ARMA models for mortality forecast

LTPastaruoju metu yra skiriama daug demesio mirtingumo analizei ir prognozavimui, nes daugelyje šaliu vis dažniau susiduriama su ilgaamžiškumo problema. Šiame darbe bus analizuojamos Baltijos šaliu mirtingumo charakteristikos ir ju prognozes ARMA modeliu pagalba. Tyrimas parode, kad Lietuvos, Latvijos ir Estijos mirtingumo galios pasiskirstymai yra labai panašus, t.y. skirtingu šaliu vyru ir moteru, vaiku ir suaugusiuju mirtingumas turi vienoda struktura.

ENIn the last several decades, many countries have been paying a lot of attention to mortality forecasting because of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries and make predictions using ARMA models. Research showed that mortality rate distribution is almost the same in Lithuania, Latvia and Estonia and all of them represent longevity trends. It means that men and women, children and adults have the same mortality structure in all Baltic countries and live longer than before.