| Title |
ARMA models for mortality forecast / |
| Translation of Title |
ARMA modeliai mirtingumo prognozei. |
| Authors |
Šiškina, Natalja ; Šiaulys, Jonas |
| DOI |
10.15388/LJS.2016.13865 |
| Full Text |
|
| Is Part of |
Lithuanian journal of statistics = Lietuvos statistikos darbai.. Vilnius : Vilniaus universiteto leidykla. 2016, vol. 55, no. 1, p. 31-44.. ISSN 1392-642X. eISSN 2029-7262 |
| Keywords [eng] |
mortality forecasting ; longevity risk ; ARMA models |
| Abstract [eng] |
In the last several decades, many countries have been paying a lot of attention to mortality forecasting because of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries and make predictions using ARMA models. Research shoved that mortality rate distribution is almost the same in Lithuania, Latvia and Estonia and all of them represent longevity trends. It means that men and women, children and adults have the same mortality structure in all Baltic countries and live longer than before. |
| Published |
Vilnius : Vilniaus universiteto leidykla |
| Type |
Journal article |
| Language |
English |
| Publication date |
2016 |
| CC license |
|
