Multiple mortality modeling in Poisson Lee–Carter framework

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Multiple mortality modeling in Poisson Lee–Carter framework

The academic literature in longevity field has recently focused on models for detecting multiple population trends (D'Amato et al., 2012b D'Amato, V., Haberman, S., Piscopo, G., Russolillo, M., Trapani, L. (2012b). Detecting longevity common trends by a multiple population approach. Presen...

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Bibliographic Details
Main Authors:	D'Amato, Valeria, Haberman, Steven, Piscopo, Gabriella, Russolillo, Maria, Trapani, Lorenzo
Format:	Article
Published:	Taylor & Francis 2016
Subjects:	Factor models Lee–Carter model Serial and cross-sectional correlation Sieve bootstrap Vector auto-regression
Online Access:	https://eprints.nottingham.ac.uk/49242/

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