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Regional probabilistic fertility forecasting by modeling between-country correlations
aggregation correlation forecasting probabilistic projection pseudo-likelihood total fertility rate
2014/11/26
Background: The United Nations (UN) Population Division constructs probabilistic projections for the total fertility rate (TFR) using the Bayesian hierarchical model of Alkema et al. (2011), which pro...
Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands
Europe extrapolation Lee-Carter model Netherlands non-linear models smoking
2014/11/25
Background: With the rapid aging of the population, mortality forecasting becomes increasingly important, especially for the insurance and pension industries. However, a wide variety of projection met...
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
functional data Lee-Carter method mortality forecasting nonparametric smoothing principal components state space
2008/12/12
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-Maindon...