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http://hdl.handle.net/2445/170244
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DC Field | Value | Language |
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dc.contributor.author | Santolino, Miguel | - |
dc.date.accessioned | 2020-09-04T20:43:39Z | - |
dc.date.available | 2022-03-01T06:10:17Z | - |
dc.date.issued | 2020-08 | - |
dc.identifier.issn | 0346-1238 | - |
dc.identifier.uri | http://hdl.handle.net/2445/170244 | - |
dc.description.abstract | The Lee-Carter (LC) stochastic mortality model has been widely used for making future projections of mortality rates. In the framework of the LC model, the response function is non-linear in parameters. Here, we adapt this LC framework to compute conditional quantiles. The LC quantile model can be defined as quantile non-linear regression conditioned to age and the calendar year. Two strategies for estimating coefficients based on interior-point methods are described. We show that the LC quantile model provides additional information to that furnished by the traditional LC conditional mean. An application to Spanish mortality data is reported. | - |
dc.format.extent | 20 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | Taylor and Francis | - |
dc.relation.isformatof | Versió postprint del document publicat a: https://doi.org/10.1080/03461238.2019.1707109 | - |
dc.relation.ispartof | Scandinavian Actuarial Journal, 2020, vol. 2020, num. 7, p. 614-633 | - |
dc.relation.uri | https://doi.org/10.1080/03461238.2019.1707109 | - |
dc.rights | (c) Taylor and Francis, 2020 | - |
dc.source | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) | - |
dc.subject.classification | Mortalitat | - |
dc.subject.classification | Programació lineal | - |
dc.subject.classification | Longevitat | - |
dc.subject.classification | Anàlisi de regressió | - |
dc.subject.other | Mortality | - |
dc.subject.other | Linear programming | - |
dc.subject.other | Longevity | - |
dc.subject.other | Regression analysis | - |
dc.title | The Lee-Carter quantile mortality model | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/acceptedVersion | - |
dc.identifier.idgrec | 694021 | - |
dc.date.updated | 2020-09-04T20:43:39Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) |
Files in This Item:
File | Description | Size | Format | |
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694021.pdf | 611.21 kB | Adobe PDF | View/Open |
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