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ARMA Models for Mortality Forecast
- Source :
- Lithuanian Journal of Statistics, Vol 55, Iss 1 (2016)
- Publication Year :
- 2016
- Publisher :
- Lietuvos statistikų sąjunga, Lietuvos statistikos departamentas, 2016.
-
Abstract
- In the last several decades, many countries have been paying a lot of attention to mortality forecastingbecause of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries andmake predictions using ARMA models. Research shoved that mortality rate distribution is almost the same in Lithuania, Latvia and Estonia and all of them represent longevity trends. It means that men and women, children and adults have thesame mortality structure in all Baltic countries and live longer than before.
- Subjects :
- mortality forecasting
longevity risk
ARMA models
Statistics
HA1-4737
Subjects
Details
- Language :
- English, Lithuanian
- ISSN :
- 1392642X and 20297262
- Volume :
- 55
- Issue :
- 1
- Database :
- Directory of Open Access Journals
- Journal :
- Lithuanian Journal of Statistics
- Publication Type :
- Academic Journal
- Accession number :
- edsdoj.3ee6b67535f483493c847d98b1cd74b
- Document Type :
- article
- Full Text :
- https://doi.org/10.15388/LJS.2016.13865