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

Insurance: Mathematics and Economics

Volumn 38, Issue 3, 2006, Pages 556-570

  Renshaw, A E ^a   Haberman, S ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

Cohort effects; Generalised non linear models; Mortality projections; Mortality reduction factors; Time series

Indexed keywords

EID: 33646517294     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.12.001     Document Type: Article

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