Groot, Richard de (2011) Maximum-Likelihood estimation of the Lee-Carter model. Bachelor's Thesis, Mathematics.
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Abstract
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) |
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| Degree programme: | Mathematics |
| Thesis type: | Bachelor's Thesis |
| Language: | English |
| Date Deposited: | 15 Feb 2018 07:53 |
| Last Modified: | 15 Feb 2018 07:53 |
| URI: | https://fse.studenttheses.ub.rug.nl/id/eprint/11118 |
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