Extending Lee-Carter Mortality Forecasting

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.

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Year of publication:	2006
Authors:	Jong, Piet De ; Tickle, Leonie
Published in:	Mathematical Population Studies. - Taylor & Francis Journals, ISSN 0889-8480. - Vol. 13.2006, 1, p. 1-18
Publisher:	Taylor & Francis Journals
Subject:	Lee-Carter method \| forecasting \| Kalman filtering \| mortality

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009205575