Volume 15 - Article 9 | Pages 289–310  

Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions

By Heather Booth, Rob Hyndman, Leonie Tickle, Piet de Jong

References

Bell, W.R. (1997). Comparing and assessing time series methods for forecasting age-specific fertility and mortality rates. Journal of Official Statistics 13(3): 279-303.

Download reference:

Bell, W.R. and Monsell, B. (1991). Using principal components in time series modelling and forecasting of age-specific mortality rates. In: Proceedings of the American Statistical Association. Social Statistics Section: 154-159.

Download reference:

Bongaarts, J. (2005). Long-range trends in adult mortality: Models and projection methods. Demography 42(1): 23-49.

Weblink:
Download reference:

Booth, H. (2006). Demographic forecasting: 1980 to 2005 in review. International Journal of Forecasting 22(3): 547-581.

Weblink:
Download reference:

Booth, H., Maindonald, J., and Smith, L. (2002). Applying Lee-Carter under conditions of variable mortality decline. Population Studies 56(3): 325-336.

Weblink:
Download reference:

Booth, H., Tickle, L., and Smith, L. (2005). Evaluation of the variants of the Lee-Carter method of forecasting mortality: A multi-country comparison. New Zealand Population Review 31(1): 13-34.

Download reference:

Brouhns, N., Denuit, M., and Vermunt, J.K. (2002). A Poisson log-bilinear regression approach to the construction of projected lifetables. Insurance: Mathematics and Economics 31(3): 373-393.

Weblink:
Download reference:

Buettner, T. and Zlotnik, H. (2005). Prospects for increasing longevity as assessed by the United Nations. Genus LXI(1): 213-233.

Download reference:

Currie, I.D., Durban, M., and Eilers, P.H.C. (2004). Smoothing and forecasting mortality rates. Statistical Modelling 4(4): 279-298.

Weblink:
Download reference:

De Jong, P. and Tickle, L. (2006). Extending Lee-Carter mortality forecasting. Mathematical Population Studies 13(1): 1-18.

Weblink:
Download reference:

Girosi, F. and King, G. (2006). Demographic forecasting. Cambridge: Cambridge University Press.

Download reference:

Harvey, A.C. (1989). Forecasting, structural time series models and the Kalman filter. Cambridge: Cambridge University Press.

Download reference:

Hastie, T. and Tibshirani, R. (1990). Generalized additive models. London: Chapman & Hall/CRC.

Download reference:

Human Mortality Database (2006). University of California, Berkeley (USA), and Max Planck Institute for Demographic Research (Germany).

Weblink:
Download reference:

Hyndman, R.J. (2006). demography: Forecasting mortality and fertility data. R package.

Hyndman, R.J., Koehler, A.B., Snyder, R.D., and Grose, S. (2002). A state space framework for automatic forecasting using exponential smoothing methods. International Journal of Forecasting 18(3): 439-454.

Weblink:
Download reference:

Hyndman, R.J. and Ullah, M.S. (2007). Robust forecasting of mortality and fertility rates: A functional data approach. Computational Statistics and Data Analysis 51(10): 4942-4956.

Weblink:
Download reference:

Keyfitz, N. (1991). Experiments in the projection of mortality. Canadian Studies in Population 18(2): 1-17.

Download reference:

Lee, R.D. and Carter, L.R. (1992). Modeling and forecasting U.S. mortality. Journal of the American Statistical Association 87(419): 659-675.

Weblink:
Download reference:

Lee, R.D. and Miller, T. (2001). Evaluating the performance of the Lee-Carter method for forecasting mortality. Demography 38(4): 537-549.

Weblink:
Download reference:

Lee, R.D. and Tuljapurkar, S. (1994). Stochastic population forecasts for the United States: Beyond high, medium, and low. Journal of the American Statistical Association 89(428): 1175-1189.

Weblink:
Download reference:

Li, N., Lee, R.D., and Tuljapurkar, S. (2004). Using the Lee-Carter method to forecast mortality for populations with limited data. International Statistical Review 72(1): 19-36.

Download reference:

Lundström, H. and Qvist, J. (2004). Mortality forecasting and trend shifts: an application of the Lee-Carter model to Swedish mortality data. International Statistical Review 72(1): 37-50.

Download reference:

Lutz, W. and Goldstein, J. (2004). How to deal with uncertainty in population forecasting? (IIASA Reprint Research Report RR-04-009. Reprinted from International Statistical Review 72(1&2): 1-106, 157-208).

Download reference:

Makridakis, S.G., Wheelwright, S.C., and Hyndman, R.J. (1998). Forecasting: Methods and applications. New York: John Wiley & Sons (3rd edition).

Download reference:

Murphy, M.J. (1995). The prospect of mortality: England and Wales and the United States of America, 1962-1989. British Actuarial Journal 1(2): 331-350.

Download reference:

Ramsay, J.O. and Silverman, B.W. (2005). Functional data analysis. New York: Springer-Verlag (2nd edition).

Download reference:

Renshaw, A.E. and Haberman, S. (2003b). Lee-Carter mortality forecasting with age-specific enhancement. Insurance: Mathematics and Economics 33(2): 255-272.

Weblink:
Download reference:

Renshaw, A.E. and Haberman, S. (2003a). Lee-Carter mortality forecasting: A parallel generalized linear modelling approach for England and Wales mortality projections. Applied Statistics 52(1): 119-137.

Weblink:
Download reference:

Renshaw, A.E. and Haberman, S. (2003c). On the forecasting of mortality reduction factors. Insurance: Mathematics and Economics 32(3): 379-401.

Weblink:
Download reference:

Trefethen, L.N. and Bau, D. (1997). Numerical linear algebra. Philadelphia: Society for Industrial and Applied Mathematics.

Download reference:

Tuljapurkar, S., Li, N., and Boe, C. (2000). A universal pattern of mortality decline in the G7 countries. Nature 405: 789-792.

Weblink:
Download reference:

Wilmoth, J.R. (1996). Mortality projections for Japan: A comparison of four methods. In: Caselli, G. and Lopez, A. (eds.). Health and mortality among elderly populations. New York: Oxford University Press: 266-287.

Download reference:

Wood, S.N. (2000). Modelling and smoothing parameter estimation with multiple quadratic penalties. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 62(2): 413-428.

Weblink:
Download reference:

Back to the article