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Mortality forecasting

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Journal Article
Demography (2013) 50 (1): 261–283.
Published: 10 October 2012
...Rob J. Hyndman; Heather Booth; Farah Yasmeen Abstract When independence is assumed, forecasts of mortality for subpopulations are almost always divergent in the long term. We propose a method for coherent forecasting of mortality rates for two or more subpopulations, based on functional principal...
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Journal Article
Demography (2005) 42 (3): 575–594.
Published: 01 August 2005
...Nan Li; Ronald Lee Abstract Mortality patterns and trajectories in closely related populations are likely to be similar in some respects, and differences are unlikely to increase in the long run. It should therefore be possible to improve the mortality forecasts for individual countries by taking...
Journal Article
Demography (2017) 54 (4): 1559–1577.
Published: 05 July 2017
...Christina Bohk-Ewald; Marcus Ebeling; Roland Rau Abstract Evaluating the predictive ability of mortality forecasts is important yet difficult. Death rates and mean lifespan are basic life table functions typically used to analyze to what extent the forecasts deviate from their realized values...
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Includes: Supplementary data
Journal Article
Demography (2017) 54 (5): 1921–1946.
Published: 25 September 2017
... of America 2017 2017 Common mortality trend Economic growth Mortality forecasting Li-Lee model The twentieth century witnessed a substantial increase in human life expectancy. By the beginning of the twenty-first century, the record female life expectancy had reached approximately age 85...
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Includes: Supplementary data
Journal Article
Demography (1989) 26 (4): 645–660.
Published: 01 November 1989
...Robert McNown; Andrei Rogers Abstract This article links parameterized model mortality schedules with time series methods to develop forecasts of U.S. mortality to the year 2000. The use of model mortality schedules permits a relatively concise representation of the history of mortality by age...
Journal Article
Demography (2001) 38 (4): 537–549.
Published: 01 November 2001
...Ronald Lee; Timothy Miller Abstract Lee and Carter (LC) published a new statistical method for forecasting mortality in 1992. This paper examines its actual and hypothetical forecast errors, and compares them with Social Security forecast errors. Hypothetical historical projections suggest that LC...
Journal Article
Demography (2024) 61 (2): 439–462.
Published: 01 April 2024
... heterogeneity. Information is pooled across neighboring regions and smoothed over time and age. To make predictions more robust and address the issue of model selection, a Bayesian version of stacking is considered using leave-future-out validation. I apply this method to forecast mortality rates for 96 regions...
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Includes: Supplementary data
Journal Article
Demography (2012) 49 (3): 1037–1060.
Published: 17 May 2012
... Administration’s (SSA’s) forecasting procedures, which until now has been unavailable in the public domain. We then offer a way to improve the quality of these procedures via age- and sex-specific mortality forecasts. The most recent SSA mortality forecasts were based on the best available technology at the time...
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Journal Article
Demography (2017) 54 (3): 1051–1071.
Published: 10 May 2017
... behavior changed dramatically, with higher smoking intensity observed among women in the eastern part of Germany. We forecast the impact of this changing smoking behavior on East-West mortality differences and find that the higher smoking rates among younger East German cohorts will reverse...
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Journal Article
Demography (2001) 38 (2): 215–226.
Published: 01 May 2001
... contrast the two approaches, using mortality forecasts consistent with recent projections from the U.S. Census Bureau and the Social Security Administration. The time-until-death method yields significantly lower-cost forecasts. The hypothetical cost savings from improved health are small, however...
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Published: 17 May 2012
Fig. 4 Validation of formal statistical forecast and SSA projection against observed 2006 cancer mortality. Difference between our median cancer mortality forecast and observed 2006 cancer mortality (−), the SSA intermediate cancer projection and observed 2006 cancer mortality (− −), and the Lee More
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Published: 17 May 2012
Fig. 5 Validation of formal statistical forecast and SSA projection against observed 2006 all-cause mortality. Difference between our median all-cause mortality forecast and observed 2006 all-cause mortality (−), the SSA intermediate all-cause projection and observed 2006 all-cause mortality More
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Published: 10 October 2012
Fig. 4 (Color figure online) Thirty-year forecasts of mortality sex ratios in Sweden using coherent and independent functional models More
Journal Article
Demography (1997) 34 (1): 67–81.
Published: 01 February 1997
..., but is negligible in low mortality populations. Second, examination of past mortality trends in the United States and of international trends in low mortality populations, suggests that mortality will decline faster than foreseen by the Social Security Administration s forecasts. Third, we combine the work...
Journal Article
Demography (2010) 47 (1): 67–78.
Published: 01 February 2010
.... The article also illustrates how longevity fan charts can be used to stress-test longevity outcomes. 27 1 2011 © Population Association of America 2010 2010 Forecast Error Prediction Interval Forecast Horizon Mortality Model Longevity Risk References Andreev K.F...
Journal Article
Demography (2017) 54 (3): 1073–1095.
Published: 18 May 2017
... pattern of mortality decline Mortality forecasting Lee-Carter model The Lee-Carter model (Lee and Carter 1992 ) and its various extensions (Booth et al. 2002 ; Hyndman and Booth 2008 ; Hyndman et al. 2013 ; Hyndman and Ullah 2007 ) have been widely used for producing projections of future...
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Includes: Supplementary data
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Published: 17 May 2012
Fig. 6 Age profile of year 2030 male vascular disease mortality. Age profiles for our median mortality forecast ( left panel ), SSA intermediate projection ( center panel ), and Lee-Carter-based forecast ( right panel ) More
Journal Article
Demography (2014) 51 (5): 1933–1954.
Published: 15 August 2014
... on this method so that the forecast of the population reduces to the forecasts of the three main components of the demographic change: fertility, mortality, and migration. When a deterministic approach is adopted, uncertainty is not explicitly incorporated in the model, and thus the expected accuracy...
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Journal Article
Demography (2013) 50 (2): 569–589.
Published: 15 November 2012
...Todd E. Elder Abstract Several recent studies suggest that individual subjective survival forecasts are powerful predictors of both mortality and behavior. Using 15 years of longitudinal data from the Health and Retirement Study, I present an alternative view. Across a wide range of ages...
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Journal Article
Demography (2014) 51 (5): 1755–1773.
Published: 03 October 2014
... risk and the demand for more accurate projections of future mortality rates, a vast literature on mortality forecasting has been produced during the recent decade. The mortality forecasting methods can be divided into three categories (Booth and Tickle 2008 ): expectation, extrapolation...
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Includes: Supplementary data