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Statistical inference for Lee-Carter mortality model and corresponding forecasts

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
LDR  00000cab a2200000 4500
001  MAP20190035347
003  MAP
005  20200102153153.0
008  191227e20190902usa|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
100  ‎$0‎MAPA20190008754‎$a‎Liu, Qing
24510‎$a‎Statistical inference for Lee-Carter mortality model and corresponding forecasts‎$c‎Qing Liu, Chen Ling, Liang Peng
520  ‎$a‎This 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.
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080592011‎$a‎Modelos actuariales
650 4‎$0‎MAPA20080580377‎$a‎Esperanza de vida
650 4‎$0‎MAPA20080555306‎$a‎Mortalidad
650 4‎$0‎MAPA20080558215‎$a‎Estadística
7001 ‎$0‎MAPA20190016810‎$a‎Ling, Chen
700  ‎$0‎MAPA20080653569‎$a‎Peng, Liang
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎02/09/2019 Tomo 23 Número 3 - 2019 , p. 335-363