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Describing, Understanding, and Forecasting Mortality Surfaces

Lee-Carter Workshop Sept 2004. Describing, Understanding, and Forecasting Mortality Surfaces. Jutta Gampe Max Planck Institute for Demographic Research. Lee-Carter Model. Lee-Carter(1992): Main (only?) purpose: Forecasting ( e 0 ). However: Tuljapurkar et al. (2000)

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Describing, Understanding, and Forecasting Mortality Surfaces

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  1. Lee-Carter Workshop Sept 2004 Describing, Understanding, and Forecasting Mortality Surfaces Jutta Gampe Max Planck Institute for Demographic Research

  2. Lee-Carter Model Lee-Carter(1992): Main (only?) purpose: Forecasting (e0 ) However: Tuljapurkar et al. (2000) A universal pattern of mortality decline in the G7 countries

  3. Intensity of mortality progress „pace of ageing“ MSF and LC model Force of mortality over age and time First: studying mortality dynamics via the properties of by e.g.

  4. Lee-Carter Model imposes rigid structure on and If this kind of analysis is in focus then smoothness requirements on MSF and LC model

  5. Swedish MSF

  6. Swedish Females

  7. Swedish Females

  8. Intensities of mortality progress

  9. Intensities of mortality progress

  10. How does this relate to forecasting? There is more regular structure in a MSF than can be seen from the log-death-rates This regularity can be used for forecasting But: Estimating derivatives is tough And: the most interesting aspects are in the boundary regions

  11. Lee-Carter Model Lee-Carter?

  12. End of Talk

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