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MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS

Year 2012, Volume: 2 Issue: 1, 63 - 74, 21.05.2012

Yasemin Gençtürk Tuna Genç

Abstract

Mortality forecasts are especially used to evaluate the future security of retirement and social security systems, private insurance plans etc. These forecasts are taking an important place providing a
financial stability as a principal component of actuarial calculations. Mortality forecasting methods having a considerably old history can be categorized as deterministic and stochastic methods. After
deterministic models, it is seen that stochastic models have emerged with a view to constituting a more accurate and reliable mortality forecasting models making a more robust assessment of mortality
profile in parallel with the demographic change in recent years. In this study, mortality forecasts based on population and death statistics special to province and district centers of Turkey are obtained using
one of the deterministic methods called as Trend method and one of the stochastic methods called as Lee-Carter method.

Keywords

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References

  • Booth, H., Maindonald, J. and Smith, L. (2002). Age-Time Interactions in Mortality Projection: Applying Lee-Carter to Australia, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 85.
  • Booth, H., Hyndman, R.J., Tickle, L. and De Jong, P. (2006). Lee-Carter Mortality Forecasting: A Multi-Country Comparison of Variants and Extensions, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 101, 2-3.
  • Haberman, S. and Russolillo, M. (2005). Lee-Carter Mortality Forecasting: Application to the Italian Population, Cass Business School, Faculty of Actuarial Science and Statistics, Actuarial Research Paper No. 167, London, 6-16.
  • Hyndman, R.J. and Ullah, M.S. (2007). Robust Forecasting of Mortality and Fertility Rates: A Functional Data Approach, Computational Statistics and Data Analysis 51(10), 4942–4956.
  • DeJong,P.andTickle,L.(2006).ExtendingLee-CarterMortalityForecasting,Mathematical Population Studies 13(1), 1–18.
  • Koissi, M.C. and Shapiro, A.F. (2008). The Lee-Carter Model Under The Condition of Variables Age-Specific Parameters, Actuarial Research Conference, Regina, Canada, 2.
  • Lee, R. and Miller, T. (2001). Evaluating the Performance of Lee-Carter Mortality Forecasts, Demography 38(4), 537-549.
  • Lee, R.D. and Carter, L. (1992). Modeling and Forecasting U.S. Mortality, Journal of the American Statistical Association 87, 419.
  • Sosyal Güvenlik Kurumu, (2007). Sosyal Güvenlik Reformu: Uygulama Öncesi Yeni Yaklaşım, Ankara, 32.
  • Şahin, P. (2006). Mortalite Tabloları Üzerine Bir Uygulama, Yüksek Lisans Tezi, Marmara Üniversi- tesi Sosyal Bilimler Enstitüsü, İstanbul, 5-9.
  • Tabeau, E., Van Den Berg Jeths, A. and Heathcote, C. (2001). Forecasting Mortality in Developed Countries Insights From A Statistical, Demographic and Epidemiological Perspective, Kluwer Academic Publishers, London, 3,5,7.
  • Van Broekhoven, H. (2002). Market Value Of Liabilities Mortality Risk: A Practical Model, North American Actuarial Journal 6(2), 97-99.
  • Wang, J.Z. (2007). Fitting and Forecasting Mortality for Sweden: Applying the Lee-Carter Model, Stockholm University 8-11, 27-29.

Year 2012, Volume: 2 Issue: 1, 63 - 74, 21.05.2012

Yasemin Gençtürk Tuna Genç

Abstract

References

  • Booth, H., Maindonald, J. and Smith, L. (2002). Age-Time Interactions in Mortality Projection: Applying Lee-Carter to Australia, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 85.
  • Booth, H., Hyndman, R.J., Tickle, L. and De Jong, P. (2006). Lee-Carter Mortality Forecasting: A Multi-Country Comparison of Variants and Extensions, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 101, 2-3.
  • Haberman, S. and Russolillo, M. (2005). Lee-Carter Mortality Forecasting: Application to the Italian Population, Cass Business School, Faculty of Actuarial Science and Statistics, Actuarial Research Paper No. 167, London, 6-16.
  • Hyndman, R.J. and Ullah, M.S. (2007). Robust Forecasting of Mortality and Fertility Rates: A Functional Data Approach, Computational Statistics and Data Analysis 51(10), 4942–4956.
  • DeJong,P.andTickle,L.(2006).ExtendingLee-CarterMortalityForecasting,Mathematical Population Studies 13(1), 1–18.
  • Koissi, M.C. and Shapiro, A.F. (2008). The Lee-Carter Model Under The Condition of Variables Age-Specific Parameters, Actuarial Research Conference, Regina, Canada, 2.
  • Lee, R. and Miller, T. (2001). Evaluating the Performance of Lee-Carter Mortality Forecasts, Demography 38(4), 537-549.
  • Lee, R.D. and Carter, L. (1992). Modeling and Forecasting U.S. Mortality, Journal of the American Statistical Association 87, 419.
  • Sosyal Güvenlik Kurumu, (2007). Sosyal Güvenlik Reformu: Uygulama Öncesi Yeni Yaklaşım, Ankara, 32.
  • Şahin, P. (2006). Mortalite Tabloları Üzerine Bir Uygulama, Yüksek Lisans Tezi, Marmara Üniversi- tesi Sosyal Bilimler Enstitüsü, İstanbul, 5-9.
  • Tabeau, E., Van Den Berg Jeths, A. and Heathcote, C. (2001). Forecasting Mortality in Developed Countries Insights From A Statistical, Demographic and Epidemiological Perspective, Kluwer Academic Publishers, London, 3,5,7.
  • Van Broekhoven, H. (2002). Market Value Of Liabilities Mortality Risk: A Practical Model, North American Actuarial Journal 6(2), 97-99.
  • Wang, J.Z. (2007). Fitting and Forecasting Mortality for Sweden: Applying the Lee-Carter Model, Stockholm University 8-11, 27-29.

TÜRKİYE İL-İLÇE MERKEZLERİNDEKİ ÖLÜM ORANLARININ TREND VE LEE-CARTER YÖNTEMLERİ İLE TAHMİNİ

Year 2012, Volume: 2 Issue: 1, 63 - 74, 21.05.2012

Yasemin Gençtürk Tuna Genç

Abstract

Ölüm oranı tahminleri özellikle sosyal güvenlik ile emeklilik sistemlerinin, özel sigorta planlarının gelecekteki finansal durumunun değerlendirilmesinde kullanılmakta, aktüeryal hesaplamaların başlıca bileşeni olarak bu planların finansal istikrarının sağlanmasında önemli bir yer teşkil etmektedir. Oldukça eski bir geçmişe sahip olan ölüm oranı tahmin yöntemleri deterministik ve stokastik yöntemler olarak sınıflandırılabilmektedir. Deterministik modellerin ardından son yıllarda yaşanan demografik değişimle paralel olarak ölümlülük düzeylerinin daha sağlıklı değerlendirilerek, doğru ve güvenilir ölüm oranı projeksiyon modellerinin oluşturulması amacıyla stokastik modellerin ortaya çıktığı görülmektedir. Çalışmada, deterministik ölüm oranı tahmin yöntemlerinden Trend yöntemi ve stokastik yöntemlerden Lee-Carter yöntemi kullanılarak Türkiye il ve ilçe merkezlerinin nüfus ve ölüm istatistiklerine dayanan ölüm oranı tahminleri elde edilmiş ve sonuçlar karşılaştırılmıştır

Keywords

Ölüm oranı tahmini Trend yöntemi Lee-Carter yöntemi

References

  • Booth, H., Maindonald, J. and Smith, L. (2002). Age-Time Interactions in Mortality Projection: Applying Lee-Carter to Australia, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 85.
  • Booth, H., Hyndman, R.J., Tickle, L. and De Jong, P. (2006). Lee-Carter Mortality Forecasting: A Multi-Country Comparison of Variants and Extensions, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 101, 2-3.
  • Haberman, S. and Russolillo, M. (2005). Lee-Carter Mortality Forecasting: Application to the Italian Population, Cass Business School, Faculty of Actuarial Science and Statistics, Actuarial Research Paper No. 167, London, 6-16.
  • Hyndman, R.J. and Ullah, M.S. (2007). Robust Forecasting of Mortality and Fertility Rates: A Functional Data Approach, Computational Statistics and Data Analysis 51(10), 4942–4956.
  • DeJong,P.andTickle,L.(2006).ExtendingLee-CarterMortalityForecasting,Mathematical Population Studies 13(1), 1–18.
  • Koissi, M.C. and Shapiro, A.F. (2008). The Lee-Carter Model Under The Condition of Variables Age-Specific Parameters, Actuarial Research Conference, Regina, Canada, 2.
  • Lee, R. and Miller, T. (2001). Evaluating the Performance of Lee-Carter Mortality Forecasts, Demography 38(4), 537-549.
  • Lee, R.D. and Carter, L. (1992). Modeling and Forecasting U.S. Mortality, Journal of the American Statistical Association 87, 419.
  • Sosyal Güvenlik Kurumu, (2007). Sosyal Güvenlik Reformu: Uygulama Öncesi Yeni Yaklaşım, Ankara, 32.
  • Şahin, P. (2006). Mortalite Tabloları Üzerine Bir Uygulama, Yüksek Lisans Tezi, Marmara Üniversi- tesi Sosyal Bilimler Enstitüsü, İstanbul, 5-9.
  • Tabeau, E., Van Den Berg Jeths, A. and Heathcote, C. (2001). Forecasting Mortality in Developed Countries Insights From A Statistical, Demographic and Epidemiological Perspective, Kluwer Academic Publishers, London, 3,5,7.
  • Van Broekhoven, H. (2002). Market Value Of Liabilities Mortality Risk: A Practical Model, North American Actuarial Journal 6(2), 97-99.
  • Wang, J.Z. (2007). Fitting and Forecasting Mortality for Sweden: Applying the Lee-Carter Model, Stockholm University 8-11, 27-29.
There are 13 citations in total.

Details

Primary Language English
Journal Section Articles
Authors

Yasemin Gençtürk This is me

Tuna Genç This is me

Publication Date May 21, 2012
Published in Issue Year 2012 Volume: 2 Issue: 1

Cite

APA Gençtürk, Y., & Genç, T. (2012). MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS. Anadolu University Journal of Science and Technology B - Theoretical Sciences, 2(1), 63-74.
AMA Gençtürk Y, Genç T. MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS. AUBTD-B. May 2012;2(1):63-74.
Chicago Gençtürk, Yasemin, and Tuna Genç. “MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS”. Anadolu University Journal of Science and Technology B - Theoretical Sciences 2, no. 1 (May 2012): 63-74.
EndNote Gençtürk Y, Genç T (May 1, 2012) MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS. Anadolu University Journal of Science and Technology B - Theoretical Sciences 2 1 63–74.
IEEE Y. Gençtürk and T. Genç, “MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS”, AUBTD-B, vol. 2, no. 1, pp. 63–74, 2012.
ISNAD Gençtürk, Yasemin - Genç, Tuna. “MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS”. Anadolu University Journal of Science and Technology B - Theoretical Sciences 2/1 (May 2012), 63-74.
JAMA Gençtürk Y, Genç T. MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS. AUBTD-B. 2012;2:63–74.
MLA Gençtürk, Yasemin and Tuna Genç. “MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS”. Anadolu University Journal of Science and Technology B - Theoretical Sciences, vol. 2, no. 1, 2012, pp. 63-74.
Vancouver Gençtürk Y, Genç T. MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS. AUBTD-B. 2012;2(1):63-74.
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