Describing, Understanding, Lee-Carter Workshop Sept 2004 Describing, Understanding, and Forecasting Mortality Surfaces Jutta Gampe Max Planck Institute for Demographic Research

Lee-Carter Model Lee-Carter(1992): Main (only?) purpose: Forecasting (e0 ) However: Tuljapurkar et al. (2000) A universal pattern of mortality decline in the G7 countries

Force of mortality over age and time MSF and LC model Force of mortality over age and time First: studying mortality dynamics via the properties of by e.g. Intensity of mortality progress „pace of ageing“

MSF and LC model Lee-Carter Model imposes rigid structure on and If this kind of analysis is in focus then smoothness requirements on

Swedish MSF

Swedish Females

Swedish Females

Intensities of mortality progress

Intensities of mortality progress

How does this relate to forecasting? There is more regular structure in a MSF than can be seen from the log-death-rates This regularity can be used for forecasting But: Estimating derivatives is tough And: the most interesting aspects are in the boundary regions

Lee-Carter? Lee-Carter Model

End of Talk