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

2. 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

3. 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“

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

5. Swedish MSF

6. Swedish Females

7. Swedish Females

8. Intensities of mortality progress

9. Intensities of mortality progress

10. 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

11. Lee-Carter?
Lee-Carter Model

12. End of Talk