Extending Lee-Carter mortality forecasting

Piet de Jong*, Leonie Tickle

*Corresponding author for this work

Research output: Contribution to journalArticle

61 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 languageEnglish
Pages (from-to)1-18
Number of pages18
JournalMathematical Population Studies
Volume13
Issue number1
DOIs
Publication statusPublished - Jan 2006

Keywords

  • Forecasting
  • Kalman filtering
  • Lee-Carter method
  • Mortality

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