The mortality of the Italian population: smoothing techniques on the Lee-Carter model
From MaRDI portal
(Redirected from Publication:641126)
Abstract: Several approaches have been developed for forecasting mortality using the stochastic model. In particular, the Lee-Carter model has become widely used and there have been various extensions and modifications proposed to attain a broader interpretation and to capture the main features of the dynamics of the mortality intensity. Hyndman-Ullah show a particular version of the Lee-Carter methodology, the so-called Functional Demographic Model, which is one of the most accurate approaches as regards some mortality data, particularly for longer forecast horizons where the benefit of a damped trend forecast is greater. The paper objective is properly to single out the most suitable model between the basic Lee-Carter and the Functional Demographic Model to the Italian mortality data. A comparative assessment is made and the empirical results are presented using a range of graphical analyses.
Recommendations
- A quantitative comparison of stochastic mortality models on Italian population data
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
- Selecting stochastic mortality models for the Italian population
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
Cites work
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Generalized Linear Array Models with Applications to Multidimensional Smoothing
- Lee-Carter mortality forecasting with age-specific enhancement.
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
- On the forecasting of mortality reduction factors
- Robust forecasting of mortality and fertility rates: a functional data approach
- Smoothing and forecasting mortality rates
Cited in
(16)- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- Dynamical functional prediction and classification, with application to traffic flow prediction
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
- Selecting stochastic mortality models for the Italian population
- Depth-based reconstruction method for incomplete functional data
- Integrated Depths for Partially Observed Functional Data
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
- A quantitative comparison of stochastic mortality models on Italian population data
- A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward
- Comparing mortality trends via Lee-Carter method in the framework of multidimensional data analysis
- Computational framework for longevity risk management
- Mortality Forecasting and Trend Shifts: an Application of the Lee-Carter Model to Swedish Mortality Data*
- Using the Lee-Carter Method to Forecast Mortality for Populations with Limited Data*
- A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
- On Smoothing Trends in Population Index Modeling
- Modeling and forecasting duration-dependent mortality rates
This page was built for publication: The mortality of the Italian population: smoothing techniques on the Lee-Carter model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q641126)
