Hybrid of the Lee-Carter model with maximum overlap discrete wavelet transform filters in forecasting mortality rates

This study implements various, maximum overlap, discrete wavelet transform filters to model and forecast the time-dependent mortality index of the Lee-Carter model. The choice of appropriate wavelet filters is essential in effectively capturing the dynamics in a period. This cannot be accomplished b...

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Bibliographic Details
Main Authors: Yaacob, Nurul Aityqah, Jaber, Jamil J., Pathmanathan, Dharini, Alwadi, Sadam, Mohamed, Ibrahim
Format: Article
Published: MDPI 2021
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Online Access:http://eprints.um.edu.my/27923/
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