A Quantitative comparison of simulation strategies for mortality projection

Jackie Li

doi:10.1017/S1748499514000153

A Quantitative comparison of simulation strategies for mortality projection

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	281-297
Number of pages	17
Journal	Annals of Actuarial Science
Volume	8
Issue number	2
DOIs	https://doi.org/10.1017/S1748499514000153
Publication status	Published - Sep 2014
Externally published	Yes

Keywords

simulation methods
mortality projection
Poisson Lee-Carter model

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10.1017/S1748499514000153

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title = "A Quantitative comparison of simulation strategies for mortality projection",

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.",

keywords = "simulation methods, mortality projection, Poisson Lee-Carter model",

author = "Jackie Li",

year = "2014",

month = sep,

doi = "10.1017/S1748499514000153",

language = "English",

volume = "8",

pages = "281--297",

journal = "Annals of Actuarial Science",

issn = "1748-4995",

publisher = "Cambridge University Press (CUP)",

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AB - 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.

KW - simulation methods

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KW - Poisson Lee-Carter model

U2 - 10.1017/S1748499514000153

DO - 10.1017/S1748499514000153

M3 - Article

VL - 8

SP - 281

EP - 297

JO - Annals of Actuarial Science

JF - Annals of Actuarial Science

SN - 1748-4995

IS - 2

ER -

A Quantitative comparison of simulation strategies for mortality projection

Abstract

Keywords

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