Forecasting mortality in subpopulations using Lee-Carter type models : A comparison

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      <subfield code="a">Danesi, Ivan Luciano</subfield>
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      <subfield code="a">Forecasting mortality in subpopulations using Lee-Carter type models</subfield>
      <subfield code="b">: A comparison</subfield>
      <subfield code="c">Ivan Luciano Danesi, Steven Haberman,  Pietro Millossovich</subfield>
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      <subfield code="a">The relative performance of multipopulation stochastic mortality models is investigated. When targeting mortality rates, we consider five extensions of the well known LeeCarter single population extrapolative approach. As an alternative, we consider similar structures when mortality improvement rates are targeted. We use a dataset of deaths and exposures of Italian regions for the years 19742008 to conduct a comparison of the models, running a battery of tests to assess the relative goodness of fit and forecasting capability of different approaches. Results show that the preferable models are those striking a balance between complexity and flexibility.</subfield>
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      <subfield code="w">MAP20077100574</subfield>
      <subfield code="t">Insurance : mathematics and economics</subfield>
      <subfield code="d">Oxford : Elsevier, 1990-</subfield>
      <subfield code="x">0167-6687</subfield>
      <subfield code="g">04/05/2015 Volumen 62 - mayo 2015 </subfield>
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