Extending Lee-Carter mortality forecasting

Piet de Jong; Leonie Tickle

doi:10.1080/08898480500452109

Extending Lee-Carter mortality forecasting

Piet de Jong^*, Leonie Tickle

^*Corresponding author for this work

Department of Actuarial Studies and Business Analytics

Research output: Contribution to journal › Article › peer-review

92 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	1-18
Number of pages	18
Journal	Mathematical Population Studies
Volume	13
Issue number	1
DOIs	https://doi.org/10.1080/08898480500452109
Publication status	Published - Jan 2006

Keywords

Forecasting
Kalman filtering
Lee-Carter method
Mortality

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title = "Extending Lee-Carter mortality forecasting",

abstract = "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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Extending Lee-Carter mortality forecasting

Abstract

Keywords

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