Parametric mortality indexes: From index construction to hedging strategies

Modeling and Forecasting U.S. Mortality

Ronald Lee, Lawrence R. Carter · Journal of the American Statistical Association · 1992 · 1.8K citations

Social Sciences, Demography, Forecasting +16

Time Series Analysis: Univariate and Multivariate Methods

Alice Z. Chuang, William W. S. Wei · Technometrics · 1991 · 1.3K citations

Computing, Data Science, Econometrics +11

<scp>A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration</scp>

Andrew J. G. Cairns, David Blake, Kevin Dowd · Journal of Risk & Insurance · 2006 · 935 citations · Full text

Business, Economics, Finance +15

A cohort-based extension to the Lee–Carter model for mortality reduction factors

A. E. Renshaw, Steven Haberman · Insurance Mathematics and Economics · 2006 · 752 citations

Social Sciences, Biostatistics, Health Sciences +12

A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

Andrew J. G. Cairns, David Blake, Kevin Dowd et al. · North American Actuarial Journal · 2009 · 694 citations · Full text

Public Health, Biostatistics, Demography +15