Comparison of the 1st and 2nd order Lee–Carter methods with the robust Hyndman–Ullah method for fitting and forecasting mortality rates

The 1st and 2nd order Lee–Carter methods were compared with the Hyndman–Ullah method in regards to goodness of fit and forecasting ability of mortality rates. Swedish population data was used from the Human Mortality Database. The robust estimation property of the Hyndman–Ullah method was also teste...

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Bibliographic Details
Main Author: Willersjö Nyfelt, Emil
Format: Others
Language:English
Published: Mälardalens högskola, Akademin för utbildning, kultur och kommunikation 2020
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48383

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