Estimation of Uncertainty in Mortality Projections Using State-Space Lee-Carter Model
The study develops alternatives of the classical Lee-Carter stochastic mortality model in assessment of uncertainty of mortality rates forecasts. We use the Lee-Carter model expressed as linear Gaussian state-space model or state-space model with Markovian regime-switching to derive coherent estimat...
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| Hoofdauteurs: | , |
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
MDPI AG
2020-06-01
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| Reeks: | Mathematics |
| Onderwerpen: | |
| Online toegang: | https://www.mdpi.com/2227-7390/8/7/1053 |
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