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...
Saved in:
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
LEE-CARTER MODELING FOR MORTALITY IN INDONESIA WITH A BAYESIAN APPROACH
by: Muhammad Fajar, et al.
Published: (2022-12-01) -
Evaluating the Performance of Variants of the Lee-Carter Method for Mortality Forecasting in the Population Projection of the Czech Republic from the Czech Statistical Office 2023–2100
by: David Morávek
Published: (2024-12-01) -
Proyección estocástica de la mortalidad mexicana por medio del método de Lee-Carter
by: Víctor Manuel García Guerrero, et al.
Published: (2012-01-01) -
Estimación y proyección de la mortalidad para Costa Rica con la aplicación del método Lee-Carter con dos variantes
by: Eduardo Aguilar Fernández
Published: (2013-07-01) -
Estimación y proyección de la mortalidad para Costa Rica con la aplicación del método Lee-Carter con dos variantes
by: Eduardo Aguilar Fernández
Published: (2013-07-01)