The GLM framework of the Lee-Carter model: A multi-country study
The Lee-Carter model is a well-known model in modeling mortality. We aim to compare three probability models (Poisson, negative binomial and binomial) based on the Generalized Linear Model (GLM) framework of the Lee-Carter model. These models are applied to mortality data for 10 selected countries (...
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2022
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my.um.eprints.338632022-04-25T08:00:50Z http://eprints.um.edu.my/33863/ The GLM framework of the Lee-Carter model: A multi-country study Azman, Shafiqah Pathmanathan, Dharini QA Mathematics The Lee-Carter model is a well-known model in modeling mortality. We aim to compare three probability models (Poisson, negative binomial and binomial) based on the Generalized Linear Model (GLM) framework of the Lee-Carter model. These models are applied to mortality data for 10 selected countries (Japan, United States, United Kingdom, Australia, Sweden, Spain, Belgium, Canada, Netherlands and Bulgaria) and the fit of these models is assessed using the deviance statistics and standardized residuals against fitted value plot. Among these three models, the negative binomial Lee-Carter model gave the best fit based on the deviance statistics and estimates of the log of deaths. Taylor & Francis 2022-02-17 Article PeerReviewed Azman, Shafiqah and Pathmanathan, Dharini (2022) The GLM framework of the Lee-Carter model: A multi-country study. Journal of Applied Statistics, 49 (3). pp. 752-763. ISSN 0266-4763, DOI https://doi.org/10.1080/02664763.2020.1833183 <https://doi.org/10.1080/02664763.2020.1833183>. 10.1080/02664763.2020.1833183 |
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QA Mathematics Azman, Shafiqah Pathmanathan, Dharini The GLM framework of the Lee-Carter model: A multi-country study |
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The Lee-Carter model is a well-known model in modeling mortality. We aim to compare three probability models (Poisson, negative binomial and binomial) based on the Generalized Linear Model (GLM) framework of the Lee-Carter model. These models are applied to mortality data for 10 selected countries (Japan, United States, United Kingdom, Australia, Sweden, Spain, Belgium, Canada, Netherlands and Bulgaria) and the fit of these models is assessed using the deviance statistics and standardized residuals against fitted value plot. Among these three models, the negative binomial Lee-Carter model gave the best fit based on the deviance statistics and estimates of the log of deaths. |
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Article |
| author |
Azman, Shafiqah Pathmanathan, Dharini |
| author_facet |
Azman, Shafiqah Pathmanathan, Dharini |
| author_sort |
Azman, Shafiqah |
| title |
The GLM framework of the Lee-Carter model: A multi-country study |
| title_short |
The GLM framework of the Lee-Carter model: A multi-country study |
| title_full |
The GLM framework of the Lee-Carter model: A multi-country study |
| title_fullStr |
The GLM framework of the Lee-Carter model: A multi-country study |
| title_full_unstemmed |
The GLM framework of the Lee-Carter model: A multi-country study |
| title_sort |
glm framework of the lee-carter model: a multi-country study |
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Taylor & Francis |
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2022 |
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http://eprints.um.edu.my/33863/ |
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