Μοντελοποίηση και πρόβλεψη θνησιμότητας: το μοντέλο του Lee - Carter και προεκτάσεις του
Μαυρομμάτη, Ελένη Χ.
This thesis examines the model Lee - Carter which was published and applied to data from United States of America in 1992 by Ronald Lee and Lawrence Carter. This model is one of the most popular methods for forecasting mortality and is used widely in both academic literature and practical applications. This is due to the fact that the model is computationally simple to apply and it has given successful results for many countries such as U.S.A. and Canada. This thesis consists of two parts. The first part is the theoretical one in which the model Lee - Carter is described analytically and some problems, alternative methods and extensions are presented. The second part is the practical one in which the method Lee - Carter is applied to data for countries of Northern, Southern and Central Europe, including some comparisons among them. These countries are Italy - France - Spain, Norway - Sweden - Denmark and Austria - Czech Republic - Switzerland. After the completion of the comparisons some concluding results concerning the results of these comparisons are presented.