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Lee-Carter-modellen×ARIMA (Autoregressive Integrated Moving Average) Modell×Livstabell-analyse×
FagfeltDemografiØkonometriDemografi
FamilieRegression modelRegression modelSurvival analysis
Opprinnelsesår199220151984
OpphavspersonRonald Lee & Lawrence CarterBox & Jenkins (Box-Jenkins methodology)Demographic/actuarial tradition; Chiang
TypeStochastic mortality forecasting modelUnivariate time-series modelAge-structured mortality estimator
Opprinnelig kildeLee, R. D., & Carter, L. R. (1992). Modeling and forecasting U.S. mortality. Journal of the American Statistical Association, 87(419), 659–671. DOI ↗Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Chiang, C. L. (1984). The Life Table and Its Applications. Robert E. Krieger Publishing. ISBN: 978-0-89874-565-2
AliasLC Model, Lee-Carter Mortality Model, Singular Value Decomposition Mortality Model, Lee-Carter Ölümlülük ModeliBox-Jenkins model, ARIMA(p,d,q), ARIMA ModeliMortality Table, Actuarial Table, Survival Table, Yaşam Tablosu
Relaterte253
SammendragThe Lee-Carter model is a stochastic framework for modeling and forecasting age-specific mortality rates, introduced by Ronald Lee and Lawrence Carter in their landmark 1992 paper. It decomposes the logarithm of age-specific death rates into an age pattern of mortality, a time-varying index of mortality level, and an age-specific sensitivity of that index, then forecasts the time index using ARIMA time-series methods to generate probabilistic mortality projections.ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).A life table is a systematic, age-structured summary of the mortality experience of a population. It traces a hypothetical cohort of births — conventionally 100,000 — through successive age intervals, recording how many survive, how many die, and how many person-years are lived at each interval. The method was formalized in its modern probabilistic form by Chiang (1984), synthesizing centuries of actuarial and demographic practice into a rigorous statistical framework applicable to human and biological populations alike.
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ScholarGateSammenlign metoder: Lee-Carter Model · ARIMA · Life Table. Hentet 2026-06-18 fra https://scholargate.app/no/compare