Statistical inference for Lee-Carter mortality model and corresponding forecasts

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      <subfield code="a">Statistical inference for Lee-Carter mortality model and corresponding forecasts</subfield>
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      <subfield code="a">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.</subfield>
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      <subfield code="g">02/09/2019 Tomo 23 Número 3 - 2019 , p. 335-363</subfield>
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