Extending Lee-Carter Mortality Forecasting

Piet De Jong and Leonie Tickle

Mathematical Population Studies, 2006, vol. 13, issue 1, 1-18

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.

Keywords: Lee-Carter method; forecasting; Kalman filtering; mortality (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (27)

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DOI: 10.1080/08898480500452109

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