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


We compare the short- to medium-term accuracy of five variants or extensions of the Lee-Carter method for mortality forecasting. These include the original Lee-Carter, the Lee-Miller and Booth-Maindonald-Smith variants, and the more flexible Hyndman-Ullah and De Jong-Tickle extensions. These methods are compared by applying them to sex-specific populations of 10 developed countries using data for 1986-2000 for evaluation. All variants and extensions are more accurate than the original Lee-Carter method for forecasting log death rates, by up to 61%. However, accuracy in log death rates does not necessarily translate into accuracy in life expectancy. There are no significant differences among the five methods in forecast accuracy for life expectancy.

Author's Affiliation

Other articles by the same author/authors in Demographic Research

Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
Volume 25 - Article 5

Ethnic differentials in the timing of family formation: A case study of the complex interaction between ethnicity, socioeconomic level, and marriage market pressure
Volume 23 - Article 7

Most recent similar articles in Demographic Research

Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting
Volume 50 - Article 28    | Keywords: Lee-Carter model, longevity risk reduction

Smooth constrained mortality forecasting
Volume 41 - Article 38    | Keywords: age-time patterns, asymmetric penalty, demographic constraints, mortality forecasting, smoothing

Coherent forecasts of mortality with compositional data analysis
Volume 37 - Article 17    | Keywords: coherent mortality forecasting models, compositional data, Lee-Carter model, Li-Lee, life expectancy, mortality forecasts

Convergence in male and female life expectancy: Direction, age pattern, and causes
Volume 34 - Article 38    | Keywords: forecasting, Lee-Carter model, sex differences

Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands
Volume 29 - Article 13    | Keywords: Europe, extrapolation, Lee-Carter model, Netherlands, nonlinear models, smoking