Volume 25 - Article 5 | Pages 173-214
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
References
Alho, J.M. (1997). Scenarios, uncertainty and conditional forecasts of the world population. Journal of the Royal Statistical Society: Series A 160(1): 71-85.
| Weblink | doi:10.1111/1467-985X.00046 |
| Download reference in | RIS | BibTeX |
Alho, J.M. (1998). A stochastic forecast of the population of Finland. Helsinki, Finland: Statistics Finland (Reviews 1998/4).
| Download reference in | RIS | BibTeX |
Alho, J.M. and Spencer, B.D. (2005). Statistical Demography and Forecasting. New York: Springer.
| Download reference in | RIS | BibTeX |
Bengtsson, T. (2003). The need for looking far back in time when predicting future mortality trends. In: Bengtsson, T. and Keilman, N. (eds.). Perspectives on mortality forecasting, Vol. 1. Swedish National Social Insurance Agency.
| Download reference in | RIS | BibTeX |
Bongaarts, J. (2005). Long-range trends in adult mortality: Models and projection methods. Demography 42(1): 23-49.
| Weblink | doi:10.1353/dem.2005.0003 |
| Download reference in | RIS | BibTeX |
Booth, H. (2006). Demographic forecasting: 1980 to 2005 in review. International Journal of Forecasting 22(3): 547-581.
| Weblink | doi:10.1016/j.ijforecast.2006.04.001 |
| Download reference in | RIS | BibTeX |
Booth, H., Hyndman, R.J., Tickle, L., and De Jong, P. (2006). Lee-Carter mortality forecasting: A multi-country comparison of variants and extensions. Demographic Research 15(9): 289-310.
| Weblink | doi:10.4054/DemRes.2006.15.9 |
| Download reference in | RIS | BibTeX |
Booth, H., Maindonald, J., and Smith, L. (2002). Applying Lee-Carter under conditions of variable mortality decline. Population Studies 56(3): 325-336.
| Weblink | doi:10.1080/00324720215935 |
| Download reference in | RIS | BibTeX |
Booth, H. and Tickle, L. (2008). Mortality modelling and forecasting: A review of methods. Annals of Actuarial Science 3(1-2): 3-43.
| Weblink | doi:10.1017/S1748499500000440 |
| Download reference in | RIS | BibTeX |
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 in | RIS | BibTeX |
Brouhns, N., Denuit, M., and Van Keilegom, I. (2005). Bootstrapping the Poisson log-bilinear model for mortality forecasting. Scandinavian Actuarial Journal 2005(3): 212-224.
| Weblink | doi:10.1080/03461230510009754 |
| Download reference in | RIS | BibTeX |
Brouhns, N., Denuit, M., and Vermunt, J.K. (2002). A Poission log-bilinear regression approach to the construction of projected lifetables. Insurance: Mathematics and Economics 31(3): 373-393.
| Weblink | doi:10.1016/S0167-6687(02)00185-3 |
| Download reference in | RIS | BibTeX |
Cairns, A.J.G. (2000). A discussion of parameter and model uncertainty in insurance. Insurance: Mathematics and Economics 27(3): 313-330.
| Weblink | doi:10.1016/S0167-6687(00)00055-X |
| Download reference in | RIS | BibTeX |
Cairns, A.J.G., Blake, D., Dowd, K., Coughlan, G.D., Epstein, D., and Khalaf-Allah, M. (2011). Mortality density forecasts: An analysis of six stochastic mortality models. Insurance: Mathematics and Economics 48(3): 355-367.
| Weblink | doi:10.1016/j.insmatheco.2010.12.005 |
| Download reference in | RIS | BibTeX |
Cardot, H., Ferraty, F., and Sarda, P. (2003). Spline estimators for the functional linear model. Statistica Sinica 13(3): 571-591.
| Download reference in | RIS | BibTeX |
Carter, L.R. and Prskawetz, A. (2001). Examining structural shifts in mortality using the Lee-Carter method. Rostock: Max Planck Institute for Demographic Research (Working paper, 2001-007).
| Weblink | http://www.demogr.mpg.de/Papers/Working/wp-2001-007.pdf |
| Download reference in | RIS | BibTeX |
Chatfield, C. (1993). Calculating interval forecasts. Journal of Business & Economic Statistics 11(2): 121-135.
| Weblink | doi:10.2307/1391361 |
| Download reference in | RIS | BibTeX |
Chatfield, C. (2000). Time-Series Forecasting. Boca Raton, Florida: Chapman & Hall/CRC.
| Weblink | doi:10.1201/9781420036206 |
| Download reference in | RIS | BibTeX |
Currie, I.D., Durban, M., and Eilers, P.H.C. (2004). Smoothing and forecasting mortality rates. Statistical Modelling 4(4): 279-298.
| Weblink | doi:10.1191/1471082X04st080oa |
| Download reference in | RIS | BibTeX |
De Jong, P. and Tickle, L. (2006). Extending Lee-Carter mortality forecasting. Mathematical Population Studies 13(1): 1-18.
| Weblink | doi:10.1080/08898480500452109 |
| Download reference in | RIS | BibTeX |
Debón, A., Montes, F., and Sala, R. (2006). A comparison of models for dynamic life tables. Application to mortality data from the Valencia Region (Spain). Lifetime Data Analysis 12(2): 223-244.
| Weblink | doi:10.1007/s10985-006-9005-1 |
| Download reference in | RIS | BibTeX |
Ediev, D.M. (2008). Extrapolative projections of mortality: Towards a more consistent method. Vienna Institute of Demography (Working paper, 3/2008).
| Weblink | http://www.oeaw.ac.at/vid/download/WP2008\_03.pdf |
| Download reference in | RIS | BibTeX |
Erbas, B., Hyndman, R.J., and Gertig, D.M. (2007). Forecasting age-specific breast cancer mortality using functional data models. Statistics in Medicine 26(2): 458-470.
| Weblink | doi:10.1002/sim.2306 |
| Download reference in | RIS | BibTeX |
Felipe, A., Guillén, M., and Pérez-Marín, A.M. (2002). Recent mortality trends in the Spanish population. British Actuarial Journal 8(4): 757-786.
| Download reference in | RIS | BibTeX |
Girosi, F. and King, G. (2008). Demographic Forecasting. Princeton: Princeton University Press.
| Download reference in | RIS | BibTeX |
Haberman, S. and Renshaw, A. (2008). Mortality, longevity and experiments with the Lee-Carter model. Lifetime Data Analysis 14(3): 286-315.
| Weblink | doi:10.1007/s10985-008-9084-2 |
| Download reference in | RIS | BibTeX |
Hubert, M., Rousseeuw, P.J., and Verboven, S. (2002). A fast method of robust principal components with applications to chemometrics. Chemometrics and Intelligent Laboratory Systems 60(1-2): 101-111.
| Weblink | doi:10.1016/S0169-7439(01)00188-5 |
| Download reference in | RIS | BibTeX |
Human Mortality Database (2009). University of California, Berkeley (USA), and Max Planck Institute for Demographic Research (Germany).
| Weblink | http://www.mortality.org/ (April 15, 2009) |
| Download reference in | RIS | BibTeX |
Hyndman, R.J. (2011). Demography: Forecasting mortality, fertility, migration and population data. (with contributions from Heather Booth and Leonie Tickle and John Maindonald, R package version 1.09-1) [electronic resource].
| Weblink | http://CRAN.R-project.org/package=demography |
| Download reference in | RIS | BibTeX |
Hyndman, R.J. and Booth, H. (2008). Stochastic population forecasts using functional data models for mortality, fertility and migration. International Journal of Forecasting 24(3): 323-342.
| Weblink | doi:10.1016/j.ijforecast.2008.02.009 |
| Download reference in | RIS | BibTeX |
Hyndman, R.J. and Khandakar, Y. (2008). Automatic time series forecasting: The forecast package for R. Journal of Statistical Software 27(3).
| Download reference in | RIS | BibTeX |
Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Berlin: Springer.
| Weblink | doi:10.1007/978-3-540-71918-2 |
| Download reference in | RIS | BibTeX |
Hyndman, R.J. and Shang, H.L. (2009). Forecasting functional time series (with discussion). Journal of the Korean Statistical Society 38(3): 199-221.
| Weblink | doi:10.1016/j.jkss.2009.06.002 |
| Download reference in | RIS | BibTeX |
Hyndman, R.J. and Ullah, M.S. (2007). Robust forecasting of mortality and fertility rates: A functional data approach. Computational Statistics & Data Analysis 51(10): 4942-4956.
| Weblink | doi:10.1016/j.csda.2006.07.028 |
| Download reference in | RIS | BibTeX |
Keilman, N., Pham, D., and Hetland, A. (2002). Why population forecasts should be probabilistic - illustrated by the case of Norway. Demographic Research 6(15): 409-454.
| Weblink | doi:10.4054/DemRes.2002.6.15 |
| Download reference in | RIS | BibTeX |
Koissi, M.-C., Shapiro, A.F., and Högnäs, G. (2006). Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval. Insurance: Mathematics and Economics 38(1): 1-20.
| Weblink | doi:10.1016/j.insmatheco.2005.06.008 |
| Download reference in | RIS | BibTeX |
Lazar, D. and Denuit, M.M. (2009). A multivariate time series approach to projected life tables. Applied Stochastic Models in Business and Industry 25(6): 806-823.
| Weblink | doi:10.1002/asmb.781 |
| Download reference in | RIS | BibTeX |
Lee, R.D. and Carter, L.R. (1992). Modeling and forecasting U.S. mortality. Journal of the American Statistical Association 87(419): 659-671.
| Weblink | doi:10.2307/2290201 |
| Download reference in | RIS | BibTeX |
Lee, R.D. and Miller, T. (2001). Evaluating the performance of the Lee-Carter method for forecasting mortality. Demography 38(4): 537-549.
| Weblink | doi:10.1353/dem.2001.0036 |
| Download reference in | RIS | BibTeX |
Lee, R.D. and Nault, F. (1993). Modeling and forecasting provincial mortality in Canada. Paper presented at the World Congress of the International Union for the Scientific Study of Population, Montreal, Canada.
| Download reference in | RIS | BibTeX |
Lee, R.D. and Rofman, R. (1994). Modeling and projecting mortality in Chile. Notas de Poblacion 22(59): 183-213.
| Download reference in | RIS | BibTeX |
Lin, J. (1995). Changing kinship structure and its implications for old-age support in urban and rural China. Population Studies 49(1): 127-145.
| Weblink | doi:10.1080/0032472031000148286 |
| Download reference in | RIS | BibTeX |
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/Revue Internationale de Statistique 72(1): 37-50.
| Weblink | doi:10.1111/j.1751-5823.2004.tb00222.x |
| Download reference in | RIS | BibTeX |
Lutz, W. and Goldstein, J.R. (2004). Introduction: How to deal with uncertainty in population forecasting? International Statistical Review/Revue Internationale de Statistique 72(1): 1-4.
| Weblink | doi:10.1111/j.1751-5823.2004.tb00219.x |
| Download reference in | RIS | BibTeX |
Oeppen, J. and Vaupel, J.W. (2002). Broken limits to life expectancy. Science 296(5570): 1029-1031.
| Weblink | doi:10.1126/science.1069675 |
| Download reference in | RIS | BibTeX |
Ramsay, J.O. (1988). Monotone regression splines in action. Statistical Science 3(4): 425-441.
| Weblink | doi:10.1214/ss/1177012761 |
| Download reference in | RIS | BibTeX |
Ramsay, J.O. and Silverman, B.W. (2005). Functional Data Analysis, 2nd. New York: Springer.
| Weblink | doi:10.1002/0471667196.ess3138 |
| Download reference in | RIS | BibTeX |
Renshaw, A.E. and Haberman, S. (2003a). Lee-Carter mortality forecasting: A parallel generalized linear modelling approach for England and Wales mortality projections. Journal of the Royal Statistical Society: Series C 52(1): 119-137.
| Weblink | doi:10.1111/1467-9876.00393 |
| Download reference in | RIS | BibTeX |
Renshaw, A.E. and Haberman, S. (2003b). Lee-Carter mortality forecasting with age-specific enhancement. Insurance: Mathematics and Economics 33(2): 255-272.
| Weblink | doi:10.1016/S0167-6687(03)00138-0 |
| Download reference in | RIS | BibTeX |
Renshaw, A.E. and Haberman, S. (2003c). On the forecasting of mortality reduction factors. Insurance: Mathematics and Economics 32(3): 379-401.
| Weblink | doi:10.1016/S0167-6687(03)00118-5 |
| Download reference in | RIS | BibTeX |
Renshaw, A.E. and Haberman, S. (2006). A cohort-based extension to the Lee-Carter model for mortality reduction factors. Insurance: Mathematics and Economics 38(3): 556-570.
| Weblink | doi:10.1016/j.insmatheco.2005.12.001 |
| Download reference in | RIS | BibTeX |
Renshaw, A.E. and Haberman, S. (2008). On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling. Insurance: Mathematics and Economics 42(2): 797-816.
| Weblink | doi:10.1016/j.insmatheco.2007.08.009 |
| Download reference in | RIS | BibTeX |
Swanson, D.A. and Beck, D.M. (1994). A new short-term county population projection method. Journal of Economic and Social Measurement 20(1): 25-50.
| Download reference in | RIS | BibTeX |
Tayman, J., Schafer, E., and Carter, L. (1998). The role of population size in the determination and prediction of population forecast errors: An evaluation using confidence intervals for subcounty areas. Population Research and Policy Review 17(1): 1-20.
| Weblink | doi:10.1023/A:1005766424443 |
| Download reference in | RIS | BibTeX |
Tayman, J., Smith, S.K., and Lin, J. (2007). Precision, bias, and uncertainty for state population forecasts: An exploratory analysis of time series models. Population Research and Policy Review 26(3): 347-369.
| Weblink | doi:10.1007/s11113-007-9034-9 |
| Download reference in | RIS | BibTeX |
Tuljapurkar, S. (2005). Stochastic forecasts of mortality, population, and pension systems. In: Keilman, N. (ed.). Perspectives on Mortality Forecasting. II: Probabilistic Models. Stockholm: Swedish Social Insurance Agency: 65-77.
| Download reference in | RIS | BibTeX |
Tuljapurkar, S., Li, N., and Boe, C. (2000). A universal pattern of mortality decline in the G7 countries. Nature 405(6788): 789-792.
| Weblink | doi:10.1038/35015561 |
| Download reference in | RIS | BibTeX |
White, K.M. (2002). Longevity advances in high-income countries, 1955-96. Population and Development Review 28(1): 59-76.
| Weblink | doi:10.1111/j.1728-4457.2002.00059.x |
| Download reference in | RIS | BibTeX |
Wilmoth, J.R. (1996). Mortality projections for Japan: A comparison of four methods. In: Caselli, G. and Lopez, A.D. (eds.). Health and Mortality among Elderly Populations. Oxford: Clarendon Press: 266-287.
| Download reference in | RIS | BibTeX |