## Extending Lee–Carter mortality forecasting.(English)Zbl 1151.91742

Summary: The Lee–Carter method for mortality forecasting is outlined, discussed and improved utilizing standard time series approaches. The new framework, which integrates estimation and forecasting, delivers more robust results and permits more detailed insight into underlying mortality dynamics. An application to women’s mortality data illustrates the methods.

### MSC:

 91D20 Mathematical geography and demography 91B84 Economic time series analysis

### Keywords:

Lee–Carter method; forecasting; Kalman filtering; mortality
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### References:

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