-way Decomposition

Extending the Lee Carter Model: a Three-way Decomposition

... In this paper, we focus on a Multidimensional Data Analysis approach to the Lee-Carter (LC) model of mortality trends . In particular, we extend the bilinear LC model and specify a new model based on a ...

23

Volume 41 - Article 38 | Pages 1091–1130 

Volume 41 - Article 38 | Pages 1091–1130 

... Although specific values are suggested for computing δ, forecasters can adapt the model to their needs and to prior knowledge about future mortality development. In gen- eral, the lower the percentages in estimating the ...

42

Bayesian Prediction of Bi Component State Space Model to Chinese Population

Bayesian Prediction of Bi Component State Space Model to Chinese Population

... component method and bi-component state space model for predicting population reasonably and effectively, thereby reducing resource waste, and adhering to the path of sustainable ...

11

Online Full Text

Online Full Text

... the Lee-Carter state space, henceforth, LC-SS and applied the model to the United States (US) mortality data, while, [16] used maximum likelihood estimation (MLE) through direct optimization ...

6

Autocorrelation in Stochastic Models of Dutch Mortality Rates

Autocorrelation in Stochastic Models of Dutch Mortality Rates

... Ronald Lee and Lawrence Carter in 1992: they pro- posed a stochastic model on the basis of a singular value decomposition and time series ...Since Lee- Carter’s publication, many researchers followed ...

27

Identifying structural breaks in stochastic mortality models

Identifying structural breaks in stochastic mortality models

... This paper contributes to the existing literature by considering not only the Lee-Carter model but also a selection of extensions from the Lee-Carter model. We select these models as they form ...

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llc: a collection of R functions for fitting a class of Lee-Carter mortality models using iterative fitting algorithms

llc: a collection of R functions for fitting a class of Lee-Carter mortality models using iterative fitting algorithms

... We implement a specialised iterative regression methodology in R for the analysis of age-period mortality data based on a class of generalised Lee-Carter (LC) type modelling structures. The LC-based ...

47

Carter v. Lee
No. 99-10, 1999 WL 1267353
(4th Cir. Dec. 29, 1999)

Carter v. Lee No. 99-10, 1999 WL 1267353 (4th Cir. Dec. 29, 1999)

... In its analysis of this issue, the court relied upon the reasoning set forth in Cardwell v. 3 " In Cardwell, the Fourth Circuit determined that the "state court 'unquestionably[r] ...

9

Detecting Common Longevity Trends by a Multiple Population Approach

Detecting Common Longevity Trends by a Multiple Population Approach

... In this paper, we consider a different approach to the issue of cross-sectional and time dependence. We retain the parametric structure of the LC model, but we extend the basic framework to include some cross dependence ...

36

Equivalence of Carter diagrams

Equivalence of Carter diagrams

... To see some details in Stembridge’s pictures, one can confine oneself to only connected subsets of linearly independent roots. Then the graphs greatly simplified. Essentially, such diagrams were presented by ...

42

A Review of Test Equating Methods with a Special Focus on IRT-Based Approaches

A Review of Test Equating Methods with a Special Focus on IRT-Based Approaches

... The traditional equating methods include mean equating, linear equating and equiper- centile equating and have been developed under all the designs. Equipercentile equating is the most general among these methods and ...

24

Chapter 39_70s_ppt_APUS

Chapter 39_70s_ppt_APUS

... Carter – Domestic Events • Election of 1976 - Stagflation and gas crisis continues…. • Carter ran as an “outsider” (No involvement in[r] ...

24

Tuning Of A Pd-Pi Controller Used With An Integrating Plus Time Delay Process

Tuning Of A Pd-Pi Controller Used With An Integrating Plus Time Delay Process

... design method for integrating processes with time delay and time ...optimization method based on using the H∞ performance criterion [2]. Lee, Lee and Park (2000) proposed a method for ...

5

On Pseudotaberina malabarica (Carter) (Foraminiferida)

On Pseudotaberina malabarica (Carter) (Foraminiferida)

... In the microspheric form, planispirality starts immediately around the very small proloculus, initially with about 13 chambers per whorl, but soon (as in the megalospheric f[r] ...

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