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Extending Lee-Carter Mortality Forecasting

Author

Listed:
  • Piet De Jong
  • Leonie Tickle

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.

Suggested Citation

  • Piet De Jong & Leonie Tickle, 2006. "Extending Lee-Carter Mortality Forecasting," Mathematical Population Studies, Taylor & Francis Journals, vol. 13(1), pages 1-18.
  • Handle: RePEc:taf:mpopst:v:13:y:2006:i:1:p:1-18
    DOI: 10.1080/08898480500452109
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