Shang, Han Lin; Hyndman, Rob J; Booth, Heather - Department of Econometrics and Business Statistics, … - 2010
principal component methods for forecasting mortality rates and life expectancy. These ten methods include the Lee-Carter method … and many of its variants and extensions. For forecasting mortality rates, the weighted Hyndman-Ullah method provides the …. Furthermore, the weighted Hyndman-Ullah method provides the most accurate interval forecasts of mortality rates, while the robust …