Modeling and Forecasting Norway Mortality Rates using the Lee Carter Model
نویسندگان
چکیده
منابع مشابه
mortality forecasting based on lee-carter model
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
15 صفحه اولModeling and Forecasting Norway Mortality Rates using the Lee Carter Model
In the fields of actuarial science, health, epidemiology and national planning, mortality data is an important element. Mortality levels reflect the quality of life within quantity. Population forecasting is essential for all long term planning for the provision of services of a nation. Therefore, developing a model for forecasting mortality rate can facilitate a nation to develop their quality...
متن کاملUnderstanding the Lee-Carter Mortality Forecasting Method
We demonstrate here several previously unrecognized or insufficiently appreciated properties of the Lee-Carter mortality forecasting approach, a method used widely in both the academic literature and practical applications. We show that this model is a special case of a considerably simpler, and less often biased, random walk with drift model, and prove that the age profile forecast from both a...
متن کاملLee-Carter Mortality Forecasting: Methodological and Computational Issues
Acknowledgments This thesis has been submitted to the University " Federico II " of Napoli in fulfilment of the requirements for the Doctoral degree in Matematica per l'Analisi Economica e la Finanza at the Department of Mathematics and Statistics. to thank Steven for this enjoyable and productive visit. I would like also to thank the Board of the Doctoral Program at the University of Napoli fo...
متن کاملIdentification and forecasting in the Lee-Carter model
We consider the identification problem for the model of Lee and Carter (1992). The parameters of this model are known only to be identified up to certain transformations. Forecasts from the model may therefore depend on the arbitrarily chosen identification scheme. A condition for invariant forecasts is proposed. A number of standard forecast models are analyzed.
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ژورنال
عنوان ژورنال: Biometrics & Biostatistics International Journal
سال: 2017
ISSN: 2378-315X
DOI: 10.15406/bbij.2017.06.00158