Temat: mortality forecasting - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Rodzina modeli Lee-Cartera
Autorzy:: Ojrzyńska, Anna
Powiązania:: https://bibliotekanauki.pl/articles/587418.pdf
Data publikacji:: 2013
Wydawca:: Uniwersytet Ekonomiczny w Katowicach
Tematy:: Metody prognozowania
Metody statystyczne
Umieralność
Forecasting methods
Mortality
Statistical methods
Opis:: This paper presents a proposal for the application of selected models of the group of models using the Lee and Carter methodology for forecasting mortality rates. These include the original Lee-Carter, the Lee-Miller (2001) and Booth-Maindonald-Smith (2002) variants, and the more flexible Hyndman-Ullah (2005) and de Jong (2006) extensions. Based on estimates of mortality rates derived from the selected models was verified the ability to use these models to estimate mortality rates in Poland.
Źródło:: Studia Ekonomiczne; 2013, 162; 99-106
2083-8611
Pojawia się w:: Studia Ekonomiczne
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Future Life-Tables Based on the Lee-Carter Methodology and their Application to Calculating the Pension Annuities
Autorzy:: Rossa, Agnieszka
Powiązania:: https://bibliotekanauki.pl/articles/657675.pdf
Data publikacji:: 2011
Wydawca:: Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:: mortality forecasting
Lee-Carter model
future life-tables
pension annuity
Opis:: In the paper a new recursive approach to the mortality forecasting is proposed based on the well-known Lee-Carter stochastic model. The standard Lee- -Carter method and its modified version are presented and compared using mortality data for Poland in the time period 1990-2007. The results obtained indicate that the recursive approach gives more accurate forecasts in terms of the mean squared error. Stochastic forecasts of age-specific death rates are also used to predict death prob- abilities and life expectancy being the main parameters of the life-tables. As an example, future life-tables for 2020 are calculated. Applications of Lee-Carter methodology in pension annuity calculations are presented.
Źródło:: Acta Universitatis Lodziensis. Folia Oeconomica; 2011, 250
0208-6018
2353-7663
Pojawia się w:: Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:: Biblioteka Nauki

Artykuł

Informacja