Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type

Eric Beutner, Simon Reese, Jean-Pierre Urbain

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)117-125
JournalInsurance: Mathematics and Economics
Volume75
DOIs
Publication statusPublished - Jul 2017

Keywords

  • Time series model
  • Identifiability
  • Lee Carter model
  • Plug-in Lee Carter model
  • Age period model
  • Age period cohort model

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