Rodzina modeli Lee-Cartera

• Authors: Anna Ojrzyńska
• Languages of publication: EN

Abstracts

EN

This paper presents a proposal for the application of selected models of the group of models using the Lee and Carter methodology for forecasting mortality rates. These include the original Lee-Carter, the Lee-Miller (2001) and Booth-Maindonald-Smith (2002) variants, and the more flexible Hyndman-Ullah (2005) and de Jong (2006) extensions. Based on estimates of mortality rates derived from the selected models was verified the ability to use these models to estimate mortality rates in Poland.

Keywords

EN

Forecasting methods; Mortality; Statistical methods

PL

Metody prognozowania; Metody statystyczne; Umieralność

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2013
• Volume: 162
• Pages: 99-106

Contributors

author

Anna Ojrzyńska

References

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• Booth H., Hyndman R.J., Tickle L., de Jong P. (2006): Lee-Carter Mortality Forecasting: A Multi-country Comparison of Variants and Extensions. "Demographic Research", No. 15.
• Hyndman R.J., Ullah M.S. (2005): Robust Forecasting of Morality and Fertility Rates: A Functional Data Approach. Working paper 2105, Department of Econometrics and Business Statistics, Moriah University.
• De Jong, Tickle L. (2006): Extending Lee-Carter Method for Forecasting Morality. "Demography" 2001, 38(4).
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