Extending Lee-Carter mortality forecasting | Macquarie University ResearchOnline

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Title: Extending Lee-Carter mortality forecasting
Related: Mathematical population studies, Vol. 13, Issue 1, p. 1-18
DOI: 10.1080/08898480500452109
Publisher: Taylor & Francis Inc
Date: 2006
Author/Creator: De Jong, Piet
Author/Creator: Tickle, Leonie
Description: The Lee-Carter method for mortality forecasting is outlined, discussed and improved utilizing standard time series approaches. The new framework, which integrates estimation and forecasting, delivers more robust results and permits more detailed insight into underlying mortality dynamics. An application to women's mortality data illustrates the methods.
Description: 18 page(s)
Subject Keyword: Lee-Carter method
Subject Keyword: forecasting
Subject Keyword: Kalman filtering
Subject Keyword: mortality
Resource Type: journal article
Organisation: Macquarie University. Dept. of Actuarial Studies

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