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Feasibility of Mortality Forecasting with Singular Spectrum Analysis. |
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| | آخرین بروزرسانی: 1397/10/22 | |
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 Mahmoudvand, R.; Alhosseini, F.; and Zokaei, M. (2013).
Feasibility of Mortality Forecasting with Singular Spectrum Analysis.
Journal of Data Science, Vol. 11, No. 4, pp. 851-866.
Abstract:
The Lee-Carter model and its extensions are the most popular methods in the field of forecasting mortality rate. But, in spite of introducing several different methods in forecasting mortality rate so far, there is no general method applicable to all situations. Singular Spectrum Analysis (SSA) is a relatively new, powerful and nonparametric time series analysis that its capability in forecasting different time series has been proven in the various sciences. In this paper, we investigate the feasibility of using the SSA to construct mortality forecasts. We use the Hyndman-Ullah model, which is a new extension of Lee-Carter model, as a benchmark to evaluate the performance of the SSA for mortality forecasts in France data sets.
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| کلیدواژه ها: mortality | Lee-Carter model | Hyndman-Ullah model | Singular Spectrum Analysis | |
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اطلاعات تماس
نشانی پستی: تهران، اوین، دانشگاه شهید بهشتی، دانشکده علوم ریاضی، گروه آمار
صندوق پستی: 1983969411
تلفن: 22419430(021)
آدرس الکترونیکی: ir.actuary@gmail.com
کلیه حقوق این سایت متعلق به انجمن محاسبات بیمه و مالی ایران بوده و استفاده از مطالب آن با ذکر منبع بلامانع است.
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