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**Lee-Carter mortality forecasting with age-specific enhancement.**
*(English)*
Zbl 1103.91371

Summary: We investigate the feasibility of constructing mortality forecasts on the basis of the first two sets of single value decomposition vectors, rather than just on the first such set of vectors, as in the established Lee-Carter (Gaussian) approach to mortality forecasting. Three applications are presented and the resulting forecasts compared with those constructed using two similar approaches based on generalised linear and bilinear models with Poisson error structures.

### MSC:

91D20 | Mathematical geography and demography |

62M20 | Inference from stochastic processes and prediction |

62P05 | Applications of statistics to actuarial sciences and financial mathematics |

91B84 | Economic time series analysis |

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\textit{A. E. Renshaw} and \textit{S. Haberman}, Insur. Math. Econ. 33, No. 2, 255--272 (2003; Zbl 1103.91371)

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### References:

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