Articlediamond2011

Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods

Han Lin Shang · Heather Booth · Rob J. Hyndman

111 citations0/0 files storedDemographic Research

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Insurance, Mortality, Demography, Risk Management Statistical Methods and Applications Forecasting Techniques and Applications

Abstract

Using the age- and sex-specific data of 14 developed countries, we compare the point and interval forecast accuracy and bias of ten principal component methods for forecasting mortality rates and life expectancy. The ten methods are variants and extens

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References

2008Automatic Time Series Forecasting: The forecast Package for R 2002Broken Limits to Life Expectancy 1992Modeling and Forecasting U. S. Mortality 2000Time-Series Forecasting 2008Forecasting with Exponential Smoothing 2008Forecasting with Exponential Smoothing : The State Space Approach 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors 2002A Poisson log-bilinear regression approach to the construction of projected lifetables

Cited by

2013Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands 2014Joint probabilistic projection of female and male life expectancy 2022Thirty years on: A review of the Lee–Carter method for forecasting mortality 2013Including the Smoking Epidemic in Internationally Coherent Mortality Projections 2012Smoothing and projecting age-specific probabilities of death by TOPALS 2021Addressing the life expectancy gap in pension policy

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