Research on time factor prediction in the Lee-Carter model—the combined model based on Lp-norm

For longevity risk, this paper focuses on accurately predicting mortality rates and proposes an improved time-factor prediction model to enhance the accuracy of mortality rate forecasting. Traditional time-factor model exhibits limitations in handling the nonlinearity and long memory characteristics...

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Bibliographic Details
Main Authors: Xueru Yang, Yue Hu, Wei Zhang, Kuan Xu
Format: Article
Language:English
Published: Taylor & Francis 2025-12-01
Series:Research in Statistics
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/27684520.2025.2528353
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