메뉴 건너뛰기




Volumn 7, Issue 1, 2007, Pages 29-48

Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting: A penalized log-likelihood approach

Author keywords

Cross validation; Life table; Mortality projection; Penalty; Roughness; Smoothing

Indexed keywords


EID: 34548260820     PISSN: 1471082X     EISSN: 14770342     Source Type: Journal    
DOI: 10.1177/1471082X0600700103     Document Type: Article
Times cited : (96)

References (22)
  • 1
    • 0037146860 scopus 로고    scopus 로고
    • A Poisson log-bilinear approach to the construction of projected lifetables
    • Brouhns N, Denuit M and Vermunt JK (2002a) A Poisson log-bilinear approach to the construction of projected lifetables. Insurance: Mathematics & Economics, 31, 373-93.
    • (2002) Insurance: Mathematics & Economics , vol.31 , pp. 373-393
    • Brouhns, N.1    Denuit, M.2    Vermunt, J.K.3
  • 5
    • 25444532788 scopus 로고    scopus 로고
    • Flexible smoothing with splines and penalties (with Discussion)
    • Eilers PHC and Marx BD (1996) Flexible smoothing with splines and penalties (with Discussion). Statistical Science, 11, 89-121.
    • (1996) Statistical Science , vol.11 , pp. 89-121
    • Eilers, P.H.C.1    Marx, B.D.2
  • 9
  • 10
    • 85011210153 scopus 로고    scopus 로고
    • The Lee-Carter method of forecasting mortality, with various extensions and applications
    • Lee RD (2000) The Lee-Carter method of forecasting mortality, with various extensions and applications. North American Actuarial Journal, 4, 80-91.
    • (2000) North American Actuarial Journal , vol.4 , pp. 80-91
    • Lee, R.D.1
  • 13
    • 0242339726 scopus 로고    scopus 로고
    • Lee-Carter mortality forecasting with age specific enhancement
    • Renshaw AE and Haberman S (2003a) Lee-Carter mortality forecasting with age specific enhancement. Insurance: Mathematics & Economics, 33, 255-72.
    • (2003) Insurance: Mathematics & Economics , vol.33 , pp. 255-272
    • Renshaw, A.E.1    Haberman, S.2
  • 14
    • 0042907424 scopus 로고    scopus 로고
    • Lee-Carter mortality forecasting: A parallel generalized linear modelling approach for England and Wales mortality projections
    • Renshaw A and Haberman S (2003b) Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Applied Statistics, 52, 119-37.
    • (2003) Applied Statistics , vol.52 , pp. 119-137
    • Renshaw, A.1    Haberman, S.2
  • 16
    • 51249179745 scopus 로고
    • Graduation by piecewise cubic polynomials: A historical review
    • Seal H (1981) Graduation by piecewise cubic polynomials: a historical review. German Actuarial Bulletin, 15, 89-114.
    • (1981) German Actuarial Bulletin , vol.15 , pp. 89-114
    • Seal, H.1
  • 17
    • 0034649488 scopus 로고    scopus 로고
    • An investigation into parametric models for mortality projections, with applications to immediate annuitants and life office pensioners' data
    • Sithole TZ, Haberman S and Verrall RJ (2000) An investigation into parametric models for mortality projections, with applications to immediate annuitants and life office pensioners' data. Insurance: Mathematics & Economics, 27, 285-312.
    • (2000) Insurance: Mathematics & Economics , vol.27 , pp. 285-312
    • Sithole, T.Z.1    Haberman, S.2    Verrall, R.J.3
  • 18
    • 34548204166 scopus 로고
    • Graduation by reduction of the mean square error I
    • Sheppard WF (1914a) Graduation by reduction of the mean square error I. Journal of the Institute of Actuaries, 48, 171-85.
    • (1914) Journal of the Institute of Actuaries , vol.48 , pp. 171-185
    • Sheppard, W.F.1
  • 19
    • 34548223979 scopus 로고
    • Graduation by reduction of the mean square error, II
    • Sheppard WF (1914b) Graduation by reduction of the mean square error, II. Journal of the Institute of Actuaries, 48, 390-412.
    • (1914) Journal of the Institute of Actuaries , vol.48 , pp. 390-412
    • Sheppard, W.F.1
  • 20
    • 18844454913 scopus 로고
    • On the graduation of rates of sickness and mortality
    • Spencer J (1904) On the graduation of rates of sickness and mortality. Journal of the Institute of Actuaries, 38, 334-43.
    • (1904) Journal of the Institute of Actuaries , vol.38 , pp. 334-343
    • Spencer, J.1
  • 22
    • 0004137518 scopus 로고
    • Computational methods for fitting and extrapolating the Lee-Carter model of mortality change
    • Technical Report. Department of Demography, University of California, Berkeley
    • Wilmoth JR (1993) Computational methods for fitting and extrapolating the Lee-Carter model of mortality change. Technical Report. Department of Demography, University of California, Berkeley.
    • (1993)
    • Wilmoth, J.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.