The GLM framework of the Lee-Carter model: a multi-country study

被引：8

作者：

Azman, Shafiqah ^{[1
]}

Pathmanathan, Dharini ^{[1
]}

机构：

[1] Univ Malaya, Fac Sci, Inst Math Sci, Kuala Lumpur, Malaysia

来源：

JOURNAL OF APPLIED STATISTICS | 2022年 / 49卷 / 03期

关键词：

Demography; mortality; generalized linear model; Lee-Carter model; negative binomial;

D O I：

10.1080/02664763.2020.1833183

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The Lee-Carter model is a well-known model in modeling mortality. We aim to compare three probability models (Poisson, negative binomial and binomial) based on the Generalized Linear Model (GLM) framework of the Lee-Carter model. These models are applied to mortality data for 10 selected countries (Japan, United States, United Kingdom, Australia, Sweden, Spain, Belgium, Canada, Netherlands and Bulgaria) and the fit of these models is assessed using the deviance statistics and standardized residuals against fitted value plot. Among these three models, the negative binomial Lee-Carter model gave the best fit based on the deviance statistics and estimates of the log of deaths.

引用

页码：752 / 763

页数：12

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