ARMA Models for Mortality Forecast
Articles
Natalja Šiškina
Vilnius University, Lithuania
Jonas Šiaulys
Vilnius University, Lithuania
Published 2016-12-20
https://doi.org/10.15388/LJS.2016.13865
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Keywords

mortality forecasting
longevity risk
ARMA models

How to Cite

Šiškina N. and Šiaulys J. (2016) “ARMA Models for Mortality Forecast”, Lithuanian Journal of Statistics, 55(1), pp. 31-44. doi: 10.15388/LJS.2016.13865.

Abstract

In the last several decades, many countries have been paying a lot of attention to mortality forecastingbecause of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries andmake predictions using ARMA models. Research shoved that mortality rate distribution is almost the same in Lithuania, Latvia and Estonia and all of them represent longevity trends. It means that men and women, children and adults have thesame mortality structure in all Baltic countries and live longer than before.

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