Nigri, Andrea; Levantesi, Susanna; Marino, Mario; … - In: Risks 7 (2019) 1, 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...