Centro de Documentacion de Fundación MAPFRE - Statistical inference for Lee-Carter mortality model and corresponding forecasts

MAP20190035347

Statistical inference for Lee-Carter mortality model and corresponding forecasts / Qing Liu, Chen Ling, Liang Peng

Sumario: This article proposes a modified Lee-Carter model, provides a rigorous statistical inference, and derives the asymptotic distributions of the proposed estimators and unit root test when the mortality index is nearly integrated and errors in the model satisfy some mixing conditions. After a unit root hypothesis is not rejected, future mortality forecasts can be obtained via the proposed inference

En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 02/09/2019 Tomo 23 Número 3 - 2019 , p. 335-363

1. Cálculo actuarial . 2. Modelos actuariales . 3. Esperanza de vida . 4. Mortalidad . 5. Estadística . I. Ling, Chen . II. Peng, Liang . III. Título.