Similar Search Results

Makroökonomische Folgen der demografischen Alterung : Simulationen für Deutschland, Japan und die USA bis 2050

Petersen, Thieß; Lizarazo López, Martina; Kaniovski, … - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 100 (2020) 12, pp. 958-963

erwartenden demografischen Wandels müssen vor allem die stark alternden Länder Deutschland und Japan mit einer spürbaren Dämpfung … simulation results for Germany, Japan and the USA through 2050 show how key macroeconomic indicators (labour productivity, GDP … with rapidly aging populations such as Japan and Germany in particular should expect a noticeable slowdown in the growth of …

Persistent link: https://www.econbiz.de/10012405834

Point and interval forecasts of age-specific life expectancies

Shang, Han Lin - In: Demographic Research 27 (2012) 21, pp. 593-644

This paper considers forecasting life table, and proposes a model averaging approach to improve point and interval forecast accuracy. Illustrated by data of eleven countries, we compare point and interval forecasts among ten principal component and two random walk methods. Based on averaged...

Persistent link: https://www.econbiz.de/10010851056

Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods

Shang, Han Lin; Booth, Heather; Hyndman, Rob - In: Demographic Research 25 (2011) 5, pp. 173-214

Using the age- and sex-specific data of 14 developed countries, we compare the point and interval forecast accuracy and bias of ten principal component methods for forecasting mortality rates and life expectancy. The ten methods are variants and extensions of the Lee-Carter method. Based on...

Persistent link: https://www.econbiz.de/10009225984

Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions

Booth, Heather; Hyndman, Rob; Tickle, Leonie; Jong, Piet de - In: Demographic Research 15 (2006) 9, pp. 289-310

We compare the short- to medium-term accuracy of five variants or extensions of the Lee-Carter method for mortality forecasting. These include the original Lee-Carter, the Lee-Miller and Booth-Maindonald-Smith variants, and the more flexible Hyndman-Ullah and De Jong-Tickle extensions. These...

Persistent link: https://www.econbiz.de/10005700021

Smoothing and projecting age-specific probabilities of death by TOPALS

Beer, Joop A.A. - In: Demographic Research 27 (2012) 20, pp. 543-592

TOPALS is a relational model that can be used for smoothing and projecting age-specific rates or probabilities. TOPALS uses a linear spline to model the ratios between the age-specific rates or probabilities to be fitted or projected and a smooth standard age schedule. TOPALS is easy and...

Persistent link: https://www.econbiz.de/10011201851

Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions

Booth, Heather; Hyndman, Rob J; Tickle, Leonie; Jong, … - Department of Econometrics and Business Statistics, … - 2006

Persistent link: https://www.econbiz.de/10005087612

Coherent mortality forecasting: the product-ratio method with functional time series models

Hyndman, Rob J; Booth, Heather; Yasmeen, Farah - Department of Econometrics and Business Statistics, … - 2011

When independence is assumed, forecasts of mortality for subpopulations are almost always divergent in the long term. We propose a method for non-divergent or coherent forecasting of mortality rates for two or more subpopulations, based on functional principal components models of simple and...

Persistent link: https://www.econbiz.de/10008838043

Development of Life Expectancy in the Czech Republic in Years 1920-2010 with an Outlook to 2050

Arltová, Markéta; Langhamrová, Jitka; Langhamrová, Jana - In: Prague Economic Papers 2013 (2013) 1, pp. 125-143

At present the majority of advanced countries are dealing with the problem of the ageing of the population. The Czech Republic is no exception. Demographic ageing is caused by the fact that mortality is dropping, especially infant mortality, and this expectation of life at birth. At the same...

Persistent link: https://www.econbiz.de/10011195628

Grouped multivariate and functional time series forecasting : an application to annuity pricing

Shang, Han Lin; Haberman, Steven - In: Insurance / Mathematics & economics 75 (2017), pp. 166-179

Persistent link: https://www.econbiz.de/10011740807

Makroökonomische Folgen der demografischen Alterung

Petersen, Thieß; Lizarazo López, Martina; Kaniovski, … - In: Wirtschaftsdienst 100 (2020) 12, pp. 958-963

Persistent link: https://www.econbiz.de/10012488157

1
2
3
4
5
6
7
8
9
10
Next
Last