Title of article
A cohort-based extension to the Lee–Carter model for mortality reduction factors
Author/Authors
Renshaw، نويسنده , , A.E. and Haberman، نويسنده , , S.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
15
From page
556
To page
570
Abstract
The Lee–Carter modelling framework is extended through the introduction of a wider class of generalised, parametric, non-linear models. This permits the modelling and extrapolation of age-specific cohort effects as well as the more familiar age-specific period effects. The choice of error distribution is generalised.
Keywords
Cohort effects , Generalised non-linear models , Time series , Mortality projections , Mortality reduction factors
Journal title
Insurance Mathematics and Economics
Serial Year
2006
Journal title
Insurance Mathematics and Economics
Record number
1543066
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