Coherent mortality forecasts for a group of populations: An extension of the lee-carter method

By Nan Li, Ronald Lee. Demography, 2005

639 citations recorded by the source corpus.

Subfields: Demography, General Health Professions

View Paper: https://www.semanticscholar.org/paper/a0c751a557f5fd6dfe05cd341c355d274f59593e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Andrew J. G. Cairns
2. Mary R. Hardy
3. Johnny Siu-Hang Li
4. Rui Zhou
5. J. Beer
6. T. Kleinow
7. Ken Seng Tan
8. Adrian E. Raftery

In General Health Professions

1. Andrew J. G. Cairns
2. Johnny Siu-Hang Li
3. Mary R. Hardy
4. Rui Zhou
5. J. Beer
6. T. Kleinow
7. Adrian E. Raftery
8. Hana vSevvc'ikov'a

Citations in the corpus

• Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II (2014, background): “Li and Lee (2005) developed an augmented common factor model for modeling mortality dynamics in multiple populations.”
• Age-Specific Mortality and Fertility Rates for Probabilistic Population Projections (2015, methodology): “We will adopt an extension of the Lee-Carter method suggested by Li & Lee (2005), the so-called coherent Lee-Carter method.”
• Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging (2011, methodology): “For further discussion of multipopulation modelling, see Cairns et al. (2011a,b), Dowd et al. (2011a,b), Dahl et al. (2008), Li and Lee (2005), Plat (2009), Jarner and Kryger (2011), Li and Hardy (2011).”
• A common age effect model for the mortality of multiple populations (2015, methodology): “This is in contrast to the model proposed by Li & Lee (2005) where there is a common period effect associated with the common age effect, see (6).”
• Multi-population mortality models: A factor copula approach (2015, neutral): “Hua Chen, Richard MacMinn and Tao Sun Literature Two-population mortality model Li and Lee (2005): augmented common factor model Li and Hardy (2011): cointegrated Lee-Carter model Dowd et al. (2011): gravity model (see also Jarnerand Kryger 2011) Carins et al. (2011): framework for…”
• Smoothing and projecting age-specific probabilities of death by TOPALS (2012, positive): “Li and Lee (2005) argue that long-run forecasts for individual countries can be improved by estimating the time-dependent parameter in the Lee-Carter model for a group of countries.”
• A step-by-step guide to building two-population stochastic mortality models (2015, methodology): “Li and Lee (2005) developed two extensions of the Lee-Carter model for modeling multiple populations.”
• The New Life Market (2013, neutral): “56 See also Li and Lee (2005), Jarner and Kryger (2011), and Li and Hardy (2011).”