Lee–Carter Mortality Forecasting
Articles
Eglė Ignatavičiūtė
Vilnius University, Lithuania
Rasa Mikalauskaitė-Arminienė
Vilnius University, Lithuania
Jonas Šiaulys
Vilnius University, Lithuania
Published 2012-12-20
https://doi.org/10.15388/LJS.2012.13903
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Keywords

mortality forecasting
Lee–Carter model

How to Cite

Ignatavičiūtė E., Mikalauskaitė-Arminienė R. and Šiaulys J. (2012) “Lee–Carter Mortality Forecasting”, Lithuanian Journal of Statistics, 51(1), pp. 22-35. doi: 10.15388/LJS.2012.13903.

Abstract

In this paper, we focus on Lee–Carter mortality forecasting. Model residuals and future mortality trendsare explored. Predictions of the force of mortality for France, Belarus and Lithuania are provided and compared. Severalmodifications of the model are applied to Lithuanian mortality data in order to obtain the most precise forecast.
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