Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions

Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions

We compare the short- to medium-term accuracy of five variants or extensions of the Lee-Carter method for mortality forecasting. These include the original Lee-Carter, the Lee-Miller and Booth-Maindonald-Smith variants, and the more flexible Hyndman-Ullah and De Jong-Tickle extensions. These methods...

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Bibliographic Details
Main Authors: Leonie Tickle, Rob J. Hyndman, Piet de Jong, Heather Booth
Format: Article
Language:English
Published: Max Planck Institute for Demographic Research 2006-10-01
Series:Demographic Research
Subjects:
functional data
Lee-Carter method
mortality forecasting
nonparametric smoothing
principal components
state space
Online Access:http://www.demographic-research.org/volumes/vol15/9/

Internet

http://www.demographic-research.org/volumes/vol15/9/

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