A cohort-based extension to the Lee-Carter model for mortality reduction factors

被引：458

作者：

Renshaw, A. E. ^{[1
]}

Haberman, S. ^{[1
]}

机构：

[1] City Univ London, Cass Business Sch, London EC1Y 8TZ, England

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2006年 / 38卷 / 03期

关键词：

cohort effects; mortality reduction factors; generalised non-linear models; time series; mortality projections;

D O I：

10.1016/j.insmatheco.2005.12.001

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：556 / 570

页数：15

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