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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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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

Willersjö Nyfelt, Emil January 2020 (has links)
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.
Mortality rate
Death rate
Data fitting
Lee-Carter
2nd order Lee–Carter
Hyndman–Ullah
Modeling
ARIMA
Random walk
Singular Value Decomposition
Penalized Regression Splines
Forecasting
Spanish flu
COVID-19
Mathematics
Matematik

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