Brockwell P.J. and Davis R.A. (2002) Introduction to Time Series and Forecasting. Springer.
Brouhns N., Denuit M. and Vermunt J.K. (2002) Measuring the longevity risk in mortality projections. Bulletin of the Swiss Association of Actuaries, 105–130.
Cairns A.J.G., Blake D. and Dowd K. (2006) A two-factor model for stochastic mortality with parameter uncertainty: Theory and calibration. Journal of Risk and Insurance
Denuit M. (2007) Distribution of the random future life expectancies in log-bilinear mortality projection models. Lifetime Data Analysis, 13, 381–397.
Denuit M. and Dhaene J. (2007) Comonotonic bounds on the survival probabilities in the Lee-Carter model for mortality projection. Computational and Applied Mathematics
Denuit M. and Vermandele C. (1998) Optimal reinsurance and stop-loss order. Insurance: Mathematics and Economics
Haberman S. and Renshaw A.E. (2009) On age-period-cohort parametric mortality rate projections. Insurance: Mathematics and Economics, 45, 255–270.
Hamilton J.D. (1994) Time Series Analysis. Princeton University Press, Princeton, New-Jersey.
Lee R.D. and Carter L. (1992) Modelling and forecasting the time series of US mortality. Journal of the American Statistical Association (with discussion)
Plat R. (2009) On stochastic mortality modeling. Insurance: Mathematics and Economics, 45, 393–404.
Renshaw A.E. and Haberman S. (2003) Lee-Carter mortality forecasting with age-specific enhancement. Insurance: Mathematics and Economics, 33, 255–272.
Renshaw A.E. and Haberman S. (2006) A cohort based extension to the Lee-Carter model for mortality reduction factors. Insurance: Mathematics and Economics, 38, 556–570.
Renshaw A.E. and Haberman S. (2008) On simulation based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter. Insurance: Mathematics and Economics, 42, 797–816.