Modeling and forecasting mortality rates

XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c

Benjamin Gompertz · Philosophical Transactions of the Royal Society of London · 1825 · 3.8K citations

Law, Jurisprudence, End-of-life Law +5

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

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

Option Pricing Under a Double Exponential Jump Diffusion Model

Steven Kou, Hui Wang · Management Science · 2004 · 637 citations

Business, Finance, Financial Economics +16

On the Law of Mortality and the Construction of Annuity Tables

William Matthew Makeham · The Assurance Magazine and Journal of the Institute of Actuaries · 1860 · 475 citations · Full text

Social Sciences, Insurance, Actuarial Science +11