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 …–Carter model, the κ t parameter, describing the mortality trend over time, plays an important role about the future mortality … behavior. The traditional ARIMA process usually used to model κ t shows evident limitations to describe the future mortality …
