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Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands

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Author Info

  • Lenny Stoeldraijer

    (Statistics Netherlands)

  • Coen van Duin

    (Statistics Netherlands)

  • L.J.G van Wissen

    (Netherlands Interdisciplinary Demographic Institute)

  • Fanny Janssen

    (University of Groningen)

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    File URL: http://www.demographic-research.org/volumes/vol29/13/29-13.pdf
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    Bibliographic Info

    Article provided by Max Planck Institute for Demographic Research, Rostock, Germany in its journal Demographic Research.

    Volume (Year): 29 (2013)
    Issue (Month): 13 (August)
    Pages: 323-354

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    Handle: RePEc:dem:demres:v:29:y:2013:i:13

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    Web page: http://www.demogr.mpg.de/

    Related research

    Keywords: Europe; extrapolation; Lee-Carter model; Netherlands; non-linear models; smoking;

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    References

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    1. Ronald Lee & Timothy Miller, 2001. "Evaluating the performance of the lee-carter method for forecasting mortality," Demography, Springer, Springer, vol. 38(4), pages 537-549, November.
    2. Fanny Janssen & Leo Wissen & Anton Kunst, 2013. "Including the Smoking Epidemic in Internationally Coherent Mortality Projections," Demography, Springer, Springer, vol. 50(4), pages 1341-1362, August.
    3. Heather Booth & Rob Hyndman & Leonie Tickle & Piet de Jong, 2006. "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 15(9), pages 289-310, October.
    4. Nico Keilman & Dinh Quang Pham, 2004. "Empirical errors and predicted errors in fertility, mortality and migration forecasts in the European Economic Area," Discussion Papers, Research Department of Statistics Norway 386, Research Department of Statistics Norway.
    5. Nan Li & Ronald Lee, 2005. "Coherent mortality forecasts for a group of populations: An extension of the lee-carter method," Demography, Springer, Springer, vol. 42(3), pages 575-594, August.
    6. Rob Hyndman & Heather Booth & Farah Yasmeen, 2013. "Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models," Demography, Springer, Springer, vol. 50(1), pages 261-283, February.
    7. Renshaw, A.E. & Haberman, S., 2006. "A cohort-based extension to the Lee-Carter model for mortality reduction factors," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 556-570, June.
    8. Hyndman, Rob J. & Shahid Ullah, Md., 2007. "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(10), pages 4942-4956, June.
    9. Kevin M. White, 2002. "Longevity Advances in High-Income Countries, 1955-96," Population and Development Review, The Population Council, Inc., The Population Council, Inc., vol. 28(1), pages 59-76.
    10. Han Lin Shang & Heather Booth & Rob Hyndman, 2011. "Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 25(5), pages 173-214, July.
    11. Samir Soneji & Gary King, 2011. "The future of death in America," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 25(1), pages 1-38, July.
    12. Piet De Jong & Leonie Tickle, 2006. "Extending Lee-Carter Mortality Forecasting," Mathematical Population Studies, Taylor & Francis Journals, vol. 13(1), pages 1-18.
    13. Fred C. Pampel, 2002. "Cigarette Use and the Narrowing Sex Differential in Mortality," Population and Development Review, The Population Council, Inc., The Population Council, Inc., vol. 28(1), pages 77-104.
    14. Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa, 2011. "Mortality density forecasts: An analysis of six stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 355-367, May.
    15. Andrew J. G. Cairns & David Blake & Kevin Dowd, 2006. "A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration," Journal of Risk & Insurance, The American Risk and Insurance Association, The American Risk and Insurance Association, vol. 73(4), pages 687-718.
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