Nigri, Andrea; Levantesi, Susanna; Marino, Mario; … - In: Risks : open access journal 7 (2019) 1/33, pp. 1-16
In the field of mortality, the Lee–Carter based approach can be considered the milestone to forecast mortality rates … among stochastic models. We could define a “Lee–Carter model family” that embraces all developments of this model, including … its first formulation (1992) that remains the benchmark for comparing the performance of future models. In the Lee–Carter …