A Quantitative comparison of simulation strategies for mortality projection

Research output: Contribution to journalArticle

Abstract

We compare quantitatively six simulation strategies for mortality projection with the Poisson Lee–Carter model. We test these strategies on New Zealand mortality data and discuss the simulated results of the mortality index, death rates, and life expectancy.
Original languageEnglish
Pages (from-to)281-297
Number of pages17
JournalAnnals of Actuarial Science
Volume8
Issue number2
DOIs
Publication statusPublished - Sep 2014
Externally publishedYes

Keywords

  • simulation methods
  • mortality projection
  • Poisson Lee-Carter model

Fingerprint Dive into the research topics of 'A Quantitative comparison of simulation strategies for mortality projection'. Together they form a unique fingerprint.

Cite this