Lee–Carter mortality forecasting

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Collection:
Mokslo publikacijos / Scientific publications
Document Type:
Straipsnis / Article
Language:
Anglų kalba / English
Title:
Lee–Carter mortality forecasting
Alternative Title:
Mirtingumo prognozavimas Lee-Carter’io metodu
In the Journal:
Lietuvos statistikos darbai Lithuanian journal of statistics, 2012, 51, 1, 22-35
Summary / Abstract:

LTDarbe nagrinejamas Lee–Carter’io metodas mirtingumui prognozuoti. Analizuojamos modelio liekanos bei mirtingumo tendencijos. Pateikiamos ir palyginamos mirtingumo galios prognozes Prancuzijai, Baltarusijai ir Lietuvai. Siekiant gauti tiksliausia prognoze Lietuvos mirtingumo duomenims taikomos kelios metodo modifikacijos.

ENIn this paper, we focus on Lee–Carter mortality forecasting. Model residuals and future mortality trends are explored. Predictions of the force of mortality for France, Belarus and Lithuania are provided and compared. Several modifications of the model are applied to Lithuanian mortality data in order to obtain the most precise forecast.

ISSN:
1392-642X; 2029-7262
Related Publications:
ARMA models for mortality forecast. Lietuvos statistikos darbai 2016, 55, 31-44.
Permalink:
https://www.lituanistika.lt/content/79381
Updated:
2021-04-16 20:23:10
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