| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5077609 | Insurance: Mathematics and Economics | 2006 | 15 Pages |
Abstract
The Lee-Carter modelling framework is extended through the introduction of a wider class of generalised, parametric, non-linear models. This permits the modelling and extrapolation of age-specific cohort effects as well as the more familiar age-specific period effects. The choice of error distribution is generalised.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
A.E. Renshaw, S. Haberman,