Forecasting Mortality Rates using the Weighted Hyndman-Ullah Method

Forecasting Mortality Rates using the Weighted Hyndman-Ullah Method

The performance of three methods of mortality modelling and forecasting are compared. These include the basic Lee–Carter and two functional demographic models; the basic Hyndman–Ullah and the weighted Hyndman–Ullah. Using age-specific data from the Human Mortality Database of two developed countries...

Full description

Bibliographic Details
Main Author: Ramos, Anthony Kojo
Format: Others
Language:English
Published: Mälardalens högskola, Akademin för utbildning, kultur och kommunikation 2021
Subjects:
Mortality modelling
mortality forecasting
Lee–Carter method
singular value decomposition
functional demographic models
functional principal components analysis
mean forecast errors
ARIMA.
Other Mathematics
Annan matematik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-54711

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-54711

Similar Items