Lee–Carter Mortality Forecasting

Lee–Carter Mortality Forecasting

In this paper, we focus on Lee–Carter mortality forecasting. Model residuals and future mortality trendsare explored. Predictions of the force of mortality for France, Belarus and Lithuania are provided and compared. Severalmodifications of the model are applied to Lithuanian mortality data in order...

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Veröffentlicht in:Lithuanian Journal of Statistics 2012-12, Vol.51 (1), p.22-35
Hauptverfasser: Ignatavičiūtė, Eglė, Mikalauskaitė-Arminienė, Rasa, Šiaulys, Jonas
Format: Artikel
Sprache:eng
Schlagworte:
Lee–Carter model
mortality forecasting
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Zusammenfassung:In this paper, we focus on Lee–Carter mortality forecasting. Model residuals and future mortality trendsare explored. Predictions of the force of mortality for France, Belarus and Lithuania are provided and compared. Severalmodifications of the model are applied to Lithuanian mortality data in order to obtain the most precise forecast.
ISSN:1392-642X
2029-7262
DOI:10.15388/LJS.2012.13903