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Maximum-Likelihood estimation of the Lee-Carter model

Groot, Richard de (2011) Maximum-Likelihood estimation of the Lee-Carter model. Bachelor's Thesis, Mathematics.

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Consider the populations of four European countries, namely France, Italy, Netherlands and Spain in the period 1950-2006. We will estimate for each country the parameters of the Lee-Carter model for human mortality using the maximum-likelihood estimation method. Furthermore, we test whether mortality developments differ between the four countries. Therefore, we determine the log-likelihoods of the unrestricted and restricted Lee-Carter models and test statistical hypotheses using the likelihood-ratio test.

Item Type: Thesis (Bachelor's Thesis)
Degree programme: Mathematics
Thesis type: Bachelor's Thesis
Language: English
Date Deposited: 15 Feb 2018 07:53
Last Modified: 15 Feb 2018 07:53

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