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Comparison of the 1st and 2nd order Lee–Carter methods with the robust Hyndman–Ullah method for fitting and forecasting mortality rates
Mälardalens högskola, Akademin för utbildning, kultur och kommunikation.
2020 (engelsk)Independent thesis Advanced level (degree of Master (Two Years)), 20 poäng / 30 hpOppgave
Abstract [en]

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 tested with inclusion of the Spanish flu and a hypothetical scenario of the COVID-19 pandemic. After having presented the three methods and making several comparisons between the methods, it is concluded that the Hyndman–Ullah method is overall superior among the three methods with the implementation of the chosen dataset. Its robust estimation of mortality shocks could also be confirmed.

sted, utgiver, år, opplag, sider
2020. , s. 71
Emneord [en]
Mortality rate, Death rate, Data fitting, Lee-Carter, 2nd order Lee–Carter, Hyndman–Ullah, Modeling, ARIMA, Random walk, Singular Value Decomposition, Penalized Regression Splines, Weighted Functional Principal Component Analysis, Forecasting, Spanish flu, COVID-19
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URN: urn:nbn:se:mdh:diva-48383OAI: oai:DiVA.org:mdh-48383DiVA, id: diva2:1437029
Fag / kurs
Mathematics/Applied Mathematics
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Tilgjengelig fra: 2020-06-10 Laget: 2020-06-08 Sist oppdatert: 2020-06-10bibliografisk kontrollert

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